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 |
12,952.29 |
12,980.75 |
28.46 |
0.2% |
12,981.13 |
High |
13,032.67 |
12,997.51 |
-35.16 |
-0.3% |
13,055.75 |
Low |
12,943.06 |
12,927.77 |
-15.29 |
-0.1% |
12,882.59 |
Close |
12,980.30 |
12,977.57 |
-2.73 |
0.0% |
12,977.57 |
Range |
89.61 |
69.74 |
-19.87 |
-22.2% |
173.16 |
ATR |
107.52 |
104.82 |
-2.70 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,176.84 |
13,146.94 |
13,015.93 |
|
R3 |
13,107.10 |
13,077.20 |
12,996.75 |
|
R2 |
13,037.36 |
13,037.36 |
12,990.36 |
|
R1 |
13,007.46 |
13,007.46 |
12,983.96 |
12,987.54 |
PP |
12,967.62 |
12,967.62 |
12,967.62 |
12,957.66 |
S1 |
12,937.72 |
12,937.72 |
12,971.18 |
12,917.80 |
S2 |
12,897.88 |
12,897.88 |
12,964.78 |
|
S3 |
12,828.14 |
12,867.98 |
12,958.39 |
|
S4 |
12,758.40 |
12,798.24 |
12,939.21 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,491.45 |
13,407.67 |
13,072.81 |
|
R3 |
13,318.29 |
13,234.51 |
13,025.19 |
|
R2 |
13,145.13 |
13,145.13 |
13,009.32 |
|
R1 |
13,061.35 |
13,061.35 |
12,993.44 |
13,016.66 |
PP |
12,971.97 |
12,971.97 |
12,971.97 |
12,949.63 |
S1 |
12,888.19 |
12,888.19 |
12,961.70 |
12,843.50 |
S2 |
12,798.81 |
12,798.81 |
12,945.82 |
|
S3 |
12,625.65 |
12,715.03 |
12,929.95 |
|
S4 |
12,452.49 |
12,541.87 |
12,882.33 |
|
|
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% |
99.81 |
0.8% |
55% |
False |
False |
|
10 |
13,055.75 |
12,882.59 |
173.16 |
1.3% |
88.24 |
0.7% |
55% |
False |
False |
|
20 |
13,055.75 |
12,704.96 |
350.79 |
2.7% |
99.86 |
0.8% |
78% |
False |
False |
|
40 |
13,055.75 |
12,283.90 |
771.85 |
5.9% |
108.30 |
0.8% |
90% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
128.38 |
1.0% |
94% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
150.42 |
1.2% |
96% |
False |
False |
|
100 |
13,055.75 |
11,104.56 |
1,951.19 |
15.0% |
165.08 |
1.3% |
96% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.4% |
182.91 |
1.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,293.91 |
2.618 |
13,180.09 |
1.618 |
13,110.35 |
1.000 |
13,067.25 |
0.618 |
13,040.61 |
HIGH |
12,997.51 |
0.618 |
12,970.87 |
0.500 |
12,962.64 |
0.382 |
12,954.41 |
LOW |
12,927.77 |
0.618 |
12,884.67 |
1.000 |
12,858.03 |
1.618 |
12,814.93 |
2.618 |
12,745.19 |
4.250 |
12,631.38 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,972.59 |
12,991.76 |
PP |
12,967.62 |
12,987.03 |
S1 |
12,962.64 |
12,982.30 |
|