Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,908.5 |
5,860.0 |
-48.5 |
-0.8% |
5,930.0 |
High |
5,931.0 |
5,929.0 |
-2.0 |
0.0% |
5,944.0 |
Low |
5,846.5 |
5,837.0 |
-9.5 |
-0.2% |
5,871.5 |
Close |
5,854.0 |
5,925.0 |
71.0 |
1.2% |
5,908.5 |
Range |
84.5 |
92.0 |
7.5 |
8.9% |
72.5 |
ATR |
62.8 |
64.9 |
2.1 |
3.3% |
0.0 |
Volume |
166,093 |
117,452 |
-48,641 |
-29.3% |
387,362 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,173.0 |
6,141.0 |
5,975.5 |
|
R3 |
6,081.0 |
6,049.0 |
5,950.5 |
|
R2 |
5,989.0 |
5,989.0 |
5,942.0 |
|
R1 |
5,957.0 |
5,957.0 |
5,933.5 |
5,973.0 |
PP |
5,897.0 |
5,897.0 |
5,897.0 |
5,905.0 |
S1 |
5,865.0 |
5,865.0 |
5,916.5 |
5,881.0 |
S2 |
5,805.0 |
5,805.0 |
5,908.0 |
|
S3 |
5,713.0 |
5,773.0 |
5,899.5 |
|
S4 |
5,621.0 |
5,681.0 |
5,874.5 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,125.5 |
6,089.5 |
5,948.5 |
|
R3 |
6,053.0 |
6,017.0 |
5,928.5 |
|
R2 |
5,980.5 |
5,980.5 |
5,922.0 |
|
R1 |
5,944.5 |
5,944.5 |
5,915.0 |
5,926.0 |
PP |
5,908.0 |
5,908.0 |
5,908.0 |
5,899.0 |
S1 |
5,872.0 |
5,872.0 |
5,902.0 |
5,854.0 |
S2 |
5,835.5 |
5,835.5 |
5,895.0 |
|
S3 |
5,763.0 |
5,799.5 |
5,888.5 |
|
S4 |
5,690.5 |
5,727.0 |
5,868.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,944.0 |
5,837.0 |
107.0 |
1.8% |
65.0 |
1.1% |
82% |
False |
True |
108,309 |
10 |
5,944.0 |
5,837.0 |
107.0 |
1.8% |
54.5 |
0.9% |
82% |
False |
True |
93,256 |
20 |
5,944.0 |
5,741.0 |
203.0 |
3.4% |
60.5 |
1.0% |
91% |
False |
False |
91,017 |
40 |
5,944.0 |
5,539.0 |
405.0 |
6.8% |
66.0 |
1.1% |
95% |
False |
False |
90,329 |
60 |
5,944.0 |
5,281.5 |
662.5 |
11.2% |
77.0 |
1.3% |
97% |
False |
False |
87,051 |
80 |
5,944.0 |
5,040.0 |
904.0 |
15.3% |
79.5 |
1.3% |
98% |
False |
False |
65,797 |
100 |
5,944.0 |
5,040.0 |
904.0 |
15.3% |
79.0 |
1.3% |
98% |
False |
False |
52,652 |
120 |
5,944.0 |
4,887.5 |
1,056.5 |
17.8% |
73.0 |
1.2% |
98% |
False |
False |
43,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,320.0 |
2.618 |
6,170.0 |
1.618 |
6,078.0 |
1.000 |
6,021.0 |
0.618 |
5,986.0 |
HIGH |
5,929.0 |
0.618 |
5,894.0 |
0.500 |
5,883.0 |
0.382 |
5,872.0 |
LOW |
5,837.0 |
0.618 |
5,780.0 |
1.000 |
5,745.0 |
1.618 |
5,688.0 |
2.618 |
5,596.0 |
4.250 |
5,446.0 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,911.0 |
5,911.5 |
PP |
5,897.0 |
5,897.5 |
S1 |
5,883.0 |
5,884.0 |
|