Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,158.0 |
4,148.0 |
-10.0 |
-0.2% |
4,295.0 |
High |
4,177.0 |
4,180.0 |
3.0 |
0.1% |
4,319.0 |
Low |
4,136.0 |
4,145.0 |
9.0 |
0.2% |
4,244.0 |
Close |
4,141.0 |
4,165.0 |
24.0 |
0.6% |
4,278.0 |
Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
75.0 |
ATR |
49.8 |
49.0 |
-0.8 |
-1.5% |
0.0 |
Volume |
35,975 |
33,812 |
-2,163 |
-6.0% |
150,339 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.3 |
4,251.7 |
4,184.3 |
|
R3 |
4,233.3 |
4,216.7 |
4,174.6 |
|
R2 |
4,198.3 |
4,198.3 |
4,171.4 |
|
R1 |
4,181.7 |
4,181.7 |
4,168.2 |
4,190.0 |
PP |
4,163.3 |
4,163.3 |
4,163.3 |
4,167.5 |
S1 |
4,146.7 |
4,146.7 |
4,161.8 |
4,155.0 |
S2 |
4,128.3 |
4,128.3 |
4,158.6 |
|
S3 |
4,093.3 |
4,111.7 |
4,155.4 |
|
S4 |
4,058.3 |
4,076.7 |
4,145.8 |
|
|
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% |
36.0 |
0.9% |
19% |
False |
False |
29,011 |
10 |
4,319.0 |
4,136.0 |
183.0 |
4.4% |
38.3 |
0.9% |
16% |
False |
False |
30,311 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.5% |
42.0 |
1.0% |
19% |
False |
False |
29,849 |
40 |
4,319.0 |
4,109.0 |
210.0 |
5.0% |
40.1 |
1.0% |
27% |
False |
False |
26,418 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.3% |
41.5 |
1.0% |
49% |
False |
False |
27,344 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.5% |
39.0 |
0.9% |
51% |
False |
False |
20,635 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
34.4 |
0.8% |
48% |
False |
False |
16,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,328.8 |
2.618 |
4,271.6 |
1.618 |
4,236.6 |
1.000 |
4,215.0 |
0.618 |
4,201.6 |
HIGH |
4,180.0 |
0.618 |
4,166.6 |
0.500 |
4,162.5 |
0.382 |
4,158.4 |
LOW |
4,145.0 |
0.618 |
4,123.4 |
1.000 |
4,110.0 |
1.618 |
4,088.4 |
2.618 |
4,053.4 |
4.250 |
3,996.3 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,164.2 |
4,194.5 |
PP |
4,163.3 |
4,184.7 |
S1 |
4,162.5 |
4,174.8 |
|