Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
9,730 |
9,835 |
105 |
1.1% |
9,725 |
High |
9,865 |
9,850 |
-15 |
-0.2% |
9,870 |
Low |
9,640 |
9,740 |
100 |
1.0% |
9,480 |
Close |
9,790 |
9,815 |
25 |
0.3% |
9,815 |
Range |
225 |
110 |
-115 |
-51.1% |
390 |
ATR |
150 |
147 |
-3 |
-1.9% |
0 |
Volume |
11,824 |
6,104 |
-5,720 |
-48.4% |
43,584 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,132 |
10,083 |
9,876 |
|
R3 |
10,022 |
9,973 |
9,845 |
|
R2 |
9,912 |
9,912 |
9,835 |
|
R1 |
9,863 |
9,863 |
9,825 |
9,833 |
PP |
9,802 |
9,802 |
9,802 |
9,786 |
S1 |
9,753 |
9,753 |
9,805 |
9,723 |
S2 |
9,692 |
9,692 |
9,795 |
|
S3 |
9,582 |
9,643 |
9,785 |
|
S4 |
9,472 |
9,533 |
9,755 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,892 |
10,743 |
10,030 |
|
R3 |
10,502 |
10,353 |
9,922 |
|
R2 |
10,112 |
10,112 |
9,887 |
|
R1 |
9,963 |
9,963 |
9,851 |
10,038 |
PP |
9,722 |
9,722 |
9,722 |
9,759 |
S1 |
9,573 |
9,573 |
9,779 |
9,648 |
S2 |
9,332 |
9,332 |
9,744 |
|
S3 |
8,942 |
9,183 |
9,708 |
|
S4 |
8,552 |
8,793 |
9,601 |
|
|
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% |
211 |
2.1% |
86% |
False |
False |
8,716 |
10 |
9,870 |
9,365 |
505 |
5.1% |
177 |
1.8% |
89% |
False |
False |
7,695 |
20 |
9,870 |
8,830 |
1,040 |
10.6% |
146 |
1.5% |
95% |
False |
False |
6,986 |
40 |
9,870 |
8,300 |
1,570 |
16.0% |
122 |
1.2% |
96% |
False |
False |
5,797 |
60 |
9,870 |
8,275 |
1,595 |
16.3% |
121 |
1.2% |
97% |
False |
False |
5,127 |
80 |
9,870 |
8,110 |
1,760 |
17.9% |
105 |
1.1% |
97% |
False |
False |
3,957 |
100 |
9,870 |
8,110 |
1,760 |
17.9% |
88 |
0.9% |
97% |
False |
False |
3,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,318 |
2.618 |
10,138 |
1.618 |
10,028 |
1.000 |
9,960 |
0.618 |
9,918 |
HIGH |
9,850 |
0.618 |
9,808 |
0.500 |
9,795 |
0.382 |
9,782 |
LOW |
9,740 |
0.618 |
9,672 |
1.000 |
9,630 |
1.618 |
9,562 |
2.618 |
9,452 |
4.250 |
9,273 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,808 |
9,795 |
PP |
9,802 |
9,775 |
S1 |
9,795 |
9,755 |
|