Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
9,835 |
9,800 |
-35 |
-0.4% |
9,725 |
High |
9,850 |
9,800 |
-50 |
-0.5% |
9,870 |
Low |
9,740 |
9,630 |
-110 |
-1.1% |
9,480 |
Close |
9,815 |
9,725 |
-90 |
-0.9% |
9,815 |
Range |
110 |
170 |
60 |
54.5% |
390 |
ATR |
147 |
150 |
3 |
1.8% |
0 |
Volume |
6,104 |
24,449 |
18,345 |
300.5% |
43,584 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,228 |
10,147 |
9,819 |
|
R3 |
10,058 |
9,977 |
9,772 |
|
R2 |
9,888 |
9,888 |
9,756 |
|
R1 |
9,807 |
9,807 |
9,741 |
9,763 |
PP |
9,718 |
9,718 |
9,718 |
9,696 |
S1 |
9,637 |
9,637 |
9,710 |
9,593 |
S2 |
9,548 |
9,548 |
9,694 |
|
S3 |
9,378 |
9,467 |
9,678 |
|
S4 |
9,208 |
9,297 |
9,632 |
|
|
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 |
9,535 |
335 |
3.4% |
190 |
2.0% |
57% |
False |
False |
12,259 |
10 |
9,870 |
9,435 |
435 |
4.5% |
180 |
1.9% |
67% |
False |
False |
9,341 |
20 |
9,870 |
8,880 |
990 |
10.2% |
149 |
1.5% |
85% |
False |
False |
7,931 |
40 |
9,870 |
8,300 |
1,570 |
16.1% |
125 |
1.3% |
91% |
False |
False |
6,307 |
60 |
9,870 |
8,275 |
1,595 |
16.4% |
122 |
1.3% |
91% |
False |
False |
5,377 |
80 |
9,870 |
8,110 |
1,760 |
18.1% |
107 |
1.1% |
92% |
False |
False |
4,262 |
100 |
9,870 |
8,110 |
1,760 |
18.1% |
89 |
0.9% |
92% |
False |
False |
3,413 |
120 |
9,870 |
8,110 |
1,760 |
18.1% |
75 |
0.8% |
92% |
False |
False |
2,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,523 |
2.618 |
10,245 |
1.618 |
10,075 |
1.000 |
9,970 |
0.618 |
9,905 |
HIGH |
9,800 |
0.618 |
9,735 |
0.500 |
9,715 |
0.382 |
9,695 |
LOW |
9,630 |
0.618 |
9,525 |
1.000 |
9,460 |
1.618 |
9,355 |
2.618 |
9,185 |
4.250 |
8,908 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,722 |
9,748 |
PP |
9,718 |
9,740 |
S1 |
9,715 |
9,733 |
|