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 |
13,005.42 |
12,952.29 |
-53.13 |
-0.4% |
12,949.34 |
High |
13,055.75 |
13,032.67 |
-23.08 |
-0.2% |
13,013.82 |
Low |
12,929.66 |
12,943.06 |
13.40 |
0.1% |
12,882.67 |
Close |
12,952.07 |
12,980.30 |
28.23 |
0.2% |
12,982.95 |
Range |
126.09 |
89.61 |
-36.48 |
-28.9% |
131.15 |
ATR |
108.90 |
107.52 |
-1.38 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,254.17 |
13,206.85 |
13,029.59 |
|
R3 |
13,164.56 |
13,117.24 |
13,004.94 |
|
R2 |
13,074.95 |
13,074.95 |
12,996.73 |
|
R1 |
13,027.63 |
13,027.63 |
12,988.51 |
13,051.29 |
PP |
12,985.34 |
12,985.34 |
12,985.34 |
12,997.18 |
S1 |
12,938.02 |
12,938.02 |
12,972.09 |
12,961.68 |
S2 |
12,895.73 |
12,895.73 |
12,963.87 |
|
S3 |
12,806.12 |
12,848.41 |
12,955.66 |
|
S4 |
12,716.51 |
12,758.80 |
12,931.01 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,353.26 |
13,299.26 |
13,055.08 |
|
R3 |
13,222.11 |
13,168.11 |
13,019.02 |
|
R2 |
13,090.96 |
13,090.96 |
13,006.99 |
|
R1 |
13,036.96 |
13,036.96 |
12,994.97 |
13,063.96 |
PP |
12,959.81 |
12,959.81 |
12,959.81 |
12,973.32 |
S1 |
12,905.81 |
12,905.81 |
12,970.93 |
12,932.81 |
S2 |
12,828.66 |
12,828.66 |
12,958.91 |
|
S3 |
12,697.51 |
12,774.66 |
12,946.88 |
|
S4 |
12,566.36 |
12,643.51 |
12,910.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,055.75 |
12,882.59 |
173.16 |
1.3% |
98.51 |
0.8% |
56% |
False |
False |
|
10 |
13,055.75 |
12,779.58 |
276.17 |
2.1% |
94.71 |
0.7% |
73% |
False |
False |
|
20 |
13,055.75 |
12,676.05 |
379.70 |
2.9% |
99.67 |
0.8% |
80% |
False |
False |
|
40 |
13,055.75 |
12,283.90 |
771.85 |
5.9% |
108.87 |
0.8% |
90% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
129.97 |
1.0% |
94% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
151.96 |
1.2% |
96% |
False |
False |
|
100 |
13,055.75 |
11,051.13 |
2,004.62 |
15.4% |
166.19 |
1.3% |
96% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.4% |
185.32 |
1.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,413.51 |
2.618 |
13,267.27 |
1.618 |
13,177.66 |
1.000 |
13,122.28 |
0.618 |
13,088.05 |
HIGH |
13,032.67 |
0.618 |
12,998.44 |
0.500 |
12,987.87 |
0.382 |
12,977.29 |
LOW |
12,943.06 |
0.618 |
12,887.68 |
1.000 |
12,853.45 |
1.618 |
12,798.07 |
2.618 |
12,708.46 |
4.250 |
12,562.22 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,987.87 |
12,992.71 |
PP |
12,985.34 |
12,988.57 |
S1 |
12,982.82 |
12,984.44 |
|