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 |
12,837 |
12,908 |
71 |
0.6% |
12,960 |
High |
12,949 |
12,965 |
16 |
0.1% |
12,975 |
Low |
12,823 |
12,884 |
61 |
0.5% |
12,721 |
Close |
12,911 |
12,931 |
20 |
0.2% |
12,931 |
Range |
126 |
81 |
-45 |
-35.7% |
254 |
ATR |
131 |
128 |
-4 |
-2.7% |
0 |
Volume |
87,969 |
56,879 |
-31,090 |
-35.3% |
532,078 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,170 |
13,131 |
12,976 |
|
R3 |
13,089 |
13,050 |
12,953 |
|
R2 |
13,008 |
13,008 |
12,946 |
|
R1 |
12,969 |
12,969 |
12,939 |
12,989 |
PP |
12,927 |
12,927 |
12,927 |
12,936 |
S1 |
12,888 |
12,888 |
12,924 |
12,908 |
S2 |
12,846 |
12,846 |
12,916 |
|
S3 |
12,765 |
12,807 |
12,909 |
|
S4 |
12,684 |
12,726 |
12,887 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,638 |
13,538 |
13,071 |
|
R3 |
13,384 |
13,284 |
13,001 |
|
R2 |
13,130 |
13,130 |
12,978 |
|
R1 |
13,030 |
13,030 |
12,954 |
12,953 |
PP |
12,876 |
12,876 |
12,876 |
12,837 |
S1 |
12,776 |
12,776 |
12,908 |
12,699 |
S2 |
12,622 |
12,622 |
12,885 |
|
S3 |
12,368 |
12,522 |
12,861 |
|
S4 |
12,114 |
12,268 |
12,791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,975 |
12,721 |
254 |
2.0% |
135 |
1.0% |
83% |
False |
False |
106,415 |
10 |
13,042 |
12,721 |
321 |
2.5% |
126 |
1.0% |
65% |
False |
False |
112,679 |
20 |
13,042 |
12,700 |
342 |
2.6% |
124 |
1.0% |
68% |
False |
False |
109,984 |
40 |
13,042 |
12,248 |
794 |
6.1% |
131 |
1.0% |
86% |
False |
False |
99,182 |
60 |
13,042 |
11,661 |
1,381 |
10.7% |
140 |
1.1% |
92% |
False |
False |
93,076 |
80 |
13,042 |
11,077 |
1,965 |
15.2% |
160 |
1.2% |
94% |
False |
False |
73,948 |
100 |
13,042 |
11,077 |
1,965 |
15.2% |
170 |
1.3% |
94% |
False |
False |
59,162 |
120 |
13,042 |
10,288 |
2,754 |
21.3% |
186 |
1.4% |
96% |
False |
False |
49,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,309 |
2.618 |
13,177 |
1.618 |
13,096 |
1.000 |
13,046 |
0.618 |
13,015 |
HIGH |
12,965 |
0.618 |
12,934 |
0.500 |
12,925 |
0.382 |
12,915 |
LOW |
12,884 |
0.618 |
12,834 |
1.000 |
12,803 |
1.618 |
12,753 |
2.618 |
12,672 |
4.250 |
12,540 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,929 |
12,905 |
PP |
12,927 |
12,879 |
S1 |
12,925 |
12,853 |
|