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 |
1,721.8 |
1,715.5 |
-6.3 |
-0.4% |
1,777.8 |
High |
1,727.6 |
1,719.8 |
-7.8 |
-0.5% |
1,795.1 |
Low |
1,708.1 |
1,697.3 |
-10.8 |
-0.6% |
1,680.0 |
Close |
1,712.6 |
1,706.7 |
-5.9 |
-0.3% |
1,712.6 |
Range |
19.5 |
22.5 |
3.0 |
15.4% |
115.1 |
ATR |
30.2 |
29.7 |
-0.6 |
-1.8% |
0.0 |
Volume |
12,514 |
9,999 |
-2,515 |
-20.1% |
57,655 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.4 |
1,763.6 |
1,719.1 |
|
R3 |
1,752.9 |
1,741.1 |
1,712.9 |
|
R2 |
1,730.4 |
1,730.4 |
1,710.8 |
|
R1 |
1,718.6 |
1,718.6 |
1,708.8 |
1,713.3 |
PP |
1,707.9 |
1,707.9 |
1,707.9 |
1,705.3 |
S1 |
1,696.1 |
1,696.1 |
1,704.6 |
1,690.8 |
S2 |
1,685.4 |
1,685.4 |
1,702.6 |
|
S3 |
1,662.9 |
1,673.6 |
1,700.5 |
|
S4 |
1,640.4 |
1,651.1 |
1,694.3 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.5 |
2,008.7 |
1,775.9 |
|
R3 |
1,959.4 |
1,893.6 |
1,744.3 |
|
R2 |
1,844.3 |
1,844.3 |
1,733.7 |
|
R1 |
1,778.5 |
1,778.5 |
1,723.2 |
1,753.9 |
PP |
1,729.2 |
1,729.2 |
1,729.2 |
1,716.9 |
S1 |
1,663.4 |
1,663.4 |
1,702.0 |
1,638.8 |
S2 |
1,614.1 |
1,614.1 |
1,691.5 |
|
S3 |
1,499.0 |
1,548.3 |
1,680.9 |
|
S4 |
1,383.9 |
1,433.2 |
1,649.3 |
|
|
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% |
42.5 |
2.5% |
23% |
False |
False |
10,519 |
10 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
32.1 |
1.9% |
23% |
False |
False |
9,304 |
20 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
28.0 |
1.6% |
23% |
False |
False |
7,023 |
40 |
1,795.1 |
1,611.9 |
183.2 |
10.7% |
25.9 |
1.5% |
52% |
False |
False |
6,547 |
60 |
1,795.1 |
1,528.6 |
266.5 |
15.6% |
27.9 |
1.6% |
67% |
False |
False |
5,192 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.4% |
28.6 |
1.7% |
64% |
False |
False |
4,310 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.4% |
28.8 |
1.7% |
64% |
False |
False |
3,573 |
120 |
1,852.6 |
1,528.6 |
324.0 |
19.0% |
31.9 |
1.9% |
55% |
False |
False |
3,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,815.4 |
2.618 |
1,778.7 |
1.618 |
1,756.2 |
1.000 |
1,742.3 |
0.618 |
1,733.7 |
HIGH |
1,719.8 |
0.618 |
1,711.2 |
0.500 |
1,708.6 |
0.382 |
1,705.9 |
LOW |
1,697.3 |
0.618 |
1,683.4 |
1.000 |
1,674.8 |
1.618 |
1,660.9 |
2.618 |
1,638.4 |
4.250 |
1,601.7 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,708.6 |
1,713.5 |
PP |
1,707.9 |
1,711.2 |
S1 |
1,707.3 |
1,709.0 |
|