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 |
1,677.8 |
1,690.0 |
12.2 |
0.7% |
1,777.8 |
High |
1,691.4 |
1,707.1 |
15.7 |
0.9% |
1,795.1 |
Low |
1,675.0 |
1,687.4 |
12.4 |
0.7% |
1,680.0 |
Close |
1,686.7 |
1,701.5 |
14.8 |
0.9% |
1,712.6 |
Range |
16.4 |
19.7 |
3.3 |
20.1% |
115.1 |
ATR |
29.8 |
29.1 |
-0.7 |
-2.3% |
0.0 |
Volume |
23,982 |
22,921 |
-1,061 |
-4.4% |
57,655 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.8 |
1,749.3 |
1,712.3 |
|
R3 |
1,738.1 |
1,729.6 |
1,706.9 |
|
R2 |
1,718.4 |
1,718.4 |
1,705.1 |
|
R1 |
1,709.9 |
1,709.9 |
1,703.3 |
1,714.2 |
PP |
1,698.7 |
1,698.7 |
1,698.7 |
1,700.8 |
S1 |
1,690.2 |
1,690.2 |
1,699.7 |
1,694.5 |
S2 |
1,679.0 |
1,679.0 |
1,697.9 |
|
S3 |
1,659.3 |
1,670.5 |
1,696.1 |
|
S4 |
1,639.6 |
1,650.8 |
1,690.7 |
|
|
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 |
1,727.6 |
1,666.1 |
61.5 |
3.6% |
24.9 |
1.5% |
58% |
False |
False |
15,282 |
10 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
32.5 |
1.9% |
27% |
False |
False |
12,759 |
20 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
27.7 |
1.6% |
27% |
False |
False |
9,044 |
40 |
1,795.1 |
1,632.3 |
162.8 |
9.6% |
26.3 |
1.5% |
43% |
False |
False |
7,559 |
60 |
1,795.1 |
1,528.6 |
266.5 |
15.7% |
27.7 |
1.6% |
65% |
False |
False |
5,975 |
80 |
1,802.3 |
1,528.6 |
273.7 |
16.1% |
28.5 |
1.7% |
63% |
False |
False |
4,951 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.5% |
28.9 |
1.7% |
62% |
False |
False |
4,101 |
120 |
1,835.0 |
1,528.6 |
306.4 |
18.0% |
31.7 |
1.9% |
56% |
False |
False |
3,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,790.8 |
2.618 |
1,758.7 |
1.618 |
1,739.0 |
1.000 |
1,726.8 |
0.618 |
1,719.3 |
HIGH |
1,707.1 |
0.618 |
1,699.6 |
0.500 |
1,697.3 |
0.382 |
1,694.9 |
LOW |
1,687.4 |
0.618 |
1,675.2 |
1.000 |
1,667.7 |
1.618 |
1,655.5 |
2.618 |
1,635.8 |
4.250 |
1,603.7 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,700.1 |
1,697.4 |
PP |
1,698.7 |
1,693.3 |
S1 |
1,697.3 |
1,689.3 |
|