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 |
1,786.2 |
1,695.6 |
-90.6 |
-5.1% |
1,728.4 |
High |
1,792.3 |
1,727.3 |
-65.0 |
-3.6% |
1,789.5 |
Low |
1,688.4 |
1,695.1 |
6.7 |
0.4% |
1,727.0 |
Close |
1,711.3 |
1,722.2 |
10.9 |
0.6% |
1,776.4 |
Range |
103.9 |
32.2 |
-71.7 |
-69.0% |
62.5 |
ATR |
31.1 |
31.2 |
0.1 |
0.2% |
0.0 |
Volume |
321,180 |
219,725 |
-101,455 |
-31.6% |
624,051 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.5 |
1,799.0 |
1,739.9 |
|
R3 |
1,779.3 |
1,766.8 |
1,731.1 |
|
R2 |
1,747.1 |
1,747.1 |
1,728.1 |
|
R1 |
1,734.6 |
1,734.6 |
1,725.2 |
1,740.9 |
PP |
1,714.9 |
1,714.9 |
1,714.9 |
1,718.0 |
S1 |
1,702.4 |
1,702.4 |
1,719.2 |
1,708.7 |
S2 |
1,682.7 |
1,682.7 |
1,716.3 |
|
S3 |
1,650.5 |
1,670.2 |
1,713.3 |
|
S4 |
1,618.3 |
1,638.0 |
1,704.5 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.8 |
1,926.6 |
1,810.8 |
|
R3 |
1,889.3 |
1,864.1 |
1,793.6 |
|
R2 |
1,826.8 |
1,826.8 |
1,787.9 |
|
R1 |
1,801.6 |
1,801.6 |
1,782.1 |
1,814.2 |
PP |
1,764.3 |
1,764.3 |
1,764.3 |
1,770.6 |
S1 |
1,739.1 |
1,739.1 |
1,770.7 |
1,751.7 |
S2 |
1,701.8 |
1,701.8 |
1,764.9 |
|
S3 |
1,639.3 |
1,676.6 |
1,759.2 |
|
S4 |
1,576.8 |
1,614.1 |
1,742.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
38.7 |
2.2% |
32% |
False |
False |
189,446 |
10 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
32.1 |
1.9% |
32% |
False |
False |
170,759 |
20 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
29.4 |
1.7% |
32% |
False |
False |
157,002 |
40 |
1,792.7 |
1,597.6 |
195.1 |
11.3% |
27.3 |
1.6% |
64% |
False |
False |
100,401 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.5% |
29.8 |
1.7% |
74% |
False |
False |
68,322 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.4% |
30.1 |
1.7% |
70% |
False |
False |
52,186 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.4% |
30.1 |
1.8% |
70% |
False |
False |
41,952 |
120 |
1,888.2 |
1,526.2 |
362.0 |
21.0% |
34.0 |
2.0% |
54% |
False |
False |
35,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.2 |
2.618 |
1,811.6 |
1.618 |
1,779.4 |
1.000 |
1,759.5 |
0.618 |
1,747.2 |
HIGH |
1,727.3 |
0.618 |
1,715.0 |
0.500 |
1,711.2 |
0.382 |
1,707.4 |
LOW |
1,695.1 |
0.618 |
1,675.2 |
1.000 |
1,662.9 |
1.618 |
1,643.0 |
2.618 |
1,610.8 |
4.250 |
1,558.3 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,718.5 |
1,740.6 |
PP |
1,714.9 |
1,734.4 |
S1 |
1,711.2 |
1,728.3 |
|