Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,269.0 |
4,245.0 |
-24.0 |
-0.6% |
4,295.0 |
High |
4,278.0 |
4,253.0 |
-25.0 |
-0.6% |
4,319.0 |
Low |
4,253.0 |
4,203.0 |
-50.0 |
-1.2% |
4,244.0 |
Close |
4,268.0 |
4,210.0 |
-58.0 |
-1.4% |
4,278.0 |
Range |
25.0 |
50.0 |
25.0 |
100.0% |
75.0 |
ATR |
46.6 |
47.9 |
1.3 |
2.8% |
0.0 |
Volume |
20,420 |
35,877 |
15,457 |
75.7% |
150,339 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,372.0 |
4,341.0 |
4,237.5 |
|
R3 |
4,322.0 |
4,291.0 |
4,223.8 |
|
R2 |
4,272.0 |
4,272.0 |
4,219.2 |
|
R1 |
4,241.0 |
4,241.0 |
4,214.6 |
4,231.5 |
PP |
4,222.0 |
4,222.0 |
4,222.0 |
4,217.3 |
S1 |
4,191.0 |
4,191.0 |
4,205.4 |
4,181.5 |
S2 |
4,172.0 |
4,172.0 |
4,200.8 |
|
S3 |
4,122.0 |
4,141.0 |
4,196.3 |
|
S4 |
4,072.0 |
4,091.0 |
4,182.5 |
|
|
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 |
4,203.0 |
116.0 |
2.8% |
39.8 |
0.9% |
6% |
False |
True |
30,372 |
10 |
4,319.0 |
4,203.0 |
116.0 |
2.8% |
38.2 |
0.9% |
6% |
False |
True |
27,877 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.5% |
42.0 |
1.0% |
42% |
False |
False |
28,974 |
40 |
4,319.0 |
4,094.0 |
225.0 |
5.3% |
40.1 |
1.0% |
52% |
False |
False |
25,972 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.2% |
41.6 |
1.0% |
64% |
False |
False |
26,273 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
38.4 |
0.9% |
62% |
False |
False |
19,764 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
34.1 |
0.8% |
58% |
False |
False |
15,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.5 |
2.618 |
4,383.9 |
1.618 |
4,333.9 |
1.000 |
4,303.0 |
0.618 |
4,283.9 |
HIGH |
4,253.0 |
0.618 |
4,233.9 |
0.500 |
4,228.0 |
0.382 |
4,222.1 |
LOW |
4,203.0 |
0.618 |
4,172.1 |
1.000 |
4,153.0 |
1.618 |
4,122.1 |
2.618 |
4,072.1 |
4.250 |
3,990.5 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,228.0 |
4,246.5 |
PP |
4,222.0 |
4,234.3 |
S1 |
4,216.0 |
4,222.2 |
|