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 |
12,768 |
12,843 |
75 |
0.6% |
12,895 |
High |
12,879 |
12,905 |
26 |
0.2% |
12,905 |
Low |
12,753 |
12,795 |
42 |
0.3% |
12,655 |
Close |
12,844 |
12,863 |
19 |
0.1% |
12,863 |
Range |
126 |
110 |
-16 |
-12.7% |
250 |
ATR |
112 |
111 |
0 |
-0.1% |
0 |
Volume |
43,603 |
81,405 |
37,802 |
86.7% |
140,971 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,184 |
13,134 |
12,924 |
|
R3 |
13,074 |
13,024 |
12,893 |
|
R2 |
12,964 |
12,964 |
12,883 |
|
R1 |
12,914 |
12,914 |
12,873 |
12,939 |
PP |
12,854 |
12,854 |
12,854 |
12,867 |
S1 |
12,804 |
12,804 |
12,853 |
12,829 |
S2 |
12,744 |
12,744 |
12,843 |
|
S3 |
12,634 |
12,694 |
12,833 |
|
S4 |
12,524 |
12,584 |
12,803 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558 |
13,460 |
13,001 |
|
R3 |
13,308 |
13,210 |
12,932 |
|
R2 |
13,058 |
13,058 |
12,909 |
|
R1 |
12,960 |
12,960 |
12,886 |
12,884 |
PP |
12,808 |
12,808 |
12,808 |
12,770 |
S1 |
12,710 |
12,710 |
12,840 |
12,634 |
S2 |
12,558 |
12,558 |
12,817 |
|
S3 |
12,308 |
12,460 |
12,794 |
|
S4 |
12,058 |
12,210 |
12,726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,905 |
12,655 |
250 |
1.9% |
136 |
1.1% |
83% |
True |
False |
28,194 |
10 |
12,983 |
12,655 |
328 |
2.5% |
126 |
1.0% |
63% |
False |
False |
14,160 |
20 |
12,983 |
12,632 |
351 |
2.7% |
110 |
0.9% |
66% |
False |
False |
7,094 |
40 |
12,983 |
12,202 |
781 |
6.1% |
97 |
0.8% |
85% |
False |
False |
3,553 |
60 |
12,983 |
11,639 |
1,344 |
10.4% |
92 |
0.7% |
91% |
False |
False |
2,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,373 |
2.618 |
13,193 |
1.618 |
13,083 |
1.000 |
13,015 |
0.618 |
12,973 |
HIGH |
12,905 |
0.618 |
12,863 |
0.500 |
12,850 |
0.382 |
12,837 |
LOW |
12,795 |
0.618 |
12,727 |
1.000 |
12,685 |
1.618 |
12,617 |
2.618 |
12,507 |
4.250 |
12,328 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,859 |
12,839 |
PP |
12,854 |
12,815 |
S1 |
12,850 |
12,792 |
|