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 |
5,813.5 |
5,682.5 |
-131.0 |
-2.3% |
5,845.0 |
High |
5,813.5 |
5,744.0 |
-69.5 |
-1.2% |
5,878.5 |
Low |
5,671.0 |
5,682.0 |
11.0 |
0.2% |
5,792.0 |
Close |
5,682.0 |
5,730.0 |
48.0 |
0.8% |
5,846.5 |
Range |
142.5 |
62.0 |
-80.5 |
-56.5% |
86.5 |
ATR |
56.0 |
56.4 |
0.4 |
0.8% |
0.0 |
Volume |
1,431 |
7,594 |
6,163 |
430.7% |
5,107 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,904.5 |
5,879.5 |
5,764.0 |
|
R3 |
5,842.5 |
5,817.5 |
5,747.0 |
|
R2 |
5,780.5 |
5,780.5 |
5,741.5 |
|
R1 |
5,755.5 |
5,755.5 |
5,735.5 |
5,768.0 |
PP |
5,718.5 |
5,718.5 |
5,718.5 |
5,725.0 |
S1 |
5,693.5 |
5,693.5 |
5,724.5 |
5,706.0 |
S2 |
5,656.5 |
5,656.5 |
5,718.5 |
|
S3 |
5,594.5 |
5,631.5 |
5,713.0 |
|
S4 |
5,532.5 |
5,569.5 |
5,696.0 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.5 |
6,059.0 |
5,894.0 |
|
R3 |
6,012.0 |
5,972.5 |
5,870.5 |
|
R2 |
5,925.5 |
5,925.5 |
5,862.5 |
|
R1 |
5,886.0 |
5,886.0 |
5,854.5 |
5,906.0 |
PP |
5,839.0 |
5,839.0 |
5,839.0 |
5,849.0 |
S1 |
5,799.5 |
5,799.5 |
5,838.5 |
5,819.0 |
S2 |
5,752.5 |
5,752.5 |
5,830.5 |
|
S3 |
5,666.0 |
5,713.0 |
5,822.5 |
|
S4 |
5,579.5 |
5,626.5 |
5,799.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,875.0 |
5,671.0 |
204.0 |
3.6% |
69.0 |
1.2% |
29% |
False |
False |
3,123 |
10 |
5,890.0 |
5,671.0 |
219.0 |
3.8% |
57.5 |
1.0% |
27% |
False |
False |
1,629 |
20 |
5,890.0 |
5,671.0 |
219.0 |
3.8% |
46.5 |
0.8% |
27% |
False |
False |
858 |
40 |
5,890.0 |
5,523.5 |
366.5 |
6.4% |
41.5 |
0.7% |
56% |
False |
False |
440 |
60 |
5,890.0 |
5,277.5 |
612.5 |
10.7% |
30.5 |
0.5% |
74% |
False |
False |
314 |
80 |
5,890.0 |
5,070.5 |
819.5 |
14.3% |
25.0 |
0.4% |
80% |
False |
False |
247 |
100 |
5,890.0 |
5,070.5 |
819.5 |
14.3% |
22.5 |
0.4% |
80% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,007.5 |
2.618 |
5,906.5 |
1.618 |
5,844.5 |
1.000 |
5,806.0 |
0.618 |
5,782.5 |
HIGH |
5,744.0 |
0.618 |
5,720.5 |
0.500 |
5,713.0 |
0.382 |
5,705.5 |
LOW |
5,682.0 |
0.618 |
5,643.5 |
1.000 |
5,620.0 |
1.618 |
5,581.5 |
2.618 |
5,519.5 |
4.250 |
5,418.5 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,724.5 |
5,752.0 |
PP |
5,718.5 |
5,744.5 |
S1 |
5,713.0 |
5,737.5 |
|