Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,371.25 |
1,362.25 |
-9.00 |
-0.7% |
1,366.75 |
High |
1,377.25 |
1,375.25 |
-2.00 |
-0.1% |
1,369.50 |
Low |
1,356.75 |
1,358.75 |
2.00 |
0.1% |
1,350.25 |
Close |
1,364.50 |
1,374.50 |
10.00 |
0.7% |
1,363.25 |
Range |
20.50 |
16.50 |
-4.00 |
-19.5% |
19.25 |
ATR |
14.85 |
14.96 |
0.12 |
0.8% |
0.00 |
Volume |
2,280,683 |
1,966,089 |
-314,594 |
-13.8% |
5,780,539 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.00 |
1,413.25 |
1,383.50 |
|
R3 |
1,402.50 |
1,396.75 |
1,379.00 |
|
R2 |
1,386.00 |
1,386.00 |
1,377.50 |
|
R1 |
1,380.25 |
1,380.25 |
1,376.00 |
1,383.00 |
PP |
1,369.50 |
1,369.50 |
1,369.50 |
1,371.00 |
S1 |
1,363.75 |
1,363.75 |
1,373.00 |
1,366.50 |
S2 |
1,353.00 |
1,353.00 |
1,371.50 |
|
S3 |
1,336.50 |
1,347.25 |
1,370.00 |
|
S4 |
1,320.00 |
1,330.75 |
1,365.50 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.75 |
1,410.25 |
1,373.75 |
|
R3 |
1,399.50 |
1,391.00 |
1,368.50 |
|
R2 |
1,380.25 |
1,380.25 |
1,366.75 |
|
R1 |
1,371.75 |
1,371.75 |
1,365.00 |
1,366.50 |
PP |
1,361.00 |
1,361.00 |
1,361.00 |
1,358.25 |
S1 |
1,352.50 |
1,352.50 |
1,361.50 |
1,347.00 |
S2 |
1,341.75 |
1,341.75 |
1,359.75 |
|
S3 |
1,322.50 |
1,333.25 |
1,358.00 |
|
S4 |
1,303.25 |
1,314.00 |
1,352.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,377.25 |
1,353.00 |
24.25 |
1.8% |
14.25 |
1.0% |
89% |
False |
False |
1,723,045 |
10 |
1,377.25 |
1,334.25 |
43.00 |
3.1% |
14.00 |
1.0% |
94% |
False |
False |
1,643,770 |
20 |
1,377.25 |
1,317.00 |
60.25 |
4.4% |
13.75 |
1.0% |
95% |
False |
False |
1,621,747 |
40 |
1,377.25 |
1,259.75 |
117.50 |
8.5% |
14.75 |
1.1% |
98% |
False |
False |
1,615,088 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.2% |
17.25 |
1.3% |
98% |
False |
False |
1,520,712 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.1% |
20.00 |
1.5% |
99% |
False |
False |
1,142,876 |
100 |
1,377.25 |
1,138.75 |
238.50 |
17.4% |
22.00 |
1.6% |
99% |
False |
False |
914,727 |
120 |
1,377.25 |
1,062.00 |
315.25 |
22.9% |
24.50 |
1.8% |
99% |
False |
False |
762,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.50 |
2.618 |
1,418.50 |
1.618 |
1,402.00 |
1.000 |
1,391.75 |
0.618 |
1,385.50 |
HIGH |
1,375.25 |
0.618 |
1,369.00 |
0.500 |
1,367.00 |
0.382 |
1,365.00 |
LOW |
1,358.75 |
0.618 |
1,348.50 |
1.000 |
1,342.25 |
1.618 |
1,332.00 |
2.618 |
1,315.50 |
4.250 |
1,288.50 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,372.00 |
1,372.00 |
PP |
1,369.50 |
1,369.50 |
S1 |
1,367.00 |
1,367.00 |
|