Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,811.0 |
5,752.0 |
-59.0 |
-1.0% |
5,926.0 |
High |
5,833.0 |
5,767.0 |
-66.0 |
-1.1% |
5,929.5 |
Low |
5,726.5 |
5,679.0 |
-47.5 |
-0.8% |
5,752.5 |
Close |
5,747.5 |
5,715.5 |
-32.0 |
-0.6% |
5,826.0 |
Range |
106.5 |
88.0 |
-18.5 |
-17.4% |
177.0 |
ATR |
65.9 |
67.5 |
1.6 |
2.4% |
0.0 |
Volume |
110,734 |
135,226 |
24,492 |
22.1% |
479,960 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,984.5 |
5,938.0 |
5,764.0 |
|
R3 |
5,896.5 |
5,850.0 |
5,739.5 |
|
R2 |
5,808.5 |
5,808.5 |
5,731.5 |
|
R1 |
5,762.0 |
5,762.0 |
5,723.5 |
5,741.0 |
PP |
5,720.5 |
5,720.5 |
5,720.5 |
5,710.0 |
S1 |
5,674.0 |
5,674.0 |
5,707.5 |
5,653.0 |
S2 |
5,632.5 |
5,632.5 |
5,699.5 |
|
S3 |
5,544.5 |
5,586.0 |
5,691.5 |
|
S4 |
5,456.5 |
5,498.0 |
5,667.0 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,367.0 |
6,273.5 |
5,923.5 |
|
R3 |
6,190.0 |
6,096.5 |
5,874.5 |
|
R2 |
6,013.0 |
6,013.0 |
5,858.5 |
|
R1 |
5,919.5 |
5,919.5 |
5,842.0 |
5,878.0 |
PP |
5,836.0 |
5,836.0 |
5,836.0 |
5,815.0 |
S1 |
5,742.5 |
5,742.5 |
5,810.0 |
5,701.0 |
S2 |
5,659.0 |
5,659.0 |
5,793.5 |
|
S3 |
5,482.0 |
5,565.5 |
5,777.5 |
|
S4 |
5,305.0 |
5,388.5 |
5,728.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,894.5 |
5,679.0 |
215.5 |
3.8% |
83.5 |
1.5% |
17% |
False |
True |
106,016 |
10 |
5,929.5 |
5,679.0 |
250.5 |
4.4% |
71.5 |
1.3% |
15% |
False |
True |
101,789 |
20 |
5,948.5 |
5,671.0 |
277.5 |
4.9% |
68.5 |
1.2% |
16% |
False |
False |
80,074 |
40 |
5,948.5 |
5,671.0 |
277.5 |
4.9% |
55.5 |
1.0% |
16% |
False |
False |
40,112 |
60 |
5,948.5 |
5,523.5 |
425.0 |
7.4% |
46.5 |
0.8% |
45% |
False |
False |
26,750 |
80 |
5,948.5 |
5,277.5 |
671.0 |
11.7% |
37.5 |
0.7% |
65% |
False |
False |
20,086 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
31.5 |
0.6% |
73% |
False |
False |
16,072 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
28.0 |
0.5% |
73% |
False |
False |
13,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,141.0 |
2.618 |
5,997.5 |
1.618 |
5,909.5 |
1.000 |
5,855.0 |
0.618 |
5,821.5 |
HIGH |
5,767.0 |
0.618 |
5,733.5 |
0.500 |
5,723.0 |
0.382 |
5,712.5 |
LOW |
5,679.0 |
0.618 |
5,624.5 |
1.000 |
5,591.0 |
1.618 |
5,536.5 |
2.618 |
5,448.5 |
4.250 |
5,305.0 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,723.0 |
5,787.0 |
PP |
5,720.5 |
5,763.0 |
S1 |
5,718.0 |
5,739.0 |
|