Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
139.18 |
139.32 |
0.14 |
0.1% |
140.22 |
High |
139.55 |
139.81 |
0.26 |
0.2% |
141.28 |
Low |
138.74 |
138.55 |
-0.19 |
-0.1% |
138.55 |
Close |
139.20 |
139.65 |
0.45 |
0.3% |
139.65 |
Range |
0.81 |
1.26 |
0.45 |
55.6% |
2.73 |
ATR |
1.22 |
1.22 |
0.00 |
0.2% |
0.00 |
Volume |
135,136,734 |
120,483,133 |
-14,653,601 |
-10.8% |
624,858,898 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.12 |
142.64 |
140.34 |
|
R3 |
141.86 |
141.38 |
140.00 |
|
R2 |
140.60 |
140.60 |
139.88 |
|
R1 |
140.12 |
140.12 |
139.77 |
140.36 |
PP |
139.34 |
139.34 |
139.34 |
139.46 |
S1 |
138.86 |
138.86 |
139.53 |
139.10 |
S2 |
138.08 |
138.08 |
139.42 |
|
S3 |
136.82 |
137.60 |
139.30 |
|
S4 |
135.56 |
136.34 |
138.96 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.02 |
146.56 |
141.15 |
|
R3 |
145.29 |
143.83 |
140.40 |
|
R2 |
142.56 |
142.56 |
140.15 |
|
R1 |
141.10 |
141.10 |
139.90 |
140.47 |
PP |
139.83 |
139.83 |
139.83 |
139.51 |
S1 |
138.37 |
138.37 |
139.40 |
137.74 |
S2 |
137.10 |
137.10 |
139.15 |
|
S3 |
134.37 |
135.64 |
138.90 |
|
S4 |
131.64 |
132.91 |
138.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.28 |
138.55 |
2.73 |
2.0% |
0.99 |
0.7% |
40% |
False |
True |
124,971,779 |
10 |
141.28 |
137.09 |
4.19 |
3.0% |
1.01 |
0.7% |
61% |
False |
False |
137,564,301 |
20 |
141.28 |
134.36 |
6.92 |
5.0% |
1.05 |
0.8% |
76% |
False |
False |
141,372,372 |
40 |
141.28 |
130.06 |
11.22 |
8.0% |
1.04 |
0.7% |
85% |
False |
False |
142,441,998 |
60 |
141.28 |
124.73 |
16.55 |
11.9% |
1.11 |
0.8% |
90% |
False |
False |
141,271,097 |
80 |
141.28 |
119.61 |
21.67 |
15.5% |
1.32 |
0.9% |
92% |
False |
False |
156,291,942 |
100 |
141.28 |
116.20 |
25.08 |
18.0% |
1.48 |
1.1% |
94% |
False |
False |
172,112,125 |
120 |
141.28 |
107.43 |
33.85 |
24.2% |
1.66 |
1.2% |
95% |
False |
False |
189,141,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.17 |
2.618 |
143.11 |
1.618 |
141.85 |
1.000 |
141.07 |
0.618 |
140.59 |
HIGH |
139.81 |
0.618 |
139.33 |
0.500 |
139.18 |
0.382 |
139.03 |
LOW |
138.55 |
0.618 |
137.77 |
1.000 |
137.29 |
1.618 |
136.51 |
2.618 |
135.25 |
4.250 |
133.20 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
139.49 |
139.63 |
PP |
139.34 |
139.62 |
S1 |
139.18 |
139.60 |
|