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 |
6,884.5 |
6,863.0 |
-21.5 |
-0.3% |
6,826.5 |
High |
6,906.0 |
6,868.0 |
-38.0 |
-0.6% |
6,970.0 |
Low |
6,815.0 |
6,602.0 |
-213.0 |
-3.1% |
6,744.0 |
Close |
6,886.0 |
6,659.5 |
-226.5 |
-3.3% |
6,926.5 |
Range |
91.0 |
266.0 |
175.0 |
192.3% |
226.0 |
ATR |
114.9 |
127.0 |
12.1 |
10.5% |
0.0 |
Volume |
137,839 |
213,234 |
75,395 |
54.7% |
717,310 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,507.8 |
7,349.7 |
6,805.8 |
|
R3 |
7,241.8 |
7,083.7 |
6,732.7 |
|
R2 |
6,975.8 |
6,975.8 |
6,708.3 |
|
R1 |
6,817.7 |
6,817.7 |
6,683.9 |
6,763.8 |
PP |
6,709.8 |
6,709.8 |
6,709.8 |
6,682.9 |
S1 |
6,551.7 |
6,551.7 |
6,635.1 |
6,497.8 |
S2 |
6,443.8 |
6,443.8 |
6,610.7 |
|
S3 |
6,177.8 |
6,285.7 |
6,586.4 |
|
S4 |
5,911.8 |
6,019.7 |
6,513.2 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,558.2 |
7,468.3 |
7,050.8 |
|
R3 |
7,332.2 |
7,242.3 |
6,988.7 |
|
R2 |
7,106.2 |
7,106.2 |
6,967.9 |
|
R1 |
7,016.3 |
7,016.3 |
6,947.2 |
7,061.3 |
PP |
6,880.2 |
6,880.2 |
6,880.2 |
6,902.6 |
S1 |
6,790.3 |
6,790.3 |
6,905.8 |
6,835.3 |
S2 |
6,654.2 |
6,654.2 |
6,885.1 |
|
S3 |
6,428.2 |
6,564.3 |
6,864.4 |
|
S4 |
6,202.2 |
6,338.3 |
6,802.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,970.0 |
6,602.0 |
368.0 |
5.5% |
139.1 |
2.1% |
16% |
False |
True |
156,335 |
10 |
6,970.0 |
6,602.0 |
368.0 |
5.5% |
126.2 |
1.9% |
16% |
False |
True |
147,704 |
20 |
6,975.5 |
6,602.0 |
373.5 |
5.6% |
117.8 |
1.8% |
15% |
False |
True |
145,263 |
40 |
6,975.5 |
5,992.5 |
983.0 |
14.8% |
112.2 |
1.7% |
68% |
False |
False |
144,515 |
60 |
6,975.5 |
5,614.5 |
1,361.0 |
20.4% |
122.1 |
1.8% |
77% |
False |
False |
126,912 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.9% |
134.4 |
2.0% |
80% |
False |
False |
95,530 |
100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.9% |
149.4 |
2.2% |
80% |
False |
False |
76,545 |
120 |
6,975.5 |
5,001.0 |
1,974.5 |
29.6% |
156.7 |
2.4% |
84% |
False |
False |
63,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,998.5 |
2.618 |
7,564.4 |
1.618 |
7,298.4 |
1.000 |
7,134.0 |
0.618 |
7,032.4 |
HIGH |
6,868.0 |
0.618 |
6,766.4 |
0.500 |
6,735.0 |
0.382 |
6,703.6 |
LOW |
6,602.0 |
0.618 |
6,437.6 |
1.000 |
6,336.0 |
1.618 |
6,171.6 |
2.618 |
5,905.6 |
4.250 |
5,471.5 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
6,735.0 |
6,783.5 |
PP |
6,709.8 |
6,742.2 |
S1 |
6,684.7 |
6,700.8 |
|