Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.5 |
1,710.4 |
-5.1 |
-0.3% |
1,777.8 |
High |
1,719.8 |
1,712.4 |
-7.4 |
-0.4% |
1,795.1 |
Low |
1,697.3 |
1,666.1 |
-31.2 |
-1.8% |
1,680.0 |
Close |
1,706.7 |
1,674.9 |
-31.8 |
-1.9% |
1,712.6 |
Range |
22.5 |
46.3 |
23.8 |
105.8% |
115.1 |
ATR |
29.7 |
30.8 |
1.2 |
4.0% |
0.0 |
Volume |
9,999 |
6,998 |
-3,001 |
-30.0% |
57,655 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.4 |
1,795.4 |
1,700.4 |
|
R3 |
1,777.1 |
1,749.1 |
1,687.6 |
|
R2 |
1,730.8 |
1,730.8 |
1,683.4 |
|
R1 |
1,702.8 |
1,702.8 |
1,679.1 |
1,693.7 |
PP |
1,684.5 |
1,684.5 |
1,684.5 |
1,679.9 |
S1 |
1,656.5 |
1,656.5 |
1,670.7 |
1,647.4 |
S2 |
1,638.2 |
1,638.2 |
1,666.4 |
|
S3 |
1,591.9 |
1,610.2 |
1,662.2 |
|
S4 |
1,545.6 |
1,563.9 |
1,649.4 |
|
|
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 |
1,794.3 |
1,666.1 |
128.2 |
7.7% |
46.8 |
2.8% |
7% |
False |
True |
10,262 |
10 |
1,795.1 |
1,666.1 |
129.0 |
7.7% |
33.6 |
2.0% |
7% |
False |
True |
9,549 |
20 |
1,795.1 |
1,666.1 |
129.0 |
7.7% |
29.0 |
1.7% |
7% |
False |
True |
7,215 |
40 |
1,795.1 |
1,611.9 |
183.2 |
10.9% |
26.6 |
1.6% |
34% |
False |
False |
6,569 |
60 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
28.3 |
1.7% |
55% |
False |
False |
5,275 |
80 |
1,802.5 |
1,528.6 |
273.9 |
16.4% |
28.9 |
1.7% |
53% |
False |
False |
4,388 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
29.0 |
1.7% |
52% |
False |
False |
3,642 |
120 |
1,852.6 |
1,528.6 |
324.0 |
19.3% |
31.9 |
1.9% |
45% |
False |
False |
3,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.2 |
2.618 |
1,833.6 |
1.618 |
1,787.3 |
1.000 |
1,758.7 |
0.618 |
1,741.0 |
HIGH |
1,712.4 |
0.618 |
1,694.7 |
0.500 |
1,689.3 |
0.382 |
1,683.8 |
LOW |
1,666.1 |
0.618 |
1,637.5 |
1.000 |
1,619.8 |
1.618 |
1,591.2 |
2.618 |
1,544.9 |
4.250 |
1,469.3 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,689.3 |
1,696.9 |
PP |
1,684.5 |
1,689.5 |
S1 |
1,679.7 |
1,682.2 |
|