Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,860.0 |
5,922.0 |
62.0 |
1.1% |
5,900.0 |
High |
5,929.0 |
5,930.0 |
1.0 |
0.0% |
5,931.0 |
Low |
5,837.0 |
5,877.0 |
40.0 |
0.7% |
5,837.0 |
Close |
5,925.0 |
5,892.5 |
-32.5 |
-0.5% |
5,892.5 |
Range |
92.0 |
53.0 |
-39.0 |
-42.4% |
94.0 |
ATR |
64.9 |
64.0 |
-0.8 |
-1.3% |
0.0 |
Volume |
117,452 |
83,534 |
-33,918 |
-28.9% |
552,132 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,059.0 |
6,028.5 |
5,921.5 |
|
R3 |
6,006.0 |
5,975.5 |
5,907.0 |
|
R2 |
5,953.0 |
5,953.0 |
5,902.0 |
|
R1 |
5,922.5 |
5,922.5 |
5,897.5 |
5,911.0 |
PP |
5,900.0 |
5,900.0 |
5,900.0 |
5,894.0 |
S1 |
5,869.5 |
5,869.5 |
5,887.5 |
5,858.0 |
S2 |
5,847.0 |
5,847.0 |
5,883.0 |
|
S3 |
5,794.0 |
5,816.5 |
5,878.0 |
|
S4 |
5,741.0 |
5,763.5 |
5,863.5 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,169.0 |
6,124.5 |
5,944.0 |
|
R3 |
6,075.0 |
6,030.5 |
5,918.5 |
|
R2 |
5,981.0 |
5,981.0 |
5,909.5 |
|
R1 |
5,936.5 |
5,936.5 |
5,901.0 |
5,912.0 |
PP |
5,887.0 |
5,887.0 |
5,887.0 |
5,874.5 |
S1 |
5,842.5 |
5,842.5 |
5,884.0 |
5,818.0 |
S2 |
5,793.0 |
5,793.0 |
5,875.5 |
|
S3 |
5,699.0 |
5,748.5 |
5,866.5 |
|
S4 |
5,605.0 |
5,654.5 |
5,841.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,931.0 |
5,837.0 |
94.0 |
1.6% |
66.5 |
1.1% |
59% |
False |
False |
110,426 |
10 |
5,944.0 |
5,837.0 |
107.0 |
1.8% |
56.5 |
1.0% |
52% |
False |
False |
93,949 |
20 |
5,944.0 |
5,794.0 |
150.0 |
2.5% |
56.0 |
1.0% |
66% |
False |
False |
89,942 |
40 |
5,944.0 |
5,539.0 |
405.0 |
6.9% |
65.5 |
1.1% |
87% |
False |
False |
90,497 |
60 |
5,944.0 |
5,281.5 |
662.5 |
11.2% |
76.5 |
1.3% |
92% |
False |
False |
88,418 |
80 |
5,944.0 |
5,040.0 |
904.0 |
15.3% |
79.5 |
1.4% |
94% |
False |
False |
66,841 |
100 |
5,944.0 |
5,040.0 |
904.0 |
15.3% |
79.0 |
1.3% |
94% |
False |
False |
53,487 |
120 |
5,944.0 |
4,887.5 |
1,056.5 |
17.9% |
73.5 |
1.2% |
95% |
False |
False |
44,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,155.0 |
2.618 |
6,069.0 |
1.618 |
6,016.0 |
1.000 |
5,983.0 |
0.618 |
5,963.0 |
HIGH |
5,930.0 |
0.618 |
5,910.0 |
0.500 |
5,903.5 |
0.382 |
5,897.0 |
LOW |
5,877.0 |
0.618 |
5,844.0 |
1.000 |
5,824.0 |
1.618 |
5,791.0 |
2.618 |
5,738.0 |
4.250 |
5,652.0 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,903.5 |
5,889.5 |
PP |
5,900.0 |
5,887.0 |
S1 |
5,896.0 |
5,884.0 |
|