Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
136.52 |
137.31 |
0.79 |
0.6% |
137.10 |
High |
137.32 |
137.93 |
0.61 |
0.4% |
137.93 |
Low |
136.24 |
137.13 |
0.89 |
0.7% |
134.36 |
Close |
137.04 |
137.57 |
0.53 |
0.4% |
137.57 |
Range |
1.08 |
0.80 |
-0.28 |
-25.9% |
3.57 |
ATR |
1.31 |
1.28 |
-0.03 |
-2.3% |
0.00 |
Volume |
116,787,930 |
122,823,109 |
6,035,179 |
5.2% |
725,752,165 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.94 |
139.56 |
138.01 |
|
R3 |
139.14 |
138.76 |
137.79 |
|
R2 |
138.34 |
138.34 |
137.72 |
|
R1 |
137.96 |
137.96 |
137.64 |
138.15 |
PP |
137.54 |
137.54 |
137.54 |
137.64 |
S1 |
137.16 |
137.16 |
137.50 |
137.35 |
S2 |
136.74 |
136.74 |
137.42 |
|
S3 |
135.94 |
136.36 |
137.35 |
|
S4 |
135.14 |
135.56 |
137.13 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.33 |
146.02 |
139.53 |
|
R3 |
143.76 |
142.45 |
138.55 |
|
R2 |
140.19 |
140.19 |
138.22 |
|
R1 |
138.88 |
138.88 |
137.90 |
139.54 |
PP |
136.62 |
136.62 |
136.62 |
136.95 |
S1 |
135.31 |
135.31 |
137.24 |
135.97 |
S2 |
133.05 |
133.05 |
136.92 |
|
S3 |
129.48 |
131.74 |
136.59 |
|
S4 |
125.91 |
128.17 |
135.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.93 |
134.36 |
3.57 |
2.6% |
0.97 |
0.7% |
90% |
True |
False |
145,150,433 |
10 |
138.19 |
134.36 |
3.83 |
2.8% |
1.09 |
0.8% |
84% |
False |
False |
145,180,443 |
20 |
138.19 |
133.84 |
4.35 |
3.2% |
1.05 |
0.8% |
86% |
False |
False |
145,658,257 |
40 |
138.19 |
127.72 |
10.47 |
7.6% |
1.13 |
0.8% |
94% |
False |
False |
144,874,646 |
60 |
138.19 |
120.03 |
18.16 |
13.2% |
1.24 |
0.9% |
97% |
False |
False |
148,369,617 |
80 |
138.19 |
116.20 |
21.99 |
16.0% |
1.45 |
1.1% |
97% |
False |
False |
165,398,308 |
100 |
138.19 |
116.20 |
21.99 |
16.0% |
1.63 |
1.2% |
97% |
False |
False |
184,994,463 |
120 |
138.19 |
107.43 |
30.76 |
22.4% |
1.82 |
1.3% |
98% |
False |
False |
203,025,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.33 |
2.618 |
140.02 |
1.618 |
139.22 |
1.000 |
138.73 |
0.618 |
138.42 |
HIGH |
137.93 |
0.618 |
137.62 |
0.500 |
137.53 |
0.382 |
137.44 |
LOW |
137.13 |
0.618 |
136.64 |
1.000 |
136.33 |
1.618 |
135.84 |
2.618 |
135.04 |
4.250 |
133.73 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
137.56 |
137.19 |
PP |
137.54 |
136.81 |
S1 |
137.53 |
136.43 |
|