|
|
| 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 |
138-04 |
137-29 |
-0-07 |
-0.2% |
141-29 |
| High |
138-10 |
137-31 |
-0-11 |
-0.2% |
142-17 |
| Low |
137-02 |
137-01 |
-0-01 |
0.0% |
137-01 |
| Close |
137-31 |
137-28 |
-0-03 |
-0.1% |
137-28 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
5-16 |
| Volume |
1,664 |
1,229 |
-435 |
-26.1% |
14,726 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-14 |
140-03 |
138-12 |
|
| R3 |
139-16 |
139-05 |
138-04 |
|
| R2 |
138-18 |
138-18 |
138-02 |
|
| R1 |
138-07 |
138-07 |
137-31 |
137-30 |
| PP |
137-20 |
137-20 |
137-20 |
137-15 |
| S1 |
137-09 |
137-09 |
137-25 |
137-00 |
| S2 |
136-22 |
136-22 |
137-22 |
|
| S3 |
135-24 |
136-11 |
137-20 |
|
| S4 |
134-26 |
135-13 |
137-12 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-21 |
152-08 |
140-29 |
|
| R3 |
150-05 |
146-24 |
139-12 |
|
| R2 |
144-21 |
144-21 |
138-28 |
|
| R1 |
141-08 |
141-08 |
138-12 |
140-06 |
| PP |
139-05 |
139-05 |
139-05 |
138-20 |
| S1 |
135-24 |
135-24 |
137-12 |
134-22 |
| S2 |
133-21 |
133-21 |
136-28 |
|
| S3 |
128-05 |
130-08 |
136-12 |
|
| S4 |
122-21 |
124-24 |
134-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-17 |
137-01 |
5-16 |
4.0% |
1-12 |
1.0% |
15% |
False |
True |
2,945 |
| 10 |
143-23 |
137-01 |
6-22 |
4.9% |
1-06 |
0.9% |
13% |
False |
True |
5,321 |
| 20 |
144-14 |
137-01 |
7-13 |
5.4% |
1-06 |
0.9% |
11% |
False |
True |
143,966 |
| 40 |
145-15 |
137-01 |
8-14 |
6.1% |
1-10 |
1.0% |
10% |
False |
True |
243,073 |
| 60 |
146-03 |
137-01 |
9-02 |
6.6% |
1-11 |
1.0% |
9% |
False |
True |
234,653 |
| 80 |
146-11 |
137-01 |
9-10 |
6.8% |
1-14 |
1.0% |
9% |
False |
True |
238,262 |
| 100 |
146-11 |
134-22 |
11-21 |
8.5% |
1-17 |
1.1% |
27% |
False |
False |
191,073 |
| 120 |
146-11 |
134-22 |
11-21 |
8.5% |
1-17 |
1.1% |
27% |
False |
False |
159,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-30 |
|
2.618 |
140-14 |
|
1.618 |
139-16 |
|
1.000 |
138-29 |
|
0.618 |
138-18 |
|
HIGH |
137-31 |
|
0.618 |
137-20 |
|
0.500 |
137-16 |
|
0.382 |
137-12 |
|
LOW |
137-01 |
|
0.618 |
136-14 |
|
1.000 |
136-03 |
|
1.618 |
135-16 |
|
2.618 |
134-18 |
|
4.250 |
133-02 |
|
|