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 |
12,995 |
12,925 |
-70 |
-0.5% |
12,993 |
High |
13,042 |
13,023 |
-19 |
-0.1% |
13,024 |
Low |
12,907 |
12,890 |
-17 |
-0.1% |
12,859 |
Close |
12,937 |
12,973 |
36 |
0.3% |
12,961 |
Range |
135 |
133 |
-2 |
-1.5% |
165 |
ATR |
129 |
129 |
0 |
0.2% |
0 |
Volume |
144,503 |
127,381 |
-17,122 |
-11.8% |
422,025 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,361 |
13,300 |
13,046 |
|
R3 |
13,228 |
13,167 |
13,010 |
|
R2 |
13,095 |
13,095 |
12,998 |
|
R1 |
13,034 |
13,034 |
12,985 |
13,065 |
PP |
12,962 |
12,962 |
12,962 |
12,977 |
S1 |
12,901 |
12,901 |
12,961 |
12,932 |
S2 |
12,829 |
12,829 |
12,949 |
|
S3 |
12,696 |
12,768 |
12,937 |
|
S4 |
12,563 |
12,635 |
12,900 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,443 |
13,367 |
13,052 |
|
R3 |
13,278 |
13,202 |
13,007 |
|
R2 |
13,113 |
13,113 |
12,991 |
|
R1 |
13,037 |
13,037 |
12,976 |
12,993 |
PP |
12,948 |
12,948 |
12,948 |
12,926 |
S1 |
12,872 |
12,872 |
12,946 |
12,828 |
S2 |
12,783 |
12,783 |
12,931 |
|
S3 |
12,618 |
12,707 |
12,916 |
|
S4 |
12,453 |
12,542 |
12,870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,042 |
12,861 |
181 |
1.4% |
118 |
0.9% |
62% |
False |
False |
117,708 |
10 |
13,042 |
12,700 |
342 |
2.6% |
120 |
0.9% |
80% |
False |
False |
114,496 |
20 |
13,042 |
12,622 |
420 |
3.2% |
119 |
0.9% |
84% |
False |
False |
104,134 |
40 |
13,042 |
12,219 |
823 |
6.3% |
129 |
1.0% |
92% |
False |
False |
95,943 |
60 |
13,042 |
11,661 |
1,381 |
10.6% |
151 |
1.2% |
95% |
False |
False |
88,213 |
80 |
13,042 |
11,077 |
1,965 |
15.1% |
168 |
1.3% |
96% |
False |
False |
66,192 |
100 |
13,042 |
10,920 |
2,122 |
16.4% |
172 |
1.3% |
97% |
False |
False |
52,958 |
120 |
13,042 |
10,288 |
2,754 |
21.2% |
191 |
1.5% |
97% |
False |
False |
44,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,588 |
2.618 |
13,371 |
1.618 |
13,238 |
1.000 |
13,156 |
0.618 |
13,105 |
HIGH |
13,023 |
0.618 |
12,972 |
0.500 |
12,957 |
0.382 |
12,941 |
LOW |
12,890 |
0.618 |
12,808 |
1.000 |
12,757 |
1.618 |
12,675 |
2.618 |
12,542 |
4.250 |
12,325 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,968 |
12,971 |
PP |
12,962 |
12,968 |
S1 |
12,957 |
12,966 |
|