Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,789.5 |
1,699.0 |
-90.5 |
-5.1% |
1,732.5 |
High |
1,794.3 |
1,729.6 |
-64.7 |
-3.6% |
1,792.4 |
Low |
1,680.0 |
1,698.3 |
18.3 |
1.1% |
1,732.5 |
Close |
1,714.0 |
1,725.0 |
11.0 |
0.6% |
1,779.2 |
Range |
114.3 |
31.3 |
-83.0 |
-72.6% |
59.9 |
ATR |
31.0 |
31.0 |
0.0 |
0.1% |
0.0 |
Volume |
8,282 |
13,521 |
5,239 |
63.3% |
25,386 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.5 |
1,799.6 |
1,742.2 |
|
R3 |
1,780.2 |
1,768.3 |
1,733.6 |
|
R2 |
1,748.9 |
1,748.9 |
1,730.7 |
|
R1 |
1,737.0 |
1,737.0 |
1,727.9 |
1,743.0 |
PP |
1,717.6 |
1,717.6 |
1,717.6 |
1,720.6 |
S1 |
1,705.7 |
1,705.7 |
1,722.1 |
1,711.7 |
S2 |
1,686.3 |
1,686.3 |
1,719.3 |
|
S3 |
1,655.0 |
1,674.4 |
1,716.4 |
|
S4 |
1,623.7 |
1,643.1 |
1,707.8 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.7 |
1,923.4 |
1,812.1 |
|
R3 |
1,887.8 |
1,863.5 |
1,795.7 |
|
R2 |
1,827.9 |
1,827.9 |
1,790.2 |
|
R1 |
1,803.6 |
1,803.6 |
1,784.7 |
1,815.8 |
PP |
1,768.0 |
1,768.0 |
1,768.0 |
1,774.1 |
S1 |
1,743.7 |
1,743.7 |
1,773.7 |
1,755.9 |
S2 |
1,708.1 |
1,708.1 |
1,768.2 |
|
S3 |
1,648.2 |
1,683.8 |
1,762.7 |
|
S4 |
1,588.3 |
1,623.9 |
1,746.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
40.1 |
2.3% |
39% |
False |
False |
10,235 |
10 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
32.3 |
1.9% |
39% |
False |
False |
8,110 |
20 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
28.8 |
1.7% |
39% |
False |
False |
6,160 |
40 |
1,795.1 |
1,599.5 |
195.6 |
11.3% |
26.2 |
1.5% |
64% |
False |
False |
6,350 |
60 |
1,795.1 |
1,528.6 |
266.5 |
15.4% |
28.3 |
1.6% |
74% |
False |
False |
4,870 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
28.7 |
1.7% |
70% |
False |
False |
4,034 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
28.9 |
1.7% |
70% |
False |
False |
3,355 |
120 |
1,890.9 |
1,528.6 |
362.3 |
21.0% |
32.3 |
1.9% |
54% |
False |
False |
2,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.6 |
2.618 |
1,811.5 |
1.618 |
1,780.2 |
1.000 |
1,760.9 |
0.618 |
1,748.9 |
HIGH |
1,729.6 |
0.618 |
1,717.6 |
0.500 |
1,714.0 |
0.382 |
1,710.3 |
LOW |
1,698.3 |
0.618 |
1,679.0 |
1.000 |
1,667.0 |
1.618 |
1,647.7 |
2.618 |
1,616.4 |
4.250 |
1,565.3 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,721.3 |
1,737.6 |
PP |
1,717.6 |
1,733.4 |
S1 |
1,714.0 |
1,729.2 |
|