Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
9,535 |
9,640 |
105 |
1.1% |
9,725 |
High |
9,675 |
9,895 |
220 |
2.3% |
9,870 |
Low |
9,515 |
9,610 |
95 |
1.0% |
9,480 |
Close |
9,650 |
9,880 |
230 |
2.4% |
9,815 |
Range |
160 |
285 |
125 |
78.1% |
390 |
ATR |
157 |
166 |
9 |
5.8% |
0 |
Volume |
17,822 |
5,183 |
-12,639 |
-70.9% |
43,584 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,650 |
10,550 |
10,037 |
|
R3 |
10,365 |
10,265 |
9,959 |
|
R2 |
10,080 |
10,080 |
9,932 |
|
R1 |
9,980 |
9,980 |
9,906 |
10,030 |
PP |
9,795 |
9,795 |
9,795 |
9,820 |
S1 |
9,695 |
9,695 |
9,854 |
9,745 |
S2 |
9,510 |
9,510 |
9,828 |
|
S3 |
9,225 |
9,410 |
9,802 |
|
S4 |
8,940 |
9,125 |
9,723 |
|
|
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 |
9,895 |
9,495 |
400 |
4.0% |
193 |
2.0% |
96% |
True |
False |
13,999 |
10 |
9,895 |
9,480 |
415 |
4.2% |
209 |
2.1% |
96% |
True |
False |
11,557 |
20 |
9,895 |
8,900 |
995 |
10.1% |
173 |
1.7% |
98% |
True |
False |
9,238 |
40 |
9,895 |
8,355 |
1,540 |
15.6% |
132 |
1.3% |
99% |
True |
False |
7,056 |
60 |
9,895 |
8,275 |
1,620 |
16.4% |
125 |
1.3% |
99% |
True |
False |
5,745 |
80 |
9,895 |
8,110 |
1,785 |
18.1% |
114 |
1.2% |
99% |
True |
False |
4,755 |
100 |
9,895 |
8,110 |
1,785 |
18.1% |
94 |
1.0% |
99% |
True |
False |
3,807 |
120 |
9,895 |
8,110 |
1,785 |
18.1% |
80 |
0.8% |
99% |
True |
False |
3,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,106 |
2.618 |
10,641 |
1.618 |
10,356 |
1.000 |
10,180 |
0.618 |
10,071 |
HIGH |
9,895 |
0.618 |
9,786 |
0.500 |
9,753 |
0.382 |
9,719 |
LOW |
9,610 |
0.618 |
9,434 |
1.000 |
9,325 |
1.618 |
9,149 |
2.618 |
8,864 |
4.250 |
8,399 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
9,838 |
9,818 |
PP |
9,795 |
9,757 |
S1 |
9,753 |
9,695 |
|