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 |
1,352.75 |
1,366.25 |
13.50 |
1.0% |
1,367.25 |
High |
1,368.50 |
1,374.50 |
6.00 |
0.4% |
1,374.50 |
Low |
1,350.50 |
1,363.25 |
12.75 |
0.9% |
1,338.50 |
Close |
1,366.50 |
1,372.50 |
6.00 |
0.4% |
1,372.50 |
Range |
18.00 |
11.25 |
-6.75 |
-37.5% |
36.00 |
ATR |
15.45 |
15.15 |
-0.30 |
-1.9% |
0.00 |
Volume |
1,830,086 |
1,062,312 |
-767,774 |
-42.0% |
8,756,220 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.75 |
1,399.50 |
1,378.75 |
|
R3 |
1,392.50 |
1,388.25 |
1,375.50 |
|
R2 |
1,381.25 |
1,381.25 |
1,374.50 |
|
R1 |
1,377.00 |
1,377.00 |
1,373.50 |
1,379.00 |
PP |
1,370.00 |
1,370.00 |
1,370.00 |
1,371.25 |
S1 |
1,365.75 |
1,365.75 |
1,371.50 |
1,368.00 |
S2 |
1,358.75 |
1,358.75 |
1,370.50 |
|
S3 |
1,347.50 |
1,354.50 |
1,369.50 |
|
S4 |
1,336.25 |
1,343.25 |
1,366.25 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.75 |
1,457.25 |
1,392.25 |
|
R3 |
1,433.75 |
1,421.25 |
1,382.50 |
|
R2 |
1,397.75 |
1,397.75 |
1,379.00 |
|
R1 |
1,385.25 |
1,385.25 |
1,375.75 |
1,391.50 |
PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,365.00 |
S1 |
1,349.25 |
1,349.25 |
1,369.25 |
1,355.50 |
S2 |
1,325.75 |
1,325.75 |
1,366.00 |
|
S3 |
1,289.75 |
1,313.25 |
1,362.50 |
|
S4 |
1,253.75 |
1,277.25 |
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 |
1,374.50 |
1,338.50 |
36.00 |
2.6% |
16.25 |
1.2% |
94% |
True |
False |
1,751,244 |
10 |
1,377.25 |
1,338.50 |
38.75 |
2.8% |
15.75 |
1.1% |
88% |
False |
False |
1,766,498 |
20 |
1,377.25 |
1,333.75 |
43.50 |
3.2% |
14.50 |
1.1% |
89% |
False |
False |
1,680,608 |
40 |
1,377.25 |
1,272.75 |
104.50 |
7.6% |
15.00 |
1.1% |
95% |
False |
False |
1,659,583 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.2% |
16.00 |
1.2% |
97% |
False |
False |
1,579,943 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
19.00 |
1.4% |
98% |
False |
False |
1,270,271 |
100 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
21.25 |
1.6% |
98% |
False |
False |
1,016,775 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.0% |
23.50 |
1.7% |
98% |
False |
False |
847,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.25 |
2.618 |
1,404.00 |
1.618 |
1,392.75 |
1.000 |
1,385.75 |
0.618 |
1,381.50 |
HIGH |
1,374.50 |
0.618 |
1,370.25 |
0.500 |
1,369.00 |
0.382 |
1,367.50 |
LOW |
1,363.25 |
0.618 |
1,356.25 |
1.000 |
1,352.00 |
1.618 |
1,345.00 |
2.618 |
1,333.75 |
4.250 |
1,315.50 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,371.25 |
1,367.50 |
PP |
1,370.00 |
1,362.75 |
S1 |
1,369.00 |
1,358.00 |
|