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 |
12,960 |
12,957 |
-3 |
0.0% |
12,959 |
High |
12,975 |
12,973 |
-2 |
0.0% |
13,042 |
Low |
12,867 |
12,721 |
-146 |
-1.1% |
12,861 |
Close |
12,961 |
12,744 |
-217 |
-1.7% |
12,968 |
Range |
108 |
252 |
144 |
133.3% |
181 |
ATR |
124 |
134 |
9 |
7.3% |
0 |
Volume |
108,909 |
158,473 |
49,564 |
45.5% |
594,718 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,569 |
13,408 |
12,883 |
|
R3 |
13,317 |
13,156 |
12,813 |
|
R2 |
13,065 |
13,065 |
12,790 |
|
R1 |
12,904 |
12,904 |
12,767 |
12,859 |
PP |
12,813 |
12,813 |
12,813 |
12,790 |
S1 |
12,652 |
12,652 |
12,721 |
12,607 |
S2 |
12,561 |
12,561 |
12,698 |
|
S3 |
12,309 |
12,400 |
12,675 |
|
S4 |
12,057 |
12,148 |
12,606 |
|
|
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 |
12,721 |
321 |
2.5% |
142 |
1.1% |
7% |
False |
True |
125,570 |
10 |
13,042 |
12,721 |
321 |
2.5% |
124 |
1.0% |
7% |
False |
True |
116,881 |
20 |
13,042 |
12,700 |
342 |
2.7% |
125 |
1.0% |
13% |
False |
False |
110,001 |
40 |
13,042 |
12,248 |
794 |
6.2% |
130 |
1.0% |
62% |
False |
False |
98,448 |
60 |
13,042 |
11,661 |
1,381 |
10.8% |
150 |
1.2% |
78% |
False |
False |
93,948 |
80 |
13,042 |
11,077 |
1,965 |
15.4% |
167 |
1.3% |
85% |
False |
False |
70,640 |
100 |
13,042 |
11,077 |
1,965 |
15.4% |
173 |
1.4% |
85% |
False |
False |
56,517 |
120 |
13,042 |
10,288 |
2,754 |
21.6% |
190 |
1.5% |
89% |
False |
False |
47,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,044 |
2.618 |
13,633 |
1.618 |
13,381 |
1.000 |
13,225 |
0.618 |
13,129 |
HIGH |
12,973 |
0.618 |
12,877 |
0.500 |
12,847 |
0.382 |
12,817 |
LOW |
12,721 |
0.618 |
12,565 |
1.000 |
12,469 |
1.618 |
12,313 |
2.618 |
12,061 |
4.250 |
11,650 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,847 |
12,858 |
PP |
12,813 |
12,820 |
S1 |
12,778 |
12,782 |
|