Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,756.12 |
12,835.53 |
79.41 |
0.6% |
12,981.13 |
High |
12,857.73 |
12,937.19 |
79.46 |
0.6% |
13,055.75 |
Low |
12,751.51 |
12,835.53 |
84.02 |
0.7% |
12,882.59 |
Close |
12,837.33 |
12,907.94 |
70.61 |
0.6% |
12,977.57 |
Range |
106.22 |
101.66 |
-4.56 |
-4.3% |
173.16 |
ATR |
112.40 |
111.64 |
-0.77 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,198.53 |
13,154.90 |
12,963.85 |
|
R3 |
13,096.87 |
13,053.24 |
12,935.90 |
|
R2 |
12,995.21 |
12,995.21 |
12,926.58 |
|
R1 |
12,951.58 |
12,951.58 |
12,917.26 |
12,973.40 |
PP |
12,893.55 |
12,893.55 |
12,893.55 |
12,904.46 |
S1 |
12,849.92 |
12,849.92 |
12,898.62 |
12,871.74 |
S2 |
12,791.89 |
12,791.89 |
12,889.30 |
|
S3 |
12,690.23 |
12,748.26 |
12,879.98 |
|
S4 |
12,588.57 |
12,646.60 |
12,852.03 |
|
|
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 |
12,997.51 |
12,734.86 |
262.65 |
2.0% |
118.98 |
0.9% |
66% |
False |
False |
|
10 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
108.75 |
0.8% |
54% |
False |
False |
|
20 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
104.65 |
0.8% |
54% |
False |
False |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.8% |
110.67 |
0.9% |
80% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
124.08 |
1.0% |
89% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
144.61 |
1.1% |
92% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
162.74 |
1.3% |
92% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.5% |
179.20 |
1.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,369.25 |
2.618 |
13,203.34 |
1.618 |
13,101.68 |
1.000 |
13,038.85 |
0.618 |
13,000.02 |
HIGH |
12,937.19 |
0.618 |
12,898.36 |
0.500 |
12,886.36 |
0.382 |
12,874.36 |
LOW |
12,835.53 |
0.618 |
12,772.70 |
1.000 |
12,733.87 |
1.618 |
12,671.04 |
2.618 |
12,569.38 |
4.250 |
12,403.48 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,900.75 |
12,887.56 |
PP |
12,893.55 |
12,867.18 |
S1 |
12,886.36 |
12,846.80 |
|