Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,977.34 |
12,958.65 |
-18.69 |
-0.1% |
12,981.13 |
High |
12,977.34 |
12,958.73 |
-18.61 |
-0.1% |
13,055.75 |
Low |
12,883.91 |
12,734.86 |
-149.05 |
-1.2% |
12,882.59 |
Close |
12,962.81 |
12,759.15 |
-203.66 |
-1.6% |
12,977.57 |
Range |
93.43 |
223.87 |
130.44 |
139.6% |
173.16 |
ATR |
104.03 |
112.88 |
8.85 |
8.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,489.19 |
13,348.04 |
12,882.28 |
|
R3 |
13,265.32 |
13,124.17 |
12,820.71 |
|
R2 |
13,041.45 |
13,041.45 |
12,800.19 |
|
R1 |
12,900.30 |
12,900.30 |
12,779.67 |
12,858.94 |
PP |
12,817.58 |
12,817.58 |
12,817.58 |
12,796.90 |
S1 |
12,676.43 |
12,676.43 |
12,738.63 |
12,635.07 |
S2 |
12,593.71 |
12,593.71 |
12,718.11 |
|
S3 |
12,369.84 |
12,452.56 |
12,697.59 |
|
S4 |
12,145.97 |
12,228.69 |
12,636.02 |
|
|
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 |
12,734.86 |
320.89 |
2.5% |
120.55 |
0.9% |
8% |
False |
True |
|
10 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
105.61 |
0.8% |
8% |
False |
True |
|
20 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
104.11 |
0.8% |
8% |
False |
True |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.8% |
110.35 |
0.9% |
60% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.3% |
128.07 |
1.0% |
78% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.3% |
149.65 |
1.2% |
84% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.3% |
164.14 |
1.3% |
84% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.8% |
182.29 |
1.4% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,910.18 |
2.618 |
13,544.82 |
1.618 |
13,320.95 |
1.000 |
13,182.60 |
0.618 |
13,097.08 |
HIGH |
12,958.73 |
0.618 |
12,873.21 |
0.500 |
12,846.80 |
0.382 |
12,820.38 |
LOW |
12,734.86 |
0.618 |
12,596.51 |
1.000 |
12,510.99 |
1.618 |
12,372.64 |
2.618 |
12,148.77 |
4.250 |
11,783.41 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,846.80 |
12,866.19 |
PP |
12,817.58 |
12,830.51 |
S1 |
12,788.37 |
12,794.83 |
|