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 |
5,822.5 |
5,852.0 |
29.5 |
0.5% |
5,821.0 |
High |
5,849.5 |
5,944.5 |
95.0 |
1.6% |
5,843.0 |
Low |
5,804.0 |
5,852.0 |
48.0 |
0.8% |
5,671.0 |
Close |
5,844.5 |
5,943.0 |
98.5 |
1.7% |
5,829.0 |
Range |
45.5 |
92.5 |
47.0 |
103.3% |
172.0 |
ATR |
57.3 |
60.3 |
3.1 |
5.3% |
0.0 |
Volume |
54,019 |
194,492 |
140,473 |
260.0% |
73,568 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,190.5 |
6,159.5 |
5,994.0 |
|
R3 |
6,098.0 |
6,067.0 |
5,968.5 |
|
R2 |
6,005.5 |
6,005.5 |
5,960.0 |
|
R1 |
5,974.5 |
5,974.5 |
5,951.5 |
5,990.0 |
PP |
5,913.0 |
5,913.0 |
5,913.0 |
5,921.0 |
S1 |
5,882.0 |
5,882.0 |
5,934.5 |
5,897.5 |
S2 |
5,820.5 |
5,820.5 |
5,926.0 |
|
S3 |
5,728.0 |
5,789.5 |
5,917.5 |
|
S4 |
5,635.5 |
5,697.0 |
5,892.0 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.0 |
6,235.0 |
5,923.5 |
|
R3 |
6,125.0 |
6,063.0 |
5,876.5 |
|
R2 |
5,953.0 |
5,953.0 |
5,860.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,845.0 |
5,922.0 |
PP |
5,781.0 |
5,781.0 |
5,781.0 |
5,796.5 |
S1 |
5,719.0 |
5,719.0 |
5,813.0 |
5,750.0 |
S2 |
5,609.0 |
5,609.0 |
5,797.5 |
|
S3 |
5,437.0 |
5,547.0 |
5,781.5 |
|
S4 |
5,265.0 |
5,375.0 |
5,734.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,944.5 |
5,682.0 |
262.5 |
4.4% |
68.0 |
1.1% |
99% |
True |
False |
63,741 |
10 |
5,944.5 |
5,671.0 |
273.5 |
4.6% |
70.0 |
1.2% |
99% |
True |
False |
32,705 |
20 |
5,944.5 |
5,671.0 |
273.5 |
4.6% |
53.5 |
0.9% |
99% |
True |
False |
16,408 |
40 |
5,944.5 |
5,563.0 |
381.5 |
6.4% |
45.0 |
0.8% |
100% |
True |
False |
8,216 |
60 |
5,944.5 |
5,277.5 |
667.0 |
11.2% |
35.0 |
0.6% |
100% |
True |
False |
5,483 |
80 |
5,944.5 |
5,070.5 |
874.0 |
14.7% |
28.5 |
0.5% |
100% |
True |
False |
4,135 |
100 |
5,944.5 |
5,070.5 |
874.0 |
14.7% |
25.5 |
0.4% |
100% |
True |
False |
3,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,337.5 |
2.618 |
6,186.5 |
1.618 |
6,094.0 |
1.000 |
6,037.0 |
0.618 |
6,001.5 |
HIGH |
5,944.5 |
0.618 |
5,909.0 |
0.500 |
5,898.0 |
0.382 |
5,887.5 |
LOW |
5,852.0 |
0.618 |
5,795.0 |
1.000 |
5,759.5 |
1.618 |
5,702.5 |
2.618 |
5,610.0 |
4.250 |
5,459.0 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,928.0 |
5,917.5 |
PP |
5,913.0 |
5,892.0 |
S1 |
5,898.0 |
5,866.5 |
|