Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,367.25 |
1,364.00 |
-3.25 |
-0.2% |
1,363.25 |
High |
1,369.50 |
1,365.75 |
-3.75 |
-0.3% |
1,377.25 |
Low |
1,358.00 |
1,338.50 |
-19.50 |
-1.4% |
1,353.00 |
Close |
1,364.50 |
1,342.00 |
-22.50 |
-1.6% |
1,368.75 |
Range |
11.50 |
27.25 |
15.75 |
137.0% |
24.25 |
ATR |
14.52 |
15.43 |
0.91 |
6.3% |
0.00 |
Volume |
1,528,635 |
2,446,910 |
918,275 |
60.1% |
8,908,763 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.50 |
1,413.50 |
1,357.00 |
|
R3 |
1,403.25 |
1,386.25 |
1,349.50 |
|
R2 |
1,376.00 |
1,376.00 |
1,347.00 |
|
R1 |
1,359.00 |
1,359.00 |
1,344.50 |
1,354.00 |
PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,346.25 |
S1 |
1,331.75 |
1,331.75 |
1,339.50 |
1,326.50 |
S2 |
1,321.50 |
1,321.50 |
1,337.00 |
|
S3 |
1,294.25 |
1,304.50 |
1,334.50 |
|
S4 |
1,267.00 |
1,277.25 |
1,327.00 |
|
|
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 |
1,338.50 |
38.75 |
2.9% |
17.50 |
1.3% |
9% |
False |
True |
1,936,235 |
10 |
1,377.25 |
1,338.50 |
38.75 |
2.9% |
14.50 |
1.1% |
9% |
False |
True |
1,708,270 |
20 |
1,377.25 |
1,331.75 |
45.50 |
3.4% |
14.25 |
1.1% |
23% |
False |
False |
1,681,066 |
40 |
1,377.25 |
1,267.25 |
110.00 |
8.2% |
15.00 |
1.1% |
68% |
False |
False |
1,640,919 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.5% |
17.00 |
1.3% |
81% |
False |
False |
1,604,703 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.5% |
19.75 |
1.5% |
85% |
False |
False |
1,210,714 |
100 |
1,377.25 |
1,141.75 |
235.50 |
17.5% |
21.75 |
1.6% |
85% |
False |
False |
969,026 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.5% |
24.00 |
1.8% |
89% |
False |
False |
807,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.50 |
2.618 |
1,437.00 |
1.618 |
1,409.75 |
1.000 |
1,393.00 |
0.618 |
1,382.50 |
HIGH |
1,365.75 |
0.618 |
1,355.25 |
0.500 |
1,352.00 |
0.382 |
1,349.00 |
LOW |
1,338.50 |
0.618 |
1,321.75 |
1.000 |
1,311.25 |
1.618 |
1,294.50 |
2.618 |
1,267.25 |
4.250 |
1,222.75 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,352.00 |
1,357.75 |
PP |
1,348.75 |
1,352.50 |
S1 |
1,345.50 |
1,347.25 |
|