Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,689.5 |
1,672.6 |
-16.9 |
-1.0% |
1,672.9 |
High |
1,690.2 |
1,673.5 |
-16.7 |
-1.0% |
1,678.2 |
Low |
1,665.4 |
1,653.5 |
-11.9 |
-0.7% |
1,638.0 |
Close |
1,667.0 |
1,661.3 |
-5.7 |
-0.3% |
1,671.5 |
Range |
24.8 |
20.0 |
-4.8 |
-19.4% |
40.2 |
ATR |
27.0 |
26.5 |
-0.5 |
-1.8% |
0.0 |
Volume |
2,413 |
3,902 |
1,489 |
61.7% |
8,408 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.8 |
1,712.0 |
1,672.3 |
|
R3 |
1,702.8 |
1,692.0 |
1,666.8 |
|
R2 |
1,682.8 |
1,682.8 |
1,665.0 |
|
R1 |
1,672.0 |
1,672.0 |
1,663.1 |
1,667.4 |
PP |
1,662.8 |
1,662.8 |
1,662.8 |
1,660.5 |
S1 |
1,652.0 |
1,652.0 |
1,659.5 |
1,647.4 |
S2 |
1,642.8 |
1,642.8 |
1,657.6 |
|
S3 |
1,622.8 |
1,632.0 |
1,655.8 |
|
S4 |
1,602.8 |
1,612.0 |
1,650.3 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.2 |
1,767.5 |
1,693.6 |
|
R3 |
1,743.0 |
1,727.3 |
1,682.6 |
|
R2 |
1,702.8 |
1,702.8 |
1,678.9 |
|
R1 |
1,687.1 |
1,687.1 |
1,675.2 |
1,674.9 |
PP |
1,662.6 |
1,662.6 |
1,662.6 |
1,656.4 |
S1 |
1,646.9 |
1,646.9 |
1,667.8 |
1,634.7 |
S2 |
1,622.4 |
1,622.4 |
1,664.1 |
|
S3 |
1,582.2 |
1,606.7 |
1,660.4 |
|
S4 |
1,542.0 |
1,566.5 |
1,649.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,704.5 |
1,652.0 |
52.5 |
3.2% |
23.4 |
1.4% |
18% |
False |
False |
2,549 |
10 |
1,704.5 |
1,638.0 |
66.5 |
4.0% |
21.4 |
1.3% |
35% |
False |
False |
2,147 |
20 |
1,735.2 |
1,638.0 |
97.2 |
5.9% |
24.9 |
1.5% |
24% |
False |
False |
2,318 |
40 |
1,800.9 |
1,638.0 |
162.9 |
9.8% |
26.3 |
1.6% |
14% |
False |
False |
2,081 |
60 |
1,800.9 |
1,610.8 |
190.1 |
11.4% |
24.8 |
1.5% |
27% |
False |
False |
2,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.5 |
2.618 |
1,725.9 |
1.618 |
1,705.9 |
1.000 |
1,693.5 |
0.618 |
1,685.9 |
HIGH |
1,673.5 |
0.618 |
1,665.9 |
0.500 |
1,663.5 |
0.382 |
1,661.1 |
LOW |
1,653.5 |
0.618 |
1,641.1 |
1.000 |
1,633.5 |
1.618 |
1,621.1 |
2.618 |
1,601.1 |
4.250 |
1,568.5 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,663.5 |
1,679.0 |
PP |
1,662.8 |
1,673.1 |
S1 |
1,662.0 |
1,667.2 |
|