Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
9,795 |
9,730 |
-65 |
-0.7% |
9,500 |
High |
9,870 |
9,865 |
-5 |
-0.1% |
9,750 |
Low |
9,715 |
9,640 |
-75 |
-0.8% |
9,435 |
Close |
9,765 |
9,790 |
25 |
0.3% |
9,710 |
Range |
155 |
225 |
70 |
45.2% |
315 |
ATR |
144 |
150 |
6 |
4.0% |
0 |
Volume |
6,830 |
11,824 |
4,994 |
73.1% |
25,386 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,440 |
10,340 |
9,914 |
|
R3 |
10,215 |
10,115 |
9,852 |
|
R2 |
9,990 |
9,990 |
9,831 |
|
R1 |
9,890 |
9,890 |
9,811 |
9,940 |
PP |
9,765 |
9,765 |
9,765 |
9,790 |
S1 |
9,665 |
9,665 |
9,770 |
9,715 |
S2 |
9,540 |
9,540 |
9,749 |
|
S3 |
9,315 |
9,440 |
9,728 |
|
S4 |
9,090 |
9,215 |
9,666 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,577 |
10,458 |
9,883 |
|
R3 |
10,262 |
10,143 |
9,797 |
|
R2 |
9,947 |
9,947 |
9,768 |
|
R1 |
9,828 |
9,828 |
9,739 |
9,888 |
PP |
9,632 |
9,632 |
9,632 |
9,661 |
S1 |
9,513 |
9,513 |
9,681 |
9,573 |
S2 |
9,317 |
9,317 |
9,652 |
|
S3 |
9,002 |
9,198 |
9,624 |
|
S4 |
8,687 |
8,883 |
9,537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,870 |
9,480 |
390 |
4.0% |
224 |
2.3% |
79% |
False |
False |
9,116 |
10 |
9,870 |
9,215 |
655 |
6.7% |
183 |
1.9% |
88% |
False |
False |
8,133 |
20 |
9,870 |
8,830 |
1,040 |
10.6% |
143 |
1.5% |
92% |
False |
False |
6,839 |
40 |
9,870 |
8,300 |
1,570 |
16.0% |
122 |
1.2% |
95% |
False |
False |
5,731 |
60 |
9,870 |
8,275 |
1,595 |
16.3% |
120 |
1.2% |
95% |
False |
False |
5,137 |
80 |
9,870 |
8,110 |
1,760 |
18.0% |
104 |
1.1% |
95% |
False |
False |
3,880 |
100 |
9,870 |
8,110 |
1,760 |
18.0% |
87 |
0.9% |
95% |
False |
False |
3,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,821 |
2.618 |
10,454 |
1.618 |
10,229 |
1.000 |
10,090 |
0.618 |
10,004 |
HIGH |
9,865 |
0.618 |
9,779 |
0.500 |
9,753 |
0.382 |
9,726 |
LOW |
9,640 |
0.618 |
9,501 |
1.000 |
9,415 |
1.618 |
9,276 |
2.618 |
9,051 |
4.250 |
8,684 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,778 |
9,761 |
PP |
9,765 |
9,732 |
S1 |
9,753 |
9,703 |
|