Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,374.50 |
1,367.25 |
-7.25 |
-0.5% |
1,363.25 |
High |
1,377.00 |
1,369.50 |
-7.50 |
-0.5% |
1,377.25 |
Low |
1,365.00 |
1,358.00 |
-7.00 |
-0.5% |
1,353.00 |
Close |
1,368.75 |
1,364.50 |
-4.25 |
-0.3% |
1,368.75 |
Range |
12.00 |
11.50 |
-0.50 |
-4.2% |
24.25 |
ATR |
14.75 |
14.52 |
-0.23 |
-1.6% |
0.00 |
Volume |
1,458,860 |
1,528,635 |
69,775 |
4.8% |
8,908,763 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.50 |
1,393.00 |
1,370.75 |
|
R3 |
1,387.00 |
1,381.50 |
1,367.75 |
|
R2 |
1,375.50 |
1,375.50 |
1,366.50 |
|
R1 |
1,370.00 |
1,370.00 |
1,365.50 |
1,367.00 |
PP |
1,364.00 |
1,364.00 |
1,364.00 |
1,362.50 |
S1 |
1,358.50 |
1,358.50 |
1,363.50 |
1,355.50 |
S2 |
1,352.50 |
1,352.50 |
1,362.50 |
|
S3 |
1,341.00 |
1,347.00 |
1,361.25 |
|
S4 |
1,329.50 |
1,335.50 |
1,358.25 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.00 |
1,428.25 |
1,382.00 |
|
R3 |
1,414.75 |
1,404.00 |
1,375.50 |
|
R2 |
1,390.50 |
1,390.50 |
1,373.25 |
|
R1 |
1,379.75 |
1,379.75 |
1,371.00 |
1,385.00 |
PP |
1,366.25 |
1,366.25 |
1,366.25 |
1,369.00 |
S1 |
1,355.50 |
1,355.50 |
1,366.50 |
1,361.00 |
S2 |
1,342.00 |
1,342.00 |
1,364.25 |
|
S3 |
1,317.75 |
1,331.25 |
1,362.00 |
|
S4 |
1,293.50 |
1,307.00 |
1,355.50 |
|
|
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 |
1,356.75 |
20.50 |
1.5% |
14.00 |
1.0% |
38% |
False |
False |
1,754,939 |
10 |
1,377.25 |
1,350.25 |
27.00 |
2.0% |
13.25 |
1.0% |
53% |
False |
False |
1,621,793 |
20 |
1,377.25 |
1,330.25 |
47.00 |
3.4% |
13.50 |
1.0% |
73% |
False |
False |
1,618,300 |
40 |
1,377.25 |
1,266.75 |
110.50 |
8.1% |
14.50 |
1.1% |
88% |
False |
False |
1,615,868 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.3% |
17.00 |
1.3% |
93% |
False |
False |
1,568,598 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.3% |
19.75 |
1.4% |
95% |
False |
False |
1,180,140 |
100 |
1,377.25 |
1,141.75 |
235.50 |
17.3% |
21.50 |
1.6% |
95% |
False |
False |
944,568 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.1% |
24.00 |
1.8% |
96% |
False |
False |
787,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.50 |
2.618 |
1,399.50 |
1.618 |
1,388.00 |
1.000 |
1,381.00 |
0.618 |
1,376.50 |
HIGH |
1,369.50 |
0.618 |
1,365.00 |
0.500 |
1,363.75 |
0.382 |
1,362.50 |
LOW |
1,358.00 |
0.618 |
1,351.00 |
1.000 |
1,346.50 |
1.618 |
1,339.50 |
2.618 |
1,328.00 |
4.250 |
1,309.00 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,364.25 |
1,367.50 |
PP |
1,364.00 |
1,366.50 |
S1 |
1,363.75 |
1,365.50 |
|