Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,245.0 |
4,158.0 |
-87.0 |
-2.0% |
4,295.0 |
High |
4,253.0 |
4,177.0 |
-76.0 |
-1.8% |
4,319.0 |
Low |
4,203.0 |
4,136.0 |
-67.0 |
-1.6% |
4,244.0 |
Close |
4,210.0 |
4,141.0 |
-69.0 |
-1.6% |
4,278.0 |
Range |
50.0 |
41.0 |
-9.0 |
-18.0% |
75.0 |
ATR |
47.9 |
49.8 |
1.9 |
3.9% |
0.0 |
Volume |
35,877 |
35,975 |
98 |
0.3% |
150,339 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,274.3 |
4,248.7 |
4,163.6 |
|
R3 |
4,233.3 |
4,207.7 |
4,152.3 |
|
R2 |
4,192.3 |
4,192.3 |
4,148.5 |
|
R1 |
4,166.7 |
4,166.7 |
4,144.8 |
4,159.0 |
PP |
4,151.3 |
4,151.3 |
4,151.3 |
4,147.5 |
S1 |
4,125.7 |
4,125.7 |
4,137.2 |
4,118.0 |
S2 |
4,110.3 |
4,110.3 |
4,133.5 |
|
S3 |
4,069.3 |
4,084.7 |
4,129.7 |
|
S4 |
4,028.3 |
4,043.7 |
4,118.5 |
|
|
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 |
4,290.0 |
4,136.0 |
154.0 |
3.7% |
35.4 |
0.9% |
3% |
False |
True |
28,773 |
10 |
4,319.0 |
4,136.0 |
183.0 |
4.4% |
38.2 |
0.9% |
3% |
False |
True |
29,034 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.6% |
42.7 |
1.0% |
6% |
False |
False |
29,730 |
40 |
4,319.0 |
4,109.0 |
210.0 |
5.1% |
40.3 |
1.0% |
15% |
False |
False |
26,209 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.3% |
41.8 |
1.0% |
41% |
False |
False |
26,840 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.6% |
38.6 |
0.9% |
45% |
False |
False |
20,212 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
34.0 |
0.8% |
42% |
False |
False |
16,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,351.3 |
2.618 |
4,284.3 |
1.618 |
4,243.3 |
1.000 |
4,218.0 |
0.618 |
4,202.3 |
HIGH |
4,177.0 |
0.618 |
4,161.3 |
0.500 |
4,156.5 |
0.382 |
4,151.7 |
LOW |
4,136.0 |
0.618 |
4,110.7 |
1.000 |
4,095.0 |
1.618 |
4,069.7 |
2.618 |
4,028.7 |
4.250 |
3,961.8 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,156.5 |
4,207.0 |
PP |
4,151.3 |
4,185.0 |
S1 |
4,146.2 |
4,163.0 |
|