Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,874.0 |
5,904.0 |
30.0 |
0.5% |
5,899.0 |
High |
5,901.5 |
5,997.0 |
95.5 |
1.6% |
5,903.0 |
Low |
5,855.0 |
5,903.5 |
48.5 |
0.8% |
5,721.5 |
Close |
5,891.5 |
5,993.0 |
101.5 |
1.7% |
5,883.5 |
Range |
46.5 |
93.5 |
47.0 |
101.1% |
181.5 |
ATR |
68.4 |
71.1 |
2.6 |
3.9% |
0.0 |
Volume |
126,857 |
276,362 |
149,505 |
117.9% |
617,560 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,245.0 |
6,212.5 |
6,044.5 |
|
R3 |
6,151.5 |
6,119.0 |
6,018.5 |
|
R2 |
6,058.0 |
6,058.0 |
6,010.0 |
|
R1 |
6,025.5 |
6,025.5 |
6,001.5 |
6,042.0 |
PP |
5,964.5 |
5,964.5 |
5,964.5 |
5,972.5 |
S1 |
5,932.0 |
5,932.0 |
5,984.5 |
5,948.0 |
S2 |
5,871.0 |
5,871.0 |
5,976.0 |
|
S3 |
5,777.5 |
5,838.5 |
5,967.5 |
|
S4 |
5,684.0 |
5,745.0 |
5,941.5 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,380.5 |
6,313.5 |
5,983.5 |
|
R3 |
6,199.0 |
6,132.0 |
5,933.5 |
|
R2 |
6,017.5 |
6,017.5 |
5,917.0 |
|
R1 |
5,950.5 |
5,950.5 |
5,900.0 |
5,893.0 |
PP |
5,836.0 |
5,836.0 |
5,836.0 |
5,807.5 |
S1 |
5,769.0 |
5,769.0 |
5,867.0 |
5,712.0 |
S2 |
5,654.5 |
5,654.5 |
5,850.0 |
|
S3 |
5,473.0 |
5,587.5 |
5,833.5 |
|
S4 |
5,291.5 |
5,406.0 |
5,783.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,997.0 |
5,725.5 |
271.5 |
4.5% |
71.5 |
1.2% |
99% |
True |
False |
156,166 |
10 |
5,997.0 |
5,721.5 |
275.5 |
4.6% |
79.0 |
1.3% |
99% |
True |
False |
138,785 |
20 |
5,997.0 |
5,721.5 |
275.5 |
4.6% |
66.0 |
1.1% |
99% |
True |
False |
111,011 |
40 |
5,997.0 |
5,605.0 |
392.0 |
6.5% |
66.0 |
1.1% |
99% |
True |
False |
100,004 |
60 |
5,997.0 |
5,281.5 |
715.5 |
11.9% |
72.0 |
1.2% |
99% |
True |
False |
92,678 |
80 |
5,997.0 |
5,040.0 |
957.0 |
16.0% |
80.0 |
1.3% |
100% |
True |
False |
79,590 |
100 |
5,997.0 |
5,040.0 |
957.0 |
16.0% |
80.0 |
1.3% |
100% |
True |
False |
63,693 |
120 |
5,997.0 |
4,887.5 |
1,109.5 |
18.5% |
76.0 |
1.3% |
100% |
True |
False |
53,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,394.5 |
2.618 |
6,242.0 |
1.618 |
6,148.5 |
1.000 |
6,090.5 |
0.618 |
6,055.0 |
HIGH |
5,997.0 |
0.618 |
5,961.5 |
0.500 |
5,950.0 |
0.382 |
5,939.0 |
LOW |
5,903.5 |
0.618 |
5,845.5 |
1.000 |
5,810.0 |
1.618 |
5,752.0 |
2.618 |
5,658.5 |
4.250 |
5,506.0 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,979.0 |
5,967.5 |
PP |
5,964.5 |
5,942.5 |
S1 |
5,950.0 |
5,917.0 |
|