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 |
5,748.0 |
5,817.0 |
69.0 |
1.2% |
5,821.0 |
High |
5,815.0 |
5,843.0 |
28.0 |
0.5% |
5,843.0 |
Low |
5,730.0 |
5,788.5 |
58.5 |
1.0% |
5,671.0 |
Close |
5,804.5 |
5,829.0 |
24.5 |
0.4% |
5,829.0 |
Range |
85.0 |
54.5 |
-30.5 |
-35.9% |
172.0 |
ATR |
58.5 |
58.2 |
-0.3 |
-0.5% |
0.0 |
Volume |
8,707 |
53,896 |
45,189 |
519.0% |
73,568 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,983.5 |
5,961.0 |
5,859.0 |
|
R3 |
5,929.0 |
5,906.5 |
5,844.0 |
|
R2 |
5,874.5 |
5,874.5 |
5,839.0 |
|
R1 |
5,852.0 |
5,852.0 |
5,834.0 |
5,863.0 |
PP |
5,820.0 |
5,820.0 |
5,820.0 |
5,826.0 |
S1 |
5,797.5 |
5,797.5 |
5,824.0 |
5,809.0 |
S2 |
5,765.5 |
5,765.5 |
5,819.0 |
|
S3 |
5,711.0 |
5,743.0 |
5,814.0 |
|
S4 |
5,656.5 |
5,688.5 |
5,799.0 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.0 |
6,235.0 |
5,923.5 |
|
R3 |
6,125.0 |
6,063.0 |
5,876.5 |
|
R2 |
5,953.0 |
5,953.0 |
5,860.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,845.0 |
5,922.0 |
PP |
5,781.0 |
5,781.0 |
5,781.0 |
5,796.5 |
S1 |
5,719.0 |
5,719.0 |
5,813.0 |
5,750.0 |
S2 |
5,609.0 |
5,609.0 |
5,797.5 |
|
S3 |
5,437.0 |
5,547.0 |
5,781.5 |
|
S4 |
5,265.0 |
5,375.0 |
5,734.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,843.0 |
5,671.0 |
172.0 |
3.0% |
75.0 |
1.3% |
92% |
True |
False |
14,713 |
10 |
5,878.5 |
5,671.0 |
207.5 |
3.6% |
63.5 |
1.1% |
76% |
False |
False |
7,867 |
20 |
5,890.0 |
5,671.0 |
219.0 |
3.8% |
49.5 |
0.8% |
72% |
False |
False |
3,987 |
40 |
5,890.0 |
5,536.0 |
354.0 |
6.1% |
43.5 |
0.7% |
83% |
False |
False |
2,003 |
60 |
5,890.0 |
5,277.5 |
612.5 |
10.5% |
33.0 |
0.6% |
90% |
False |
False |
1,341 |
80 |
5,890.0 |
5,070.5 |
819.5 |
14.1% |
27.0 |
0.5% |
93% |
False |
False |
1,029 |
100 |
5,890.0 |
5,070.5 |
819.5 |
14.1% |
24.0 |
0.4% |
93% |
False |
False |
833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,074.5 |
2.618 |
5,985.5 |
1.618 |
5,931.0 |
1.000 |
5,897.5 |
0.618 |
5,876.5 |
HIGH |
5,843.0 |
0.618 |
5,822.0 |
0.500 |
5,816.0 |
0.382 |
5,809.5 |
LOW |
5,788.5 |
0.618 |
5,755.0 |
1.000 |
5,734.0 |
1.618 |
5,700.5 |
2.618 |
5,646.0 |
4.250 |
5,557.0 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,824.5 |
5,807.0 |
PP |
5,820.0 |
5,784.5 |
S1 |
5,816.0 |
5,762.5 |
|