Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
140.05 |
140.51 |
0.46 |
0.3% |
137.56 |
High |
140.61 |
140.65 |
0.04 |
0.0% |
140.78 |
Low |
139.64 |
139.92 |
0.28 |
0.2% |
137.09 |
Close |
140.44 |
140.21 |
-0.23 |
-0.2% |
140.30 |
Range |
0.97 |
0.73 |
-0.24 |
-24.7% |
3.69 |
ATR |
1.24 |
1.20 |
-0.04 |
-2.9% |
0.00 |
Volume |
121,661,891 |
122,340,406 |
678,515 |
0.6% |
750,784,118 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.45 |
142.06 |
140.61 |
|
R3 |
141.72 |
141.33 |
140.41 |
|
R2 |
140.99 |
140.99 |
140.34 |
|
R1 |
140.60 |
140.60 |
140.28 |
140.43 |
PP |
140.26 |
140.26 |
140.26 |
140.18 |
S1 |
139.87 |
139.87 |
140.14 |
139.70 |
S2 |
139.53 |
139.53 |
140.08 |
|
S3 |
138.80 |
139.14 |
140.01 |
|
S4 |
138.07 |
138.41 |
139.81 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.46 |
149.07 |
142.33 |
|
R3 |
146.77 |
145.38 |
141.31 |
|
R2 |
143.08 |
143.08 |
140.98 |
|
R1 |
141.69 |
141.69 |
140.64 |
142.39 |
PP |
139.39 |
139.39 |
139.39 |
139.74 |
S1 |
138.00 |
138.00 |
139.96 |
138.70 |
S2 |
135.70 |
135.70 |
139.62 |
|
S3 |
132.01 |
134.31 |
139.29 |
|
S4 |
128.32 |
130.62 |
138.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.28 |
139.64 |
1.64 |
1.2% |
0.87 |
0.6% |
35% |
False |
False |
137,415,084 |
10 |
141.28 |
136.24 |
5.04 |
3.6% |
0.99 |
0.7% |
79% |
False |
False |
135,963,418 |
20 |
141.28 |
134.36 |
6.92 |
4.9% |
1.04 |
0.7% |
85% |
False |
False |
140,746,726 |
40 |
141.28 |
130.06 |
11.22 |
8.0% |
1.09 |
0.8% |
90% |
False |
False |
145,626,757 |
60 |
141.28 |
124.73 |
16.55 |
11.8% |
1.10 |
0.8% |
94% |
False |
False |
139,977,171 |
80 |
141.28 |
116.20 |
25.08 |
17.9% |
1.33 |
1.0% |
96% |
False |
False |
156,968,905 |
100 |
141.28 |
116.20 |
25.08 |
17.9% |
1.52 |
1.1% |
96% |
False |
False |
175,711,477 |
120 |
141.28 |
107.43 |
33.85 |
24.1% |
1.69 |
1.2% |
97% |
False |
False |
191,898,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.75 |
2.618 |
142.56 |
1.618 |
141.83 |
1.000 |
141.38 |
0.618 |
141.10 |
HIGH |
140.65 |
0.618 |
140.37 |
0.500 |
140.29 |
0.382 |
140.20 |
LOW |
139.92 |
0.618 |
139.47 |
1.000 |
139.19 |
1.618 |
138.74 |
2.618 |
138.01 |
4.250 |
136.82 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
140.29 |
140.46 |
PP |
140.26 |
140.38 |
S1 |
140.24 |
140.29 |
|