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 |
12,684 |
12,768 |
84 |
0.7% |
12,851 |
High |
12,779 |
12,879 |
100 |
0.8% |
12,983 |
Low |
12,678 |
12,753 |
75 |
0.6% |
12,795 |
Close |
12,772 |
12,844 |
72 |
0.6% |
12,896 |
Range |
101 |
126 |
25 |
24.8% |
188 |
ATR |
110 |
112 |
1 |
1.0% |
0 |
Volume |
14,098 |
43,603 |
29,505 |
209.3% |
634 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,203 |
13,150 |
12,913 |
|
R3 |
13,077 |
13,024 |
12,879 |
|
R2 |
12,951 |
12,951 |
12,867 |
|
R1 |
12,898 |
12,898 |
12,856 |
12,925 |
PP |
12,825 |
12,825 |
12,825 |
12,839 |
S1 |
12,772 |
12,772 |
12,833 |
12,799 |
S2 |
12,699 |
12,699 |
12,821 |
|
S3 |
12,573 |
12,646 |
12,809 |
|
S4 |
12,447 |
12,520 |
12,775 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,455 |
13,364 |
13,000 |
|
R3 |
13,267 |
13,176 |
12,948 |
|
R2 |
13,079 |
13,079 |
12,931 |
|
R1 |
12,988 |
12,988 |
12,913 |
13,034 |
PP |
12,891 |
12,891 |
12,891 |
12,914 |
S1 |
12,800 |
12,800 |
12,879 |
12,846 |
S2 |
12,703 |
12,703 |
12,862 |
|
S3 |
12,515 |
12,612 |
12,844 |
|
S4 |
12,327 |
12,424 |
12,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,913 |
12,655 |
258 |
2.0% |
128 |
1.0% |
73% |
False |
False |
11,958 |
10 |
12,983 |
12,655 |
328 |
2.6% |
120 |
0.9% |
58% |
False |
False |
6,023 |
20 |
12,983 |
12,632 |
351 |
2.7% |
106 |
0.8% |
60% |
False |
False |
3,027 |
40 |
12,983 |
12,202 |
781 |
6.1% |
96 |
0.7% |
82% |
False |
False |
1,519 |
60 |
12,983 |
11,639 |
1,344 |
10.5% |
90 |
0.7% |
90% |
False |
False |
1,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,415 |
2.618 |
13,209 |
1.618 |
13,083 |
1.000 |
13,005 |
0.618 |
12,957 |
HIGH |
12,879 |
0.618 |
12,831 |
0.500 |
12,816 |
0.382 |
12,801 |
LOW |
12,753 |
0.618 |
12,675 |
1.000 |
12,627 |
1.618 |
12,549 |
2.618 |
12,423 |
4.250 |
12,218 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,835 |
12,822 |
PP |
12,825 |
12,799 |
S1 |
12,816 |
12,777 |
|