Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,712.4 |
1,707.4 |
-5.0 |
-0.3% |
1,776.8 |
High |
1,718.0 |
1,709.8 |
-8.2 |
-0.5% |
1,792.7 |
Low |
1,694.4 |
1,663.4 |
-31.0 |
-1.8% |
1,688.4 |
Close |
1,703.9 |
1,672.1 |
-31.8 |
-1.9% |
1,709.8 |
Range |
23.6 |
46.4 |
22.8 |
96.6% |
104.3 |
ATR |
29.9 |
31.1 |
1.2 |
3.9% |
0.0 |
Volume |
149,484 |
221,532 |
72,048 |
48.2% |
950,853 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.0 |
1,792.9 |
1,697.6 |
|
R3 |
1,774.6 |
1,746.5 |
1,684.9 |
|
R2 |
1,728.2 |
1,728.2 |
1,680.6 |
|
R1 |
1,700.1 |
1,700.1 |
1,676.4 |
1,691.0 |
PP |
1,681.8 |
1,681.8 |
1,681.8 |
1,677.2 |
S1 |
1,653.7 |
1,653.7 |
1,667.8 |
1,644.6 |
S2 |
1,635.4 |
1,635.4 |
1,663.6 |
|
S3 |
1,589.0 |
1,607.3 |
1,659.3 |
|
S4 |
1,542.6 |
1,560.9 |
1,646.6 |
|
|
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 |
1,792.3 |
1,663.4 |
128.9 |
7.7% |
45.2 |
2.7% |
7% |
False |
True |
209,217 |
10 |
1,792.7 |
1,663.4 |
129.3 |
7.7% |
33.2 |
2.0% |
7% |
False |
True |
175,521 |
20 |
1,792.7 |
1,663.4 |
129.3 |
7.7% |
29.5 |
1.8% |
7% |
False |
True |
160,130 |
40 |
1,792.7 |
1,609.0 |
183.7 |
11.0% |
27.7 |
1.7% |
34% |
False |
False |
112,347 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.9% |
29.8 |
1.8% |
55% |
False |
False |
76,563 |
80 |
1,803.9 |
1,526.2 |
277.7 |
16.6% |
30.2 |
1.8% |
53% |
False |
False |
58,411 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
30.1 |
1.8% |
52% |
False |
False |
46,974 |
120 |
1,850.2 |
1,526.2 |
324.0 |
19.4% |
33.4 |
2.0% |
45% |
False |
False |
39,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.0 |
2.618 |
1,831.3 |
1.618 |
1,784.9 |
1.000 |
1,756.2 |
0.618 |
1,738.5 |
HIGH |
1,709.8 |
0.618 |
1,692.1 |
0.500 |
1,686.6 |
0.382 |
1,681.1 |
LOW |
1,663.4 |
0.618 |
1,634.7 |
1.000 |
1,617.0 |
1.618 |
1,588.3 |
2.618 |
1,541.9 |
4.250 |
1,466.2 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,686.6 |
1,694.4 |
PP |
1,681.8 |
1,687.0 |
S1 |
1,676.9 |
1,679.5 |
|