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 |
9,800 |
9,735 |
-65 |
-0.7% |
9,725 |
High |
9,800 |
9,735 |
-65 |
-0.7% |
9,870 |
Low |
9,630 |
9,495 |
-135 |
-1.4% |
9,480 |
Close |
9,725 |
9,540 |
-185 |
-1.9% |
9,815 |
Range |
170 |
240 |
70 |
41.2% |
390 |
ATR |
150 |
156 |
6 |
4.3% |
0 |
Volume |
24,449 |
16,439 |
-8,010 |
-32.8% |
43,584 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,310 |
10,165 |
9,672 |
|
R3 |
10,070 |
9,925 |
9,606 |
|
R2 |
9,830 |
9,830 |
9,584 |
|
R1 |
9,685 |
9,685 |
9,562 |
9,638 |
PP |
9,590 |
9,590 |
9,590 |
9,566 |
S1 |
9,445 |
9,445 |
9,518 |
9,398 |
S2 |
9,350 |
9,350 |
9,496 |
|
S3 |
9,110 |
9,205 |
9,474 |
|
S4 |
8,870 |
8,965 |
9,408 |
|
|
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 |
9,495 |
375 |
3.9% |
180 |
1.9% |
12% |
False |
True |
13,129 |
10 |
9,870 |
9,445 |
425 |
4.5% |
192 |
2.0% |
22% |
False |
False |
10,310 |
20 |
9,870 |
8,900 |
970 |
10.2% |
157 |
1.6% |
66% |
False |
False |
8,578 |
40 |
9,870 |
8,300 |
1,570 |
16.5% |
127 |
1.3% |
79% |
False |
False |
6,613 |
60 |
9,870 |
8,275 |
1,595 |
16.7% |
123 |
1.3% |
79% |
False |
False |
5,525 |
80 |
9,870 |
8,110 |
1,760 |
18.4% |
109 |
1.1% |
81% |
False |
False |
4,468 |
100 |
9,870 |
8,110 |
1,760 |
18.4% |
92 |
1.0% |
81% |
False |
False |
3,577 |
120 |
9,870 |
8,110 |
1,760 |
18.4% |
77 |
0.8% |
81% |
False |
False |
2,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,755 |
2.618 |
10,363 |
1.618 |
10,123 |
1.000 |
9,975 |
0.618 |
9,883 |
HIGH |
9,735 |
0.618 |
9,643 |
0.500 |
9,615 |
0.382 |
9,587 |
LOW |
9,495 |
0.618 |
9,347 |
1.000 |
9,255 |
1.618 |
9,107 |
2.618 |
8,867 |
4.250 |
8,475 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,615 |
9,673 |
PP |
9,590 |
9,628 |
S1 |
9,565 |
9,584 |
|