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 |
1,792.1 |
1,710.8 |
-81.3 |
-4.5% |
1,739.7 |
High |
1,797.7 |
1,731.0 |
-66.7 |
-3.7% |
1,795.0 |
Low |
1,695.8 |
1,710.1 |
14.3 |
0.8% |
1,738.8 |
Close |
1,716.6 |
1,727.6 |
11.0 |
0.6% |
1,782.0 |
Range |
101.9 |
20.9 |
-81.0 |
-79.5% |
56.2 |
ATR |
27.3 |
26.8 |
-0.5 |
-1.7% |
0.0 |
Volume |
1,569 |
3,242 |
1,673 |
106.6% |
8,842 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.6 |
1,777.5 |
1,739.1 |
|
R3 |
1,764.7 |
1,756.6 |
1,733.3 |
|
R2 |
1,743.8 |
1,743.8 |
1,731.4 |
|
R1 |
1,735.7 |
1,735.7 |
1,729.5 |
1,739.8 |
PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,724.9 |
S1 |
1,714.8 |
1,714.8 |
1,725.7 |
1,718.9 |
S2 |
1,702.0 |
1,702.0 |
1,723.8 |
|
S3 |
1,681.1 |
1,693.9 |
1,721.9 |
|
S4 |
1,660.2 |
1,673.0 |
1,716.1 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.5 |
1,917.5 |
1,812.9 |
|
R3 |
1,884.3 |
1,861.3 |
1,797.5 |
|
R2 |
1,828.1 |
1,828.1 |
1,792.3 |
|
R1 |
1,805.1 |
1,805.1 |
1,787.2 |
1,816.6 |
PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,777.7 |
S1 |
1,748.9 |
1,748.9 |
1,776.8 |
1,760.4 |
S2 |
1,715.7 |
1,715.7 |
1,771.7 |
|
S3 |
1,659.5 |
1,692.7 |
1,766.5 |
|
S4 |
1,603.3 |
1,636.5 |
1,751.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
33.0 |
1.9% |
31% |
False |
False |
2,495 |
10 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
27.1 |
1.6% |
31% |
False |
False |
2,368 |
20 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
24.4 |
1.4% |
31% |
False |
False |
2,144 |
40 |
1,797.7 |
1,602.5 |
195.2 |
11.3% |
21.7 |
1.3% |
64% |
False |
False |
1,745 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.1% |
22.4 |
1.3% |
73% |
False |
False |
1,326 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.6% |
21.9 |
1.3% |
71% |
False |
False |
1,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.8 |
2.618 |
1,785.7 |
1.618 |
1,764.8 |
1.000 |
1,751.9 |
0.618 |
1,743.9 |
HIGH |
1,731.0 |
0.618 |
1,723.0 |
0.500 |
1,720.6 |
0.382 |
1,718.1 |
LOW |
1,710.1 |
0.618 |
1,697.2 |
1.000 |
1,689.2 |
1.618 |
1,676.3 |
2.618 |
1,655.4 |
4.250 |
1,621.3 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.3 |
1,746.8 |
PP |
1,722.9 |
1,740.4 |
S1 |
1,720.6 |
1,734.0 |
|