Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,719.7 |
1,712.4 |
-7.3 |
-0.4% |
1,776.8 |
High |
1,725.4 |
1,718.0 |
-7.4 |
-0.4% |
1,792.7 |
Low |
1,705.4 |
1,694.4 |
-11.0 |
-0.6% |
1,688.4 |
Close |
1,709.8 |
1,703.9 |
-5.9 |
-0.3% |
1,709.8 |
Range |
20.0 |
23.6 |
3.6 |
18.0% |
104.3 |
ATR |
30.4 |
29.9 |
-0.5 |
-1.6% |
0.0 |
Volume |
134,166 |
149,484 |
15,318 |
11.4% |
950,853 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.2 |
1,763.7 |
1,716.9 |
|
R3 |
1,752.6 |
1,740.1 |
1,710.4 |
|
R2 |
1,729.0 |
1,729.0 |
1,708.2 |
|
R1 |
1,716.5 |
1,716.5 |
1,706.1 |
1,711.0 |
PP |
1,705.4 |
1,705.4 |
1,705.4 |
1,702.7 |
S1 |
1,692.9 |
1,692.9 |
1,701.7 |
1,687.4 |
S2 |
1,681.8 |
1,681.8 |
1,699.6 |
|
S3 |
1,658.2 |
1,669.3 |
1,697.4 |
|
S4 |
1,634.6 |
1,645.7 |
1,690.9 |
|
|
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% |
41.1 |
2.4% |
15% |
False |
False |
194,951 |
10 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
32.1 |
1.9% |
15% |
False |
False |
172,438 |
20 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
28.6 |
1.7% |
15% |
False |
False |
155,479 |
40 |
1,792.7 |
1,609.0 |
183.7 |
10.8% |
27.1 |
1.6% |
52% |
False |
False |
107,035 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.6% |
29.4 |
1.7% |
67% |
False |
False |
72,948 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
29.9 |
1.8% |
63% |
False |
False |
55,689 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
29.9 |
1.8% |
63% |
False |
False |
44,773 |
120 |
1,851.7 |
1,526.2 |
325.5 |
19.1% |
33.5 |
2.0% |
55% |
False |
False |
37,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.3 |
2.618 |
1,779.8 |
1.618 |
1,756.2 |
1.000 |
1,741.6 |
0.618 |
1,732.6 |
HIGH |
1,718.0 |
0.618 |
1,709.0 |
0.500 |
1,706.2 |
0.382 |
1,703.4 |
LOW |
1,694.4 |
0.618 |
1,679.8 |
1.000 |
1,670.8 |
1.618 |
1,656.2 |
2.618 |
1,632.6 |
4.250 |
1,594.1 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,706.2 |
1,710.9 |
PP |
1,705.4 |
1,708.5 |
S1 |
1,704.7 |
1,706.2 |
|