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 |
12,741 |
12,837 |
96 |
0.8% |
12,959 |
High |
12,849 |
12,949 |
100 |
0.8% |
13,042 |
Low |
12,741 |
12,823 |
82 |
0.6% |
12,861 |
Close |
12,841 |
12,911 |
70 |
0.5% |
12,968 |
Range |
108 |
126 |
18 |
16.7% |
181 |
ATR |
132 |
131 |
0 |
-0.3% |
0 |
Volume |
119,848 |
87,969 |
-31,879 |
-26.6% |
594,718 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,218 |
12,980 |
|
R3 |
13,146 |
13,092 |
12,946 |
|
R2 |
13,020 |
13,020 |
12,934 |
|
R1 |
12,966 |
12,966 |
12,923 |
12,993 |
PP |
12,894 |
12,894 |
12,894 |
12,908 |
S1 |
12,840 |
12,840 |
12,900 |
12,867 |
S2 |
12,768 |
12,768 |
12,888 |
|
S3 |
12,642 |
12,714 |
12,876 |
|
S4 |
12,516 |
12,588 |
12,842 |
|
|
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 |
12,994 |
12,721 |
273 |
2.1% |
135 |
1.0% |
70% |
False |
False |
112,756 |
10 |
13,042 |
12,721 |
321 |
2.5% |
127 |
1.0% |
59% |
False |
False |
115,232 |
20 |
13,042 |
12,700 |
342 |
2.6% |
125 |
1.0% |
62% |
False |
False |
112,345 |
40 |
13,042 |
12,248 |
794 |
6.1% |
130 |
1.0% |
84% |
False |
False |
99,779 |
60 |
13,042 |
11,661 |
1,381 |
10.7% |
144 |
1.1% |
91% |
False |
False |
94,363 |
80 |
13,042 |
11,077 |
1,965 |
15.2% |
163 |
1.3% |
93% |
False |
False |
73,237 |
100 |
13,042 |
11,077 |
1,965 |
15.2% |
171 |
1.3% |
93% |
False |
False |
58,594 |
120 |
13,042 |
10,288 |
2,754 |
21.3% |
187 |
1.4% |
95% |
False |
False |
48,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,485 |
2.618 |
13,279 |
1.618 |
13,153 |
1.000 |
13,075 |
0.618 |
13,027 |
HIGH |
12,949 |
0.618 |
12,901 |
0.500 |
12,886 |
0.382 |
12,871 |
LOW |
12,823 |
0.618 |
12,745 |
1.000 |
12,697 |
1.618 |
12,619 |
2.618 |
12,493 |
4.250 |
12,288 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,903 |
12,890 |
PP |
12,894 |
12,868 |
S1 |
12,886 |
12,847 |
|