Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,255.0 |
4,276.0 |
21.0 |
0.5% |
4,295.0 |
High |
4,276.0 |
4,290.0 |
14.0 |
0.3% |
4,319.0 |
Low |
4,244.0 |
4,261.0 |
17.0 |
0.4% |
4,244.0 |
Close |
4,249.0 |
4,278.0 |
29.0 |
0.7% |
4,278.0 |
Range |
32.0 |
29.0 |
-3.0 |
-9.4% |
75.0 |
ATR |
48.9 |
48.3 |
-0.6 |
-1.1% |
0.0 |
Volume |
32,624 |
18,972 |
-13,652 |
-41.8% |
150,339 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.3 |
4,349.7 |
4,294.0 |
|
R3 |
4,334.3 |
4,320.7 |
4,286.0 |
|
R2 |
4,305.3 |
4,305.3 |
4,283.3 |
|
R1 |
4,291.7 |
4,291.7 |
4,280.7 |
4,298.5 |
PP |
4,276.3 |
4,276.3 |
4,276.3 |
4,279.8 |
S1 |
4,262.7 |
4,262.7 |
4,275.3 |
4,269.5 |
S2 |
4,247.3 |
4,247.3 |
4,272.7 |
|
S3 |
4,218.3 |
4,233.7 |
4,270.0 |
|
S4 |
4,189.3 |
4,204.7 |
4,262.1 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.3 |
4,466.7 |
4,319.3 |
|
R3 |
4,430.3 |
4,391.7 |
4,298.6 |
|
R2 |
4,355.3 |
4,355.3 |
4,291.8 |
|
R1 |
4,316.7 |
4,316.7 |
4,284.9 |
4,298.5 |
PP |
4,280.3 |
4,280.3 |
4,280.3 |
4,271.3 |
S1 |
4,241.7 |
4,241.7 |
4,271.1 |
4,223.5 |
S2 |
4,205.3 |
4,205.3 |
4,264.3 |
|
S3 |
4,130.3 |
4,166.7 |
4,257.4 |
|
S4 |
4,055.3 |
4,091.7 |
4,236.8 |
|
|
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% |
40.2 |
0.9% |
45% |
False |
False |
30,067 |
10 |
4,319.0 |
4,191.0 |
128.0 |
3.0% |
42.3 |
1.0% |
68% |
False |
False |
28,666 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
41.9 |
1.0% |
78% |
False |
False |
28,478 |
40 |
4,319.0 |
4,062.0 |
257.0 |
6.0% |
40.9 |
1.0% |
84% |
False |
False |
25,813 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.1% |
42.2 |
1.0% |
87% |
False |
False |
25,372 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
37.8 |
0.9% |
79% |
False |
False |
19,064 |
100 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
33.7 |
0.8% |
74% |
False |
False |
15,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,413.3 |
2.618 |
4,365.9 |
1.618 |
4,336.9 |
1.000 |
4,319.0 |
0.618 |
4,307.9 |
HIGH |
4,290.0 |
0.618 |
4,278.9 |
0.500 |
4,275.5 |
0.382 |
4,272.1 |
LOW |
4,261.0 |
0.618 |
4,243.1 |
1.000 |
4,232.0 |
1.618 |
4,214.1 |
2.618 |
4,185.1 |
4.250 |
4,137.8 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,277.2 |
4,281.5 |
PP |
4,276.3 |
4,280.3 |
S1 |
4,275.5 |
4,279.2 |
|