Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,925 |
12,974 |
49 |
0.4% |
12,959 |
High |
13,023 |
12,994 |
-29 |
-0.2% |
13,042 |
Low |
12,890 |
12,912 |
22 |
0.2% |
12,861 |
Close |
12,973 |
12,968 |
-5 |
0.0% |
12,968 |
Range |
133 |
82 |
-51 |
-38.3% |
181 |
ATR |
129 |
126 |
-3 |
-2.6% |
0 |
Volume |
127,381 |
88,584 |
-38,797 |
-30.5% |
594,718 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,204 |
13,168 |
13,013 |
|
R3 |
13,122 |
13,086 |
12,991 |
|
R2 |
13,040 |
13,040 |
12,983 |
|
R1 |
13,004 |
13,004 |
12,976 |
12,981 |
PP |
12,958 |
12,958 |
12,958 |
12,947 |
S1 |
12,922 |
12,922 |
12,961 |
12,899 |
S2 |
12,876 |
12,876 |
12,953 |
|
S3 |
12,794 |
12,840 |
12,946 |
|
S4 |
12,712 |
12,758 |
12,923 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,500 |
13,415 |
13,068 |
|
R3 |
13,319 |
13,234 |
13,018 |
|
R2 |
13,138 |
13,138 |
13,001 |
|
R1 |
13,053 |
13,053 |
12,985 |
13,096 |
PP |
12,957 |
12,957 |
12,957 |
12,978 |
S1 |
12,872 |
12,872 |
12,952 |
12,915 |
S2 |
12,776 |
12,776 |
12,935 |
|
S3 |
12,595 |
12,691 |
12,918 |
|
S4 |
12,414 |
12,510 |
12,869 |
|
|
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% |
117 |
0.9% |
59% |
False |
False |
118,943 |
10 |
13,042 |
12,859 |
183 |
1.4% |
109 |
0.8% |
60% |
False |
False |
109,714 |
20 |
13,042 |
12,645 |
397 |
3.1% |
120 |
0.9% |
81% |
False |
False |
104,531 |
40 |
13,042 |
12,219 |
823 |
6.3% |
129 |
1.0% |
91% |
False |
False |
96,224 |
60 |
13,042 |
11,661 |
1,381 |
10.6% |
150 |
1.2% |
95% |
False |
False |
89,671 |
80 |
13,042 |
11,077 |
1,965 |
15.2% |
167 |
1.3% |
96% |
False |
False |
67,298 |
100 |
13,042 |
11,077 |
1,965 |
15.2% |
172 |
1.3% |
96% |
False |
False |
53,843 |
120 |
13,042 |
10,288 |
2,754 |
21.2% |
189 |
1.5% |
97% |
False |
False |
44,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,343 |
2.618 |
13,209 |
1.618 |
13,127 |
1.000 |
13,076 |
0.618 |
13,045 |
HIGH |
12,994 |
0.618 |
12,963 |
0.500 |
12,953 |
0.382 |
12,943 |
LOW |
12,912 |
0.618 |
12,861 |
1.000 |
12,830 |
1.618 |
12,779 |
2.618 |
12,697 |
4.250 |
12,564 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,963 |
12,967 |
PP |
12,958 |
12,967 |
S1 |
12,953 |
12,966 |
|