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 |
6,611.0 |
6,700.0 |
89.0 |
1.3% |
6,826.5 |
High |
6,683.0 |
6,875.0 |
192.0 |
2.9% |
6,970.0 |
Low |
6,611.0 |
6,699.0 |
88.0 |
1.3% |
6,744.0 |
Close |
6,681.0 |
6,853.0 |
172.0 |
2.6% |
6,926.5 |
Range |
72.0 |
176.0 |
104.0 |
144.4% |
226.0 |
ATR |
123.0 |
128.1 |
5.1 |
4.1% |
0.0 |
Volume |
137,696 |
172,964 |
35,268 |
25.6% |
717,310 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.0 |
7,271.0 |
6,949.8 |
|
R3 |
7,161.0 |
7,095.0 |
6,901.4 |
|
R2 |
6,985.0 |
6,985.0 |
6,885.3 |
|
R1 |
6,919.0 |
6,919.0 |
6,869.1 |
6,952.0 |
PP |
6,809.0 |
6,809.0 |
6,809.0 |
6,825.5 |
S1 |
6,743.0 |
6,743.0 |
6,836.9 |
6,776.0 |
S2 |
6,633.0 |
6,633.0 |
6,820.7 |
|
S3 |
6,457.0 |
6,567.0 |
6,804.6 |
|
S4 |
6,281.0 |
6,391.0 |
6,756.2 |
|
|
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 |
6,965.0 |
6,602.0 |
363.0 |
5.3% |
134.3 |
2.0% |
69% |
False |
False |
154,812 |
10 |
6,970.0 |
6,602.0 |
368.0 |
5.4% |
123.2 |
1.8% |
68% |
False |
False |
148,736 |
20 |
6,975.5 |
6,602.0 |
373.5 |
5.5% |
120.0 |
1.8% |
67% |
False |
False |
147,402 |
40 |
6,975.5 |
6,067.0 |
908.5 |
13.3% |
113.1 |
1.6% |
87% |
False |
False |
145,196 |
60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.9% |
118.0 |
1.7% |
91% |
False |
False |
131,165 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
132.7 |
1.9% |
92% |
False |
False |
99,405 |
100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
147.8 |
2.2% |
92% |
False |
False |
79,636 |
120 |
6,975.5 |
5,001.0 |
1,974.5 |
28.8% |
156.2 |
2.3% |
94% |
False |
False |
66,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,623.0 |
2.618 |
7,335.8 |
1.618 |
7,159.8 |
1.000 |
7,051.0 |
0.618 |
6,983.8 |
HIGH |
6,875.0 |
0.618 |
6,807.8 |
0.500 |
6,787.0 |
0.382 |
6,766.2 |
LOW |
6,699.0 |
0.618 |
6,590.2 |
1.000 |
6,523.0 |
1.618 |
6,414.2 |
2.618 |
6,238.2 |
4.250 |
5,951.0 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
6,831.0 |
6,814.8 |
PP |
6,809.0 |
6,776.7 |
S1 |
6,787.0 |
6,738.5 |
|