Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,894.5 |
5,926.0 |
31.5 |
0.5% |
5,822.5 |
High |
5,924.5 |
5,929.5 |
5.0 |
0.1% |
5,948.5 |
Low |
5,880.0 |
5,876.5 |
-3.5 |
-0.1% |
5,804.0 |
Close |
5,916.0 |
5,904.5 |
-11.5 |
-0.2% |
5,916.0 |
Range |
44.5 |
53.0 |
8.5 |
19.1% |
144.5 |
ATR |
58.4 |
58.0 |
-0.4 |
-0.7% |
0.0 |
Volume |
111,202 |
76,959 |
-34,243 |
-30.8% |
617,995 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.5 |
6,036.5 |
5,933.5 |
|
R3 |
6,009.5 |
5,983.5 |
5,919.0 |
|
R2 |
5,956.5 |
5,956.5 |
5,914.0 |
|
R1 |
5,930.5 |
5,930.5 |
5,909.5 |
5,917.0 |
PP |
5,903.5 |
5,903.5 |
5,903.5 |
5,897.0 |
S1 |
5,877.5 |
5,877.5 |
5,899.5 |
5,864.0 |
S2 |
5,850.5 |
5,850.5 |
5,895.0 |
|
S3 |
5,797.5 |
5,824.5 |
5,890.0 |
|
S4 |
5,744.5 |
5,771.5 |
5,875.5 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,323.0 |
6,264.0 |
5,995.5 |
|
R3 |
6,178.5 |
6,119.5 |
5,955.5 |
|
R2 |
6,034.0 |
6,034.0 |
5,942.5 |
|
R1 |
5,975.0 |
5,975.0 |
5,929.0 |
6,004.5 |
PP |
5,889.5 |
5,889.5 |
5,889.5 |
5,904.0 |
S1 |
5,830.5 |
5,830.5 |
5,903.0 |
5,860.0 |
S2 |
5,745.0 |
5,745.0 |
5,889.5 |
|
S3 |
5,600.5 |
5,686.0 |
5,876.5 |
|
S4 |
5,456.0 |
5,541.5 |
5,836.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,948.5 |
5,852.0 |
96.5 |
1.6% |
60.0 |
1.0% |
54% |
False |
False |
128,187 |
10 |
5,948.5 |
5,671.0 |
277.5 |
4.7% |
69.0 |
1.2% |
84% |
False |
False |
76,658 |
20 |
5,948.5 |
5,671.0 |
277.5 |
4.7% |
56.0 |
1.0% |
84% |
False |
False |
38,713 |
40 |
5,948.5 |
5,563.0 |
385.5 |
6.5% |
49.5 |
0.8% |
89% |
False |
False |
19,376 |
60 |
5,948.5 |
5,371.5 |
577.0 |
9.8% |
36.5 |
0.6% |
92% |
False |
False |
12,922 |
80 |
5,948.5 |
5,070.5 |
878.0 |
14.9% |
31.0 |
0.5% |
95% |
False |
False |
9,715 |
100 |
5,948.5 |
5,070.5 |
878.0 |
14.9% |
26.5 |
0.4% |
95% |
False |
False |
7,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,155.0 |
2.618 |
6,068.5 |
1.618 |
6,015.5 |
1.000 |
5,982.5 |
0.618 |
5,962.5 |
HIGH |
5,929.5 |
0.618 |
5,909.5 |
0.500 |
5,903.0 |
0.382 |
5,896.5 |
LOW |
5,876.5 |
0.618 |
5,843.5 |
1.000 |
5,823.5 |
1.618 |
5,790.5 |
2.618 |
5,737.5 |
4.250 |
5,651.0 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,904.0 |
5,903.0 |
PP |
5,903.5 |
5,901.0 |
S1 |
5,903.0 |
5,899.5 |
|