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 |
1,695.6 |
1,719.7 |
24.1 |
1.4% |
1,776.8 |
High |
1,727.3 |
1,725.4 |
-1.9 |
-0.1% |
1,792.7 |
Low |
1,695.1 |
1,705.4 |
10.3 |
0.6% |
1,688.4 |
Close |
1,722.2 |
1,709.8 |
-12.4 |
-0.7% |
1,709.8 |
Range |
32.2 |
20.0 |
-12.2 |
-37.9% |
104.3 |
ATR |
31.2 |
30.4 |
-0.8 |
-2.6% |
0.0 |
Volume |
219,725 |
134,166 |
-85,559 |
-38.9% |
950,853 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.5 |
1,761.7 |
1,720.8 |
|
R3 |
1,753.5 |
1,741.7 |
1,715.3 |
|
R2 |
1,733.5 |
1,733.5 |
1,713.5 |
|
R1 |
1,721.7 |
1,721.7 |
1,711.6 |
1,717.6 |
PP |
1,713.5 |
1,713.5 |
1,713.5 |
1,711.5 |
S1 |
1,701.7 |
1,701.7 |
1,708.0 |
1,697.6 |
S2 |
1,693.5 |
1,693.5 |
1,706.1 |
|
S3 |
1,673.5 |
1,681.7 |
1,704.3 |
|
S4 |
1,653.5 |
1,661.7 |
1,698.8 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.2 |
1,980.8 |
1,767.2 |
|
R3 |
1,938.9 |
1,876.5 |
1,738.5 |
|
R2 |
1,834.6 |
1,834.6 |
1,728.9 |
|
R1 |
1,772.2 |
1,772.2 |
1,719.4 |
1,751.3 |
PP |
1,730.3 |
1,730.3 |
1,730.3 |
1,719.8 |
S1 |
1,667.9 |
1,667.9 |
1,700.2 |
1,647.0 |
S2 |
1,626.0 |
1,626.0 |
1,690.7 |
|
S3 |
1,521.7 |
1,563.6 |
1,681.1 |
|
S4 |
1,417.4 |
1,459.3 |
1,652.4 |
|
|
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% |
40.0 |
2.3% |
21% |
False |
False |
190,170 |
10 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
31.6 |
1.8% |
21% |
False |
False |
168,567 |
20 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
29.4 |
1.7% |
21% |
False |
False |
157,079 |
40 |
1,792.7 |
1,601.0 |
191.7 |
11.2% |
27.2 |
1.6% |
57% |
False |
False |
103,596 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.6% |
29.6 |
1.7% |
69% |
False |
False |
70,522 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
30.2 |
1.8% |
65% |
False |
False |
53,843 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
30.0 |
1.8% |
65% |
False |
False |
43,288 |
120 |
1,864.9 |
1,526.2 |
338.7 |
19.8% |
33.7 |
2.0% |
54% |
False |
False |
36,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.4 |
2.618 |
1,777.8 |
1.618 |
1,757.8 |
1.000 |
1,745.4 |
0.618 |
1,737.8 |
HIGH |
1,725.4 |
0.618 |
1,717.8 |
0.500 |
1,715.4 |
0.382 |
1,713.0 |
LOW |
1,705.4 |
0.618 |
1,693.0 |
1.000 |
1,685.4 |
1.618 |
1,673.0 |
2.618 |
1,653.0 |
4.250 |
1,620.4 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,715.4 |
1,740.4 |
PP |
1,713.5 |
1,730.2 |
S1 |
1,711.7 |
1,720.0 |
|