Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,980.75 |
12,977.34 |
-3.41 |
0.0% |
12,981.13 |
High |
12,997.51 |
12,977.34 |
-20.17 |
-0.2% |
13,055.75 |
Low |
12,927.77 |
12,883.91 |
-43.86 |
-0.3% |
12,882.59 |
Close |
12,977.57 |
12,962.81 |
-14.76 |
-0.1% |
12,977.57 |
Range |
69.74 |
93.43 |
23.69 |
34.0% |
173.16 |
ATR |
104.82 |
104.03 |
-0.80 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,221.64 |
13,185.66 |
13,014.20 |
|
R3 |
13,128.21 |
13,092.23 |
12,988.50 |
|
R2 |
13,034.78 |
13,034.78 |
12,979.94 |
|
R1 |
12,998.80 |
12,998.80 |
12,971.37 |
12,970.08 |
PP |
12,941.35 |
12,941.35 |
12,941.35 |
12,926.99 |
S1 |
12,905.37 |
12,905.37 |
12,954.25 |
12,876.65 |
S2 |
12,847.92 |
12,847.92 |
12,945.68 |
|
S3 |
12,754.49 |
12,811.94 |
12,937.12 |
|
S4 |
12,661.06 |
12,718.51 |
12,911.42 |
|
|
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 |
12,883.91 |
171.84 |
1.3% |
89.51 |
0.7% |
46% |
False |
True |
|
10 |
13,055.75 |
12,882.59 |
173.16 |
1.3% |
91.11 |
0.7% |
46% |
False |
False |
|
20 |
13,055.75 |
12,743.56 |
312.19 |
2.4% |
96.28 |
0.7% |
70% |
False |
False |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.7% |
106.83 |
0.8% |
88% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
127.62 |
1.0% |
93% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
149.17 |
1.2% |
95% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
162.72 |
1.3% |
95% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.5% |
181.71 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,374.42 |
2.618 |
13,221.94 |
1.618 |
13,128.51 |
1.000 |
13,070.77 |
0.618 |
13,035.08 |
HIGH |
12,977.34 |
0.618 |
12,941.65 |
0.500 |
12,930.63 |
0.382 |
12,919.60 |
LOW |
12,883.91 |
0.618 |
12,826.17 |
1.000 |
12,790.48 |
1.618 |
12,732.74 |
2.618 |
12,639.31 |
4.250 |
12,486.83 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,952.08 |
12,961.30 |
PP |
12,941.35 |
12,959.80 |
S1 |
12,930.63 |
12,958.29 |
|