Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,369.00 |
1,361.00 |
-8.00 |
-0.6% |
1,357.75 |
High |
1,371.00 |
1,363.25 |
-7.75 |
-0.6% |
1,371.25 |
Low |
1,359.25 |
1,352.50 |
-6.75 |
-0.5% |
1,347.25 |
Close |
1,363.00 |
1,358.50 |
-4.50 |
-0.3% |
1,363.00 |
Range |
11.75 |
10.75 |
-1.00 |
-8.5% |
24.00 |
ATR |
14.19 |
13.94 |
-0.25 |
-1.7% |
0.00 |
Volume |
19,840 |
46,015 |
26,175 |
131.9% |
54,330 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.25 |
1,385.25 |
1,364.50 |
|
R3 |
1,379.50 |
1,374.50 |
1,361.50 |
|
R2 |
1,368.75 |
1,368.75 |
1,360.50 |
|
R1 |
1,363.75 |
1,363.75 |
1,359.50 |
1,361.00 |
PP |
1,358.00 |
1,358.00 |
1,358.00 |
1,356.75 |
S1 |
1,353.00 |
1,353.00 |
1,357.50 |
1,350.00 |
S2 |
1,347.25 |
1,347.25 |
1,356.50 |
|
S3 |
1,336.50 |
1,342.25 |
1,355.50 |
|
S4 |
1,325.75 |
1,331.50 |
1,352.50 |
|
|
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 |
1,350.75 |
20.50 |
1.5% |
13.75 |
1.0% |
38% |
False |
False |
18,840 |
10 |
1,371.25 |
1,345.00 |
26.25 |
1.9% |
13.00 |
0.9% |
51% |
False |
False |
11,825 |
20 |
1,371.25 |
1,324.50 |
46.75 |
3.4% |
13.00 |
1.0% |
73% |
False |
False |
7,207 |
40 |
1,371.25 |
1,262.25 |
109.00 |
8.0% |
14.00 |
1.0% |
88% |
False |
False |
5,293 |
60 |
1,371.25 |
1,190.00 |
181.25 |
13.3% |
15.75 |
1.2% |
93% |
False |
False |
3,811 |
80 |
1,371.25 |
1,140.25 |
231.00 |
17.0% |
16.00 |
1.2% |
94% |
False |
False |
2,909 |
100 |
1,371.25 |
1,140.25 |
231.00 |
17.0% |
17.50 |
1.3% |
94% |
False |
False |
2,331 |
120 |
1,371.25 |
1,057.50 |
313.75 |
23.1% |
20.00 |
1.5% |
96% |
False |
False |
1,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.00 |
2.618 |
1,391.50 |
1.618 |
1,380.75 |
1.000 |
1,374.00 |
0.618 |
1,370.00 |
HIGH |
1,363.25 |
0.618 |
1,359.25 |
0.500 |
1,358.00 |
0.382 |
1,356.50 |
LOW |
1,352.50 |
0.618 |
1,345.75 |
1.000 |
1,341.75 |
1.618 |
1,335.00 |
2.618 |
1,324.25 |
4.250 |
1,306.75 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,358.25 |
1,361.75 |
PP |
1,358.00 |
1,360.75 |
S1 |
1,358.00 |
1,359.50 |
|