Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,707.4 |
1,675.0 |
-32.4 |
-1.9% |
1,776.8 |
High |
1,709.8 |
1,688.7 |
-21.1 |
-1.2% |
1,792.7 |
Low |
1,663.4 |
1,671.7 |
8.3 |
0.5% |
1,688.4 |
Close |
1,672.1 |
1,683.9 |
11.8 |
0.7% |
1,709.8 |
Range |
46.4 |
17.0 |
-29.4 |
-63.4% |
104.3 |
ATR |
31.1 |
30.1 |
-1.0 |
-3.2% |
0.0 |
Volume |
221,532 |
138,671 |
-82,861 |
-37.4% |
950,853 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.4 |
1,725.2 |
1,693.3 |
|
R3 |
1,715.4 |
1,708.2 |
1,688.6 |
|
R2 |
1,698.4 |
1,698.4 |
1,687.0 |
|
R1 |
1,691.2 |
1,691.2 |
1,685.5 |
1,694.8 |
PP |
1,681.4 |
1,681.4 |
1,681.4 |
1,683.3 |
S1 |
1,674.2 |
1,674.2 |
1,682.3 |
1,677.8 |
S2 |
1,664.4 |
1,664.4 |
1,680.8 |
|
S3 |
1,647.4 |
1,657.2 |
1,679.2 |
|
S4 |
1,630.4 |
1,640.2 |
1,674.6 |
|
|
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 |
1,727.3 |
1,663.4 |
63.9 |
3.8% |
27.8 |
1.7% |
32% |
False |
False |
172,715 |
10 |
1,792.7 |
1,663.4 |
129.3 |
7.7% |
31.7 |
1.9% |
16% |
False |
False |
173,183 |
20 |
1,792.7 |
1,663.4 |
129.3 |
7.7% |
28.4 |
1.7% |
16% |
False |
False |
159,313 |
40 |
1,792.7 |
1,612.7 |
180.0 |
10.7% |
27.7 |
1.6% |
40% |
False |
False |
115,615 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.8% |
29.3 |
1.7% |
59% |
False |
False |
78,827 |
80 |
1,799.8 |
1,526.2 |
273.6 |
16.2% |
30.0 |
1.8% |
58% |
False |
False |
60,052 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.7% |
30.0 |
1.8% |
56% |
False |
False |
48,344 |
120 |
1,831.7 |
1,526.2 |
305.5 |
18.1% |
33.3 |
2.0% |
52% |
False |
False |
40,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.0 |
2.618 |
1,733.2 |
1.618 |
1,716.2 |
1.000 |
1,705.7 |
0.618 |
1,699.2 |
HIGH |
1,688.7 |
0.618 |
1,682.2 |
0.500 |
1,680.2 |
0.382 |
1,678.2 |
LOW |
1,671.7 |
0.618 |
1,661.2 |
1.000 |
1,654.7 |
1.618 |
1,644.2 |
2.618 |
1,627.2 |
4.250 |
1,599.5 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,682.7 |
1,690.7 |
PP |
1,681.4 |
1,688.4 |
S1 |
1,680.2 |
1,686.2 |
|