Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
6,930.0 |
6,850.0 |
-80.0 |
-1.2% |
6,919.0 |
High |
6,981.5 |
6,972.5 |
-9.0 |
-0.1% |
6,985.5 |
Low |
6,860.0 |
6,835.0 |
-25.0 |
-0.4% |
6,750.0 |
Close |
6,868.0 |
6,947.0 |
79.0 |
1.2% |
6,882.0 |
Range |
121.5 |
137.5 |
16.0 |
13.2% |
235.5 |
ATR |
109.3 |
111.3 |
2.0 |
1.8% |
0.0 |
Volume |
1,403 |
1,275 |
-128 |
-9.1% |
4,420 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,330.7 |
7,276.3 |
7,022.6 |
|
R3 |
7,193.2 |
7,138.8 |
6,984.8 |
|
R2 |
7,055.7 |
7,055.7 |
6,972.2 |
|
R1 |
7,001.3 |
7,001.3 |
6,959.6 |
7,028.5 |
PP |
6,918.2 |
6,918.2 |
6,918.2 |
6,931.8 |
S1 |
6,863.8 |
6,863.8 |
6,934.4 |
6,891.0 |
S2 |
6,780.7 |
6,780.7 |
6,921.8 |
|
S3 |
6,643.2 |
6,726.3 |
6,909.2 |
|
S4 |
6,505.7 |
6,588.8 |
6,871.4 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,579.0 |
7,466.0 |
7,011.5 |
|
R3 |
7,343.5 |
7,230.5 |
6,946.8 |
|
R2 |
7,108.0 |
7,108.0 |
6,925.2 |
|
R1 |
6,995.0 |
6,995.0 |
6,903.6 |
6,933.8 |
PP |
6,872.5 |
6,872.5 |
6,872.5 |
6,841.9 |
S1 |
6,759.5 |
6,759.5 |
6,860.4 |
6,698.3 |
S2 |
6,637.0 |
6,637.0 |
6,838.8 |
|
S3 |
6,401.5 |
6,524.0 |
6,817.2 |
|
S4 |
6,166.0 |
6,288.5 |
6,752.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,981.5 |
6,762.5 |
219.0 |
3.2% |
104.6 |
1.5% |
84% |
False |
False |
920 |
10 |
6,985.5 |
6,750.0 |
235.5 |
3.4% |
103.2 |
1.5% |
84% |
False |
False |
908 |
20 |
6,985.5 |
6,655.0 |
330.5 |
4.8% |
101.3 |
1.5% |
88% |
False |
False |
671 |
40 |
6,985.5 |
6,014.0 |
971.5 |
14.0% |
98.8 |
1.4% |
96% |
False |
False |
528 |
60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.3% |
111.5 |
1.6% |
97% |
False |
False |
1,162 |
80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.7% |
120.0 |
1.7% |
98% |
False |
False |
918 |
100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.7% |
129.7 |
1.9% |
98% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,556.9 |
2.618 |
7,332.5 |
1.618 |
7,195.0 |
1.000 |
7,110.0 |
0.618 |
7,057.5 |
HIGH |
6,972.5 |
0.618 |
6,920.0 |
0.500 |
6,903.8 |
0.382 |
6,887.5 |
LOW |
6,835.0 |
0.618 |
6,750.0 |
1.000 |
6,697.5 |
1.618 |
6,612.5 |
2.618 |
6,475.0 |
4.250 |
6,250.6 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
6,932.6 |
6,933.4 |
PP |
6,918.2 |
6,919.8 |
S1 |
6,903.8 |
6,906.3 |
|