Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,341.50 |
1,352.75 |
11.25 |
0.8% |
1,363.25 |
High |
1,354.25 |
1,368.50 |
14.25 |
1.1% |
1,377.25 |
Low |
1,341.25 |
1,350.50 |
9.25 |
0.7% |
1,353.00 |
Close |
1,352.75 |
1,366.50 |
13.75 |
1.0% |
1,368.75 |
Range |
13.00 |
18.00 |
5.00 |
38.5% |
24.25 |
ATR |
15.26 |
15.45 |
0.20 |
1.3% |
0.00 |
Volume |
1,888,277 |
1,830,086 |
-58,191 |
-3.1% |
8,908,763 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.75 |
1,409.25 |
1,376.50 |
|
R3 |
1,397.75 |
1,391.25 |
1,371.50 |
|
R2 |
1,379.75 |
1,379.75 |
1,369.75 |
|
R1 |
1,373.25 |
1,373.25 |
1,368.25 |
1,376.50 |
PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,363.50 |
S1 |
1,355.25 |
1,355.25 |
1,364.75 |
1,358.50 |
S2 |
1,343.75 |
1,343.75 |
1,363.25 |
|
S3 |
1,325.75 |
1,337.25 |
1,361.50 |
|
S4 |
1,307.75 |
1,319.25 |
1,356.50 |
|
|
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 |
1,377.00 |
1,338.50 |
38.50 |
2.8% |
16.25 |
1.2% |
73% |
False |
False |
1,830,553 |
10 |
1,377.25 |
1,338.50 |
38.75 |
2.8% |
15.25 |
1.1% |
72% |
False |
False |
1,776,799 |
20 |
1,377.25 |
1,333.75 |
43.50 |
3.2% |
14.50 |
1.1% |
75% |
False |
False |
1,714,998 |
40 |
1,377.25 |
1,272.75 |
104.50 |
7.6% |
15.00 |
1.1% |
90% |
False |
False |
1,672,168 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.3% |
16.50 |
1.2% |
94% |
False |
False |
1,605,213 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
19.25 |
1.4% |
95% |
False |
False |
1,257,082 |
100 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
21.50 |
1.6% |
95% |
False |
False |
1,006,183 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.1% |
23.75 |
1.7% |
97% |
False |
False |
838,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,415.50 |
1.618 |
1,397.50 |
1.000 |
1,386.50 |
0.618 |
1,379.50 |
HIGH |
1,368.50 |
0.618 |
1,361.50 |
0.500 |
1,359.50 |
0.382 |
1,357.50 |
LOW |
1,350.50 |
0.618 |
1,339.50 |
1.000 |
1,332.50 |
1.618 |
1,321.50 |
2.618 |
1,303.50 |
4.250 |
1,274.00 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,364.25 |
1,362.25 |
PP |
1,361.75 |
1,357.75 |
S1 |
1,359.50 |
1,353.50 |
|