Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,675.0 |
1,685.7 |
10.7 |
0.6% |
1,776.8 |
High |
1,688.7 |
1,704.8 |
16.1 |
1.0% |
1,792.7 |
Low |
1,671.7 |
1,683.6 |
11.9 |
0.7% |
1,688.4 |
Close |
1,683.9 |
1,698.7 |
14.8 |
0.9% |
1,709.8 |
Range |
17.0 |
21.2 |
4.2 |
24.7% |
104.3 |
ATR |
30.1 |
29.4 |
-0.6 |
-2.1% |
0.0 |
Volume |
138,671 |
145,836 |
7,165 |
5.2% |
950,853 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.3 |
1,750.2 |
1,710.4 |
|
R3 |
1,738.1 |
1,729.0 |
1,704.5 |
|
R2 |
1,716.9 |
1,716.9 |
1,702.6 |
|
R1 |
1,707.8 |
1,707.8 |
1,700.6 |
1,712.4 |
PP |
1,695.7 |
1,695.7 |
1,695.7 |
1,698.0 |
S1 |
1,686.6 |
1,686.6 |
1,696.8 |
1,691.2 |
S2 |
1,674.5 |
1,674.5 |
1,694.8 |
|
S3 |
1,653.3 |
1,665.4 |
1,692.9 |
|
S4 |
1,632.1 |
1,644.2 |
1,687.0 |
|
|
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 |
1,725.4 |
1,663.4 |
62.0 |
3.6% |
25.6 |
1.5% |
57% |
False |
False |
157,937 |
10 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
32.2 |
1.9% |
27% |
False |
False |
173,692 |
20 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
28.0 |
1.6% |
27% |
False |
False |
159,654 |
40 |
1,792.7 |
1,628.7 |
164.0 |
9.7% |
27.4 |
1.6% |
43% |
False |
False |
118,765 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.7% |
29.2 |
1.7% |
65% |
False |
False |
81,144 |
80 |
1,799.8 |
1,526.2 |
273.6 |
16.1% |
29.8 |
1.8% |
63% |
False |
False |
61,839 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.6% |
29.9 |
1.8% |
61% |
False |
False |
49,787 |
120 |
1,831.7 |
1,526.2 |
305.5 |
18.0% |
33.1 |
1.9% |
56% |
False |
False |
41,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.9 |
2.618 |
1,760.3 |
1.618 |
1,739.1 |
1.000 |
1,726.0 |
0.618 |
1,717.9 |
HIGH |
1,704.8 |
0.618 |
1,696.7 |
0.500 |
1,694.2 |
0.382 |
1,691.7 |
LOW |
1,683.6 |
0.618 |
1,670.5 |
1.000 |
1,662.4 |
1.618 |
1,649.3 |
2.618 |
1,628.1 |
4.250 |
1,593.5 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,697.2 |
1,694.7 |
PP |
1,695.7 |
1,690.6 |
S1 |
1,694.2 |
1,686.6 |
|