Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,258.0 |
4,255.0 |
-3.0 |
-0.1% |
4,192.0 |
High |
4,319.0 |
4,276.0 |
-43.0 |
-1.0% |
4,294.0 |
Low |
4,256.0 |
4,244.0 |
-12.0 |
-0.3% |
4,191.0 |
Close |
4,288.0 |
4,249.0 |
-39.0 |
-0.9% |
4,289.0 |
Range |
63.0 |
32.0 |
-31.0 |
-49.2% |
103.0 |
ATR |
49.2 |
48.9 |
-0.4 |
-0.8% |
0.0 |
Volume |
43,971 |
32,624 |
-11,347 |
-25.8% |
136,327 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,352.3 |
4,332.7 |
4,266.6 |
|
R3 |
4,320.3 |
4,300.7 |
4,257.8 |
|
R2 |
4,288.3 |
4,288.3 |
4,254.9 |
|
R1 |
4,268.7 |
4,268.7 |
4,251.9 |
4,262.5 |
PP |
4,256.3 |
4,256.3 |
4,256.3 |
4,253.3 |
S1 |
4,236.7 |
4,236.7 |
4,246.1 |
4,230.5 |
S2 |
4,224.3 |
4,224.3 |
4,243.1 |
|
S3 |
4,192.3 |
4,204.7 |
4,240.2 |
|
S4 |
4,160.3 |
4,172.7 |
4,231.4 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.0 |
4,531.0 |
4,345.7 |
|
R3 |
4,464.0 |
4,428.0 |
4,317.3 |
|
R2 |
4,361.0 |
4,361.0 |
4,307.9 |
|
R1 |
4,325.0 |
4,325.0 |
4,298.4 |
4,343.0 |
PP |
4,258.0 |
4,258.0 |
4,258.0 |
4,267.0 |
S1 |
4,222.0 |
4,222.0 |
4,279.6 |
4,240.0 |
S2 |
4,155.0 |
4,155.0 |
4,270.1 |
|
S3 |
4,052.0 |
4,119.0 |
4,260.7 |
|
S4 |
3,949.0 |
4,016.0 |
4,232.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,319.0 |
4,244.0 |
75.0 |
1.8% |
40.6 |
1.0% |
7% |
False |
True |
31,611 |
10 |
4,319.0 |
4,149.0 |
170.0 |
4.0% |
42.2 |
1.0% |
59% |
False |
False |
29,140 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
42.3 |
1.0% |
63% |
False |
False |
28,478 |
40 |
4,319.0 |
4,062.0 |
257.0 |
6.0% |
41.0 |
1.0% |
73% |
False |
False |
25,908 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.2% |
41.9 |
1.0% |
77% |
False |
False |
25,057 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
37.4 |
0.9% |
72% |
False |
False |
18,827 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
33.9 |
0.8% |
67% |
False |
False |
15,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,412.0 |
2.618 |
4,359.8 |
1.618 |
4,327.8 |
1.000 |
4,308.0 |
0.618 |
4,295.8 |
HIGH |
4,276.0 |
0.618 |
4,263.8 |
0.500 |
4,260.0 |
0.382 |
4,256.2 |
LOW |
4,244.0 |
0.618 |
4,224.2 |
1.000 |
4,212.0 |
1.618 |
4,192.2 |
2.618 |
4,160.2 |
4.250 |
4,108.0 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,260.0 |
4,281.5 |
PP |
4,256.3 |
4,270.7 |
S1 |
4,252.7 |
4,259.8 |
|