Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,276.0 |
4,269.0 |
-7.0 |
-0.2% |
4,295.0 |
High |
4,290.0 |
4,278.0 |
-12.0 |
-0.3% |
4,319.0 |
Low |
4,261.0 |
4,253.0 |
-8.0 |
-0.2% |
4,244.0 |
Close |
4,278.0 |
4,268.0 |
-10.0 |
-0.2% |
4,278.0 |
Range |
29.0 |
25.0 |
-4.0 |
-13.8% |
75.0 |
ATR |
48.3 |
46.6 |
-1.7 |
-3.4% |
0.0 |
Volume |
18,972 |
20,420 |
1,448 |
7.6% |
150,339 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,341.3 |
4,329.7 |
4,281.8 |
|
R3 |
4,316.3 |
4,304.7 |
4,274.9 |
|
R2 |
4,291.3 |
4,291.3 |
4,272.6 |
|
R1 |
4,279.7 |
4,279.7 |
4,270.3 |
4,273.0 |
PP |
4,266.3 |
4,266.3 |
4,266.3 |
4,263.0 |
S1 |
4,254.7 |
4,254.7 |
4,265.7 |
4,248.0 |
S2 |
4,241.3 |
4,241.3 |
4,263.4 |
|
S3 |
4,216.3 |
4,229.7 |
4,261.1 |
|
S4 |
4,191.3 |
4,204.7 |
4,254.3 |
|
|
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% |
36.2 |
0.8% |
32% |
False |
False |
28,299 |
10 |
4,319.0 |
4,226.0 |
93.0 |
2.2% |
39.0 |
0.9% |
45% |
False |
False |
27,628 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
41.8 |
1.0% |
73% |
False |
False |
28,572 |
40 |
4,319.0 |
4,062.0 |
257.0 |
6.0% |
40.2 |
0.9% |
80% |
False |
False |
25,730 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.1% |
41.6 |
1.0% |
83% |
False |
False |
25,695 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
38.1 |
0.9% |
77% |
False |
False |
19,319 |
100 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
33.8 |
0.8% |
72% |
False |
False |
15,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,384.3 |
2.618 |
4,343.5 |
1.618 |
4,318.5 |
1.000 |
4,303.0 |
0.618 |
4,293.5 |
HIGH |
4,278.0 |
0.618 |
4,268.5 |
0.500 |
4,265.5 |
0.382 |
4,262.6 |
LOW |
4,253.0 |
0.618 |
4,237.6 |
1.000 |
4,228.0 |
1.618 |
4,212.6 |
2.618 |
4,187.6 |
4.250 |
4,146.8 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,267.2 |
4,267.7 |
PP |
4,266.3 |
4,267.3 |
S1 |
4,265.5 |
4,267.0 |
|