Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
9,735 |
9,535 |
-200 |
-2.1% |
9,725 |
High |
9,735 |
9,675 |
-60 |
-0.6% |
9,870 |
Low |
9,495 |
9,515 |
20 |
0.2% |
9,480 |
Close |
9,540 |
9,650 |
110 |
1.2% |
9,815 |
Range |
240 |
160 |
-80 |
-33.3% |
390 |
ATR |
156 |
157 |
0 |
0.2% |
0 |
Volume |
16,439 |
17,822 |
1,383 |
8.4% |
43,584 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,093 |
10,032 |
9,738 |
|
R3 |
9,933 |
9,872 |
9,694 |
|
R2 |
9,773 |
9,773 |
9,679 |
|
R1 |
9,712 |
9,712 |
9,665 |
9,743 |
PP |
9,613 |
9,613 |
9,613 |
9,629 |
S1 |
9,552 |
9,552 |
9,635 |
9,583 |
S2 |
9,453 |
9,453 |
9,621 |
|
S3 |
9,293 |
9,392 |
9,606 |
|
S4 |
9,133 |
9,232 |
9,562 |
|
|
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 |
9,865 |
9,495 |
370 |
3.8% |
181 |
1.9% |
42% |
False |
False |
15,327 |
10 |
9,870 |
9,480 |
390 |
4.0% |
191 |
2.0% |
44% |
False |
False |
11,473 |
20 |
9,870 |
8,900 |
970 |
10.1% |
162 |
1.7% |
77% |
False |
False |
9,205 |
40 |
9,870 |
8,355 |
1,515 |
15.7% |
128 |
1.3% |
85% |
False |
False |
6,992 |
60 |
9,870 |
8,275 |
1,595 |
16.5% |
123 |
1.3% |
86% |
False |
False |
5,709 |
80 |
9,870 |
8,110 |
1,760 |
18.2% |
111 |
1.1% |
88% |
False |
False |
4,691 |
100 |
9,870 |
8,110 |
1,760 |
18.2% |
92 |
0.9% |
88% |
False |
False |
3,755 |
120 |
9,870 |
8,110 |
1,760 |
18.2% |
78 |
0.8% |
88% |
False |
False |
3,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,355 |
2.618 |
10,094 |
1.618 |
9,934 |
1.000 |
9,835 |
0.618 |
9,774 |
HIGH |
9,675 |
0.618 |
9,614 |
0.500 |
9,595 |
0.382 |
9,576 |
LOW |
9,515 |
0.618 |
9,416 |
1.000 |
9,355 |
1.618 |
9,256 |
2.618 |
9,096 |
4.250 |
8,835 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,632 |
9,649 |
PP |
9,613 |
9,648 |
S1 |
9,595 |
9,648 |
|