Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,393.75 |
1,415.00 |
21.25 |
1.5% |
1,397.25 |
High |
1,415.50 |
1,419.75 |
4.25 |
0.3% |
1,408.00 |
Low |
1,392.50 |
1,406.00 |
13.50 |
1.0% |
1,380.75 |
Close |
1,415.00 |
1,406.50 |
-8.50 |
-0.6% |
1,394.00 |
Range |
23.00 |
13.75 |
-9.25 |
-40.2% |
27.25 |
ATR |
14.47 |
14.42 |
-0.05 |
-0.4% |
0.00 |
Volume |
1,456,063 |
1,251,732 |
-204,331 |
-14.0% |
7,876,534 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.00 |
1,443.00 |
1,414.00 |
|
R3 |
1,438.25 |
1,429.25 |
1,410.25 |
|
R2 |
1,424.50 |
1,424.50 |
1,409.00 |
|
R1 |
1,415.50 |
1,415.50 |
1,407.75 |
1,413.00 |
PP |
1,410.75 |
1,410.75 |
1,410.75 |
1,409.50 |
S1 |
1,401.75 |
1,401.75 |
1,405.25 |
1,399.50 |
S2 |
1,397.00 |
1,397.00 |
1,404.00 |
|
S3 |
1,383.25 |
1,388.00 |
1,402.75 |
|
S4 |
1,369.50 |
1,374.25 |
1,399.00 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.00 |
1,462.25 |
1,409.00 |
|
R3 |
1,448.75 |
1,435.00 |
1,401.50 |
|
R2 |
1,421.50 |
1,421.50 |
1,399.00 |
|
R1 |
1,407.75 |
1,407.75 |
1,396.50 |
1,401.00 |
PP |
1,394.25 |
1,394.25 |
1,394.25 |
1,391.00 |
S1 |
1,380.50 |
1,380.50 |
1,391.50 |
1,373.75 |
S2 |
1,367.00 |
1,367.00 |
1,389.00 |
|
S3 |
1,339.75 |
1,353.25 |
1,386.50 |
|
S4 |
1,312.50 |
1,326.00 |
1,379.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
16.25 |
1.2% |
66% |
True |
False |
1,496,540 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
13.75 |
1.0% |
66% |
True |
False |
1,600,357 |
20 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
14.00 |
1.0% |
85% |
True |
False |
1,192,881 |
40 |
1,419.75 |
1,299.00 |
120.75 |
8.6% |
13.75 |
1.0% |
89% |
True |
False |
598,275 |
60 |
1,419.75 |
1,255.25 |
164.50 |
11.7% |
14.00 |
1.0% |
92% |
True |
False |
399,824 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.3% |
15.50 |
1.1% |
94% |
True |
False |
300,063 |
100 |
1,419.75 |
1,140.25 |
279.50 |
19.9% |
15.75 |
1.1% |
95% |
True |
False |
240,080 |
120 |
1,419.75 |
1,118.75 |
301.00 |
21.4% |
17.25 |
1.2% |
96% |
True |
False |
200,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.25 |
2.618 |
1,455.75 |
1.618 |
1,442.00 |
1.000 |
1,433.50 |
0.618 |
1,428.25 |
HIGH |
1,419.75 |
0.618 |
1,414.50 |
0.500 |
1,413.00 |
0.382 |
1,411.25 |
LOW |
1,406.00 |
0.618 |
1,397.50 |
1.000 |
1,392.25 |
1.618 |
1,383.75 |
2.618 |
1,370.00 |
4.250 |
1,347.50 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,413.00 |
1,404.50 |
PP |
1,410.75 |
1,402.25 |
S1 |
1,408.50 |
1,400.25 |
|