Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,113.5 |
7,170.0 |
56.5 |
0.8% |
6,885.0 |
High |
7,188.0 |
7,217.5 |
29.5 |
0.4% |
7,217.5 |
Low |
7,098.5 |
7,167.0 |
68.5 |
1.0% |
6,870.0 |
Close |
7,170.0 |
7,178.5 |
8.5 |
0.1% |
7,178.5 |
Range |
89.5 |
50.5 |
-39.0 |
-43.6% |
347.5 |
ATR |
99.3 |
95.8 |
-3.5 |
-3.5% |
0.0 |
Volume |
12,261 |
1,999 |
-10,262 |
-83.7% |
36,736 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,339.2 |
7,309.3 |
7,206.3 |
|
R3 |
7,288.7 |
7,258.8 |
7,192.4 |
|
R2 |
7,238.2 |
7,238.2 |
7,187.8 |
|
R1 |
7,208.3 |
7,208.3 |
7,183.1 |
7,223.3 |
PP |
7,187.7 |
7,187.7 |
7,187.7 |
7,195.1 |
S1 |
7,157.8 |
7,157.8 |
7,173.9 |
7,172.8 |
S2 |
7,137.2 |
7,137.2 |
7,169.2 |
|
S3 |
7,086.7 |
7,107.3 |
7,164.6 |
|
S4 |
7,036.2 |
7,056.8 |
7,150.7 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.2 |
8,002.3 |
7,369.6 |
|
R3 |
7,783.7 |
7,654.8 |
7,274.1 |
|
R2 |
7,436.2 |
7,436.2 |
7,242.2 |
|
R1 |
7,307.3 |
7,307.3 |
7,210.4 |
7,371.8 |
PP |
7,088.7 |
7,088.7 |
7,088.7 |
7,120.9 |
S1 |
6,959.8 |
6,959.8 |
7,146.6 |
7,024.3 |
S2 |
6,741.2 |
6,741.2 |
7,114.8 |
|
S3 |
6,393.7 |
6,612.3 |
7,082.9 |
|
S4 |
6,046.2 |
6,264.8 |
6,987.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,217.5 |
6,870.0 |
347.5 |
4.8% |
80.6 |
1.1% |
89% |
True |
False |
7,347 |
10 |
7,217.5 |
6,630.5 |
587.0 |
8.2% |
94.3 |
1.3% |
93% |
True |
False |
4,045 |
20 |
7,217.5 |
6,630.5 |
587.0 |
8.2% |
81.8 |
1.1% |
93% |
True |
False |
2,062 |
40 |
7,217.5 |
6,403.5 |
814.0 |
11.3% |
72.8 |
1.0% |
95% |
True |
False |
1,050 |
60 |
7,217.5 |
5,819.0 |
1,398.5 |
19.5% |
68.2 |
1.0% |
97% |
True |
False |
712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,432.1 |
2.618 |
7,349.7 |
1.618 |
7,299.2 |
1.000 |
7,268.0 |
0.618 |
7,248.7 |
HIGH |
7,217.5 |
0.618 |
7,198.2 |
0.500 |
7,192.3 |
0.382 |
7,186.3 |
LOW |
7,167.0 |
0.618 |
7,135.8 |
1.000 |
7,116.5 |
1.618 |
7,085.3 |
2.618 |
7,034.8 |
4.250 |
6,952.4 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,192.3 |
7,162.5 |
PP |
7,187.7 |
7,146.5 |
S1 |
7,183.1 |
7,130.5 |
|