Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,336.75 |
1,347.00 |
10.25 |
0.8% |
1,357.75 |
High |
1,348.25 |
1,362.50 |
14.25 |
1.1% |
1,371.25 |
Low |
1,335.75 |
1,344.75 |
9.00 |
0.7% |
1,347.25 |
Close |
1,347.00 |
1,360.50 |
13.50 |
1.0% |
1,363.00 |
Range |
12.50 |
17.75 |
5.25 |
42.0% |
24.00 |
ATR |
14.69 |
14.91 |
0.22 |
1.5% |
0.00 |
Volume |
209,354 |
917,534 |
708,180 |
338.3% |
54,330 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.25 |
1,402.50 |
1,370.25 |
|
R3 |
1,391.50 |
1,384.75 |
1,365.50 |
|
R2 |
1,373.75 |
1,373.75 |
1,363.75 |
|
R1 |
1,367.00 |
1,367.00 |
1,362.25 |
1,370.50 |
PP |
1,356.00 |
1,356.00 |
1,356.00 |
1,357.50 |
S1 |
1,349.25 |
1,349.25 |
1,358.75 |
1,352.50 |
S2 |
1,338.25 |
1,338.25 |
1,357.25 |
|
S3 |
1,320.50 |
1,331.50 |
1,355.50 |
|
S4 |
1,302.75 |
1,313.75 |
1,350.75 |
|
|
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 |
1,371.00 |
1,332.75 |
38.25 |
2.8% |
16.00 |
1.2% |
73% |
False |
False |
262,144 |
10 |
1,371.25 |
1,332.75 |
38.50 |
2.8% |
15.00 |
1.1% |
72% |
False |
False |
135,003 |
20 |
1,371.25 |
1,327.75 |
43.50 |
3.2% |
14.25 |
1.0% |
75% |
False |
False |
69,005 |
40 |
1,371.25 |
1,267.50 |
103.75 |
7.6% |
14.25 |
1.1% |
90% |
False |
False |
36,321 |
60 |
1,371.25 |
1,190.00 |
181.25 |
13.3% |
15.50 |
1.1% |
94% |
False |
False |
24,554 |
80 |
1,371.25 |
1,140.25 |
231.00 |
17.0% |
16.25 |
1.2% |
95% |
False |
False |
18,455 |
100 |
1,371.25 |
1,140.25 |
231.00 |
17.0% |
17.50 |
1.3% |
95% |
False |
False |
14,780 |
120 |
1,371.25 |
1,057.50 |
313.75 |
23.1% |
19.50 |
1.4% |
97% |
False |
False |
12,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.00 |
2.618 |
1,409.00 |
1.618 |
1,391.25 |
1.000 |
1,380.25 |
0.618 |
1,373.50 |
HIGH |
1,362.50 |
0.618 |
1,355.75 |
0.500 |
1,353.50 |
0.382 |
1,351.50 |
LOW |
1,344.75 |
0.618 |
1,333.75 |
1.000 |
1,327.00 |
1.618 |
1,316.00 |
2.618 |
1,298.25 |
4.250 |
1,269.25 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,358.25 |
1,356.25 |
PP |
1,356.00 |
1,352.00 |
S1 |
1,353.50 |
1,347.50 |
|