Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,148.0 |
4,199.0 |
51.0 |
1.2% |
4,269.0 |
High |
4,180.0 |
4,222.0 |
42.0 |
1.0% |
4,278.0 |
Low |
4,145.0 |
4,180.0 |
35.0 |
0.8% |
4,136.0 |
Close |
4,165.0 |
4,216.0 |
51.0 |
1.2% |
4,216.0 |
Range |
35.0 |
42.0 |
7.0 |
20.0% |
142.0 |
ATR |
49.0 |
49.6 |
0.6 |
1.2% |
0.0 |
Volume |
33,812 |
44,212 |
10,400 |
30.8% |
170,296 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,332.0 |
4,316.0 |
4,239.1 |
|
R3 |
4,290.0 |
4,274.0 |
4,227.6 |
|
R2 |
4,248.0 |
4,248.0 |
4,223.7 |
|
R1 |
4,232.0 |
4,232.0 |
4,219.9 |
4,240.0 |
PP |
4,206.0 |
4,206.0 |
4,206.0 |
4,210.0 |
S1 |
4,190.0 |
4,190.0 |
4,212.2 |
4,198.0 |
S2 |
4,164.0 |
4,164.0 |
4,208.3 |
|
S3 |
4,122.0 |
4,148.0 |
4,204.5 |
|
S4 |
4,080.0 |
4,106.0 |
4,192.9 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.0 |
4,568.0 |
4,294.1 |
|
R3 |
4,494.0 |
4,426.0 |
4,255.1 |
|
R2 |
4,352.0 |
4,352.0 |
4,242.0 |
|
R1 |
4,284.0 |
4,284.0 |
4,229.0 |
4,247.0 |
PP |
4,210.0 |
4,210.0 |
4,210.0 |
4,191.5 |
S1 |
4,142.0 |
4,142.0 |
4,203.0 |
4,105.0 |
S2 |
4,068.0 |
4,068.0 |
4,190.0 |
|
S3 |
3,926.0 |
4,000.0 |
4,177.0 |
|
S4 |
3,784.0 |
3,858.0 |
4,137.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,278.0 |
4,136.0 |
142.0 |
3.4% |
38.6 |
0.9% |
56% |
False |
False |
34,059 |
10 |
4,319.0 |
4,136.0 |
183.0 |
4.3% |
39.4 |
0.9% |
44% |
False |
False |
32,063 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.5% |
41.5 |
1.0% |
46% |
False |
False |
30,782 |
40 |
4,319.0 |
4,109.0 |
210.0 |
5.0% |
40.3 |
1.0% |
51% |
False |
False |
27,007 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.2% |
41.7 |
1.0% |
66% |
False |
False |
27,468 |
80 |
4,319.0 |
3,963.0 |
356.0 |
8.4% |
39.1 |
0.9% |
71% |
False |
False |
21,187 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
34.8 |
0.8% |
60% |
False |
False |
16,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,400.5 |
2.618 |
4,332.0 |
1.618 |
4,290.0 |
1.000 |
4,264.0 |
0.618 |
4,248.0 |
HIGH |
4,222.0 |
0.618 |
4,206.0 |
0.500 |
4,201.0 |
0.382 |
4,196.0 |
LOW |
4,180.0 |
0.618 |
4,154.0 |
1.000 |
4,138.0 |
1.618 |
4,112.0 |
2.618 |
4,070.0 |
4.250 |
4,001.5 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,211.0 |
4,203.7 |
PP |
4,206.0 |
4,191.3 |
S1 |
4,201.0 |
4,179.0 |
|