Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,835.53 |
12,908.62 |
73.09 |
0.6% |
12,977.34 |
High |
12,937.19 |
12,968.79 |
31.60 |
0.2% |
12,977.34 |
Low |
12,835.53 |
12,906.43 |
70.90 |
0.6% |
12,734.86 |
Close |
12,907.94 |
12,922.02 |
14.08 |
0.1% |
12,922.02 |
Range |
101.66 |
62.36 |
-39.30 |
-38.7% |
242.48 |
ATR |
111.64 |
108.12 |
-3.52 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,119.49 |
13,083.12 |
12,956.32 |
|
R3 |
13,057.13 |
13,020.76 |
12,939.17 |
|
R2 |
12,994.77 |
12,994.77 |
12,933.45 |
|
R1 |
12,958.40 |
12,958.40 |
12,927.74 |
12,976.59 |
PP |
12,932.41 |
12,932.41 |
12,932.41 |
12,941.51 |
S1 |
12,896.04 |
12,896.04 |
12,916.30 |
12,914.23 |
S2 |
12,870.05 |
12,870.05 |
12,910.59 |
|
S3 |
12,807.69 |
12,833.68 |
12,904.87 |
|
S4 |
12,745.33 |
12,771.32 |
12,887.72 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,605.51 |
13,506.25 |
13,055.38 |
|
R3 |
13,363.03 |
13,263.77 |
12,988.70 |
|
R2 |
13,120.55 |
13,120.55 |
12,966.47 |
|
R1 |
13,021.29 |
13,021.29 |
12,944.25 |
12,949.68 |
PP |
12,878.07 |
12,878.07 |
12,878.07 |
12,842.27 |
S1 |
12,778.81 |
12,778.81 |
12,899.79 |
12,707.20 |
S2 |
12,635.59 |
12,635.59 |
12,877.57 |
|
S3 |
12,393.11 |
12,536.33 |
12,855.34 |
|
S4 |
12,150.63 |
12,293.85 |
12,788.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,977.34 |
12,734.86 |
242.48 |
1.9% |
117.51 |
0.9% |
77% |
False |
False |
|
10 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
108.66 |
0.8% |
58% |
False |
False |
|
20 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
103.85 |
0.8% |
58% |
False |
False |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.8% |
110.64 |
0.9% |
82% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
121.11 |
0.9% |
90% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
141.85 |
1.1% |
93% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
161.68 |
1.3% |
93% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.5% |
178.68 |
1.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,233.82 |
2.618 |
13,132.05 |
1.618 |
13,069.69 |
1.000 |
13,031.15 |
0.618 |
13,007.33 |
HIGH |
12,968.79 |
0.618 |
12,944.97 |
0.500 |
12,937.61 |
0.382 |
12,930.25 |
LOW |
12,906.43 |
0.618 |
12,867.89 |
1.000 |
12,844.07 |
1.618 |
12,805.53 |
2.618 |
12,743.17 |
4.250 |
12,641.40 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,937.61 |
12,901.40 |
PP |
12,932.41 |
12,880.77 |
S1 |
12,927.22 |
12,860.15 |
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