Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,355.75 |
1,369.00 |
13.25 |
1.0% |
1,357.75 |
High |
1,369.25 |
1,371.00 |
1.75 |
0.1% |
1,371.25 |
Low |
1,352.75 |
1,359.25 |
6.50 |
0.5% |
1,347.25 |
Close |
1,368.50 |
1,363.00 |
-5.50 |
-0.4% |
1,363.00 |
Range |
16.50 |
11.75 |
-4.75 |
-28.8% |
24.00 |
ATR |
14.38 |
14.19 |
-0.19 |
-1.3% |
0.00 |
Volume |
16,631 |
19,840 |
3,209 |
19.3% |
54,330 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.75 |
1,393.00 |
1,369.50 |
|
R3 |
1,388.00 |
1,381.25 |
1,366.25 |
|
R2 |
1,376.25 |
1,376.25 |
1,365.25 |
|
R1 |
1,369.50 |
1,369.50 |
1,364.00 |
1,367.00 |
PP |
1,364.50 |
1,364.50 |
1,364.50 |
1,363.00 |
S1 |
1,357.75 |
1,357.75 |
1,362.00 |
1,355.25 |
S2 |
1,352.75 |
1,352.75 |
1,360.75 |
|
S3 |
1,341.00 |
1,346.00 |
1,359.75 |
|
S4 |
1,329.25 |
1,334.25 |
1,356.50 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.50 |
1,421.75 |
1,376.25 |
|
R3 |
1,408.50 |
1,397.75 |
1,369.50 |
|
R2 |
1,384.50 |
1,384.50 |
1,367.50 |
|
R1 |
1,373.75 |
1,373.75 |
1,365.25 |
1,379.00 |
PP |
1,360.50 |
1,360.50 |
1,360.50 |
1,363.25 |
S1 |
1,349.75 |
1,349.75 |
1,360.75 |
1,355.00 |
S2 |
1,336.50 |
1,336.50 |
1,358.50 |
|
S3 |
1,312.50 |
1,325.75 |
1,356.50 |
|
S4 |
1,288.50 |
1,301.75 |
1,349.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,371.25 |
1,347.25 |
24.00 |
1.8% |
15.00 |
1.1% |
66% |
False |
False |
10,866 |
10 |
1,371.25 |
1,345.00 |
26.25 |
1.9% |
12.50 |
0.9% |
69% |
False |
False |
7,387 |
20 |
1,371.25 |
1,315.75 |
55.50 |
4.1% |
13.50 |
1.0% |
85% |
False |
False |
4,928 |
40 |
1,371.25 |
1,255.25 |
116.00 |
8.5% |
14.00 |
1.0% |
93% |
False |
False |
4,180 |
60 |
1,371.25 |
1,190.00 |
181.25 |
13.3% |
15.75 |
1.2% |
95% |
False |
False |
3,053 |
80 |
1,371.25 |
1,140.25 |
231.00 |
16.9% |
16.25 |
1.2% |
96% |
False |
False |
2,334 |
100 |
1,371.25 |
1,140.25 |
231.00 |
16.9% |
17.75 |
1.3% |
96% |
False |
False |
1,871 |
120 |
1,371.25 |
1,057.50 |
313.75 |
23.0% |
20.00 |
1.5% |
97% |
False |
False |
1,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.00 |
2.618 |
1,401.75 |
1.618 |
1,390.00 |
1.000 |
1,382.75 |
0.618 |
1,378.25 |
HIGH |
1,371.00 |
0.618 |
1,366.50 |
0.500 |
1,365.00 |
0.382 |
1,363.75 |
LOW |
1,359.25 |
0.618 |
1,352.00 |
1.000 |
1,347.50 |
1.618 |
1,340.25 |
2.618 |
1,328.50 |
4.250 |
1,309.25 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.00 |
1,362.25 |
PP |
1,364.50 |
1,361.75 |
S1 |
1,363.75 |
1,361.00 |
|