Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,685.7 |
1,700.5 |
14.8 |
0.9% |
1,712.4 |
High |
1,704.8 |
1,716.5 |
11.7 |
0.7% |
1,718.0 |
Low |
1,683.6 |
1,677.0 |
-6.6 |
-0.4% |
1,663.4 |
Close |
1,698.7 |
1,711.5 |
12.8 |
0.8% |
1,711.5 |
Range |
21.2 |
39.5 |
18.3 |
86.3% |
54.6 |
ATR |
29.4 |
30.2 |
0.7 |
2.4% |
0.0 |
Volume |
145,836 |
192,192 |
46,356 |
31.8% |
847,715 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.2 |
1,805.3 |
1,733.2 |
|
R3 |
1,780.7 |
1,765.8 |
1,722.4 |
|
R2 |
1,741.2 |
1,741.2 |
1,718.7 |
|
R1 |
1,726.3 |
1,726.3 |
1,715.1 |
1,733.8 |
PP |
1,701.7 |
1,701.7 |
1,701.7 |
1,705.4 |
S1 |
1,686.8 |
1,686.8 |
1,707.9 |
1,694.3 |
S2 |
1,662.2 |
1,662.2 |
1,704.3 |
|
S3 |
1,622.7 |
1,647.3 |
1,700.6 |
|
S4 |
1,583.2 |
1,607.8 |
1,689.8 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.4 |
1,841.1 |
1,741.5 |
|
R3 |
1,806.8 |
1,786.5 |
1,726.5 |
|
R2 |
1,752.2 |
1,752.2 |
1,721.5 |
|
R1 |
1,731.9 |
1,731.9 |
1,716.5 |
1,714.8 |
PP |
1,697.6 |
1,697.6 |
1,697.6 |
1,689.1 |
S1 |
1,677.3 |
1,677.3 |
1,706.5 |
1,660.2 |
S2 |
1,643.0 |
1,643.0 |
1,701.5 |
|
S3 |
1,588.4 |
1,622.7 |
1,696.5 |
|
S4 |
1,533.8 |
1,568.1 |
1,681.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,718.0 |
1,663.4 |
54.6 |
3.2% |
29.5 |
1.7% |
88% |
False |
False |
169,543 |
10 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
34.8 |
2.0% |
37% |
False |
False |
179,856 |
20 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
28.6 |
1.7% |
37% |
False |
False |
161,657 |
40 |
1,792.7 |
1,628.7 |
164.0 |
9.6% |
28.0 |
1.6% |
50% |
False |
False |
122,993 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.6% |
29.0 |
1.7% |
70% |
False |
False |
84,289 |
80 |
1,799.8 |
1,526.2 |
273.6 |
16.0% |
29.8 |
1.7% |
68% |
False |
False |
64,191 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
30.2 |
1.8% |
66% |
False |
False |
51,696 |
120 |
1,831.7 |
1,526.2 |
305.5 |
17.8% |
33.0 |
1.9% |
61% |
False |
False |
43,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.4 |
2.618 |
1,819.9 |
1.618 |
1,780.4 |
1.000 |
1,756.0 |
0.618 |
1,740.9 |
HIGH |
1,716.5 |
0.618 |
1,701.4 |
0.500 |
1,696.8 |
0.382 |
1,692.1 |
LOW |
1,677.0 |
0.618 |
1,652.6 |
1.000 |
1,637.5 |
1.618 |
1,613.1 |
2.618 |
1,573.6 |
4.250 |
1,509.1 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,706.6 |
1,705.7 |
PP |
1,701.7 |
1,699.9 |
S1 |
1,696.8 |
1,694.1 |
|