Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,958.65 |
12,756.12 |
-202.53 |
-1.6% |
12,981.13 |
High |
12,958.73 |
12,857.73 |
-101.00 |
-0.8% |
13,055.75 |
Low |
12,734.86 |
12,751.51 |
16.65 |
0.1% |
12,882.59 |
Close |
12,759.15 |
12,837.33 |
78.18 |
0.6% |
12,977.57 |
Range |
223.87 |
106.22 |
-117.65 |
-52.6% |
173.16 |
ATR |
112.88 |
112.40 |
-0.48 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,134.18 |
13,091.98 |
12,895.75 |
|
R3 |
13,027.96 |
12,985.76 |
12,866.54 |
|
R2 |
12,921.74 |
12,921.74 |
12,856.80 |
|
R1 |
12,879.54 |
12,879.54 |
12,847.07 |
12,900.64 |
PP |
12,815.52 |
12,815.52 |
12,815.52 |
12,826.08 |
S1 |
12,773.32 |
12,773.32 |
12,827.59 |
12,794.42 |
S2 |
12,709.30 |
12,709.30 |
12,817.86 |
|
S3 |
12,603.08 |
12,667.10 |
12,808.12 |
|
S4 |
12,496.86 |
12,560.88 |
12,778.91 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,491.45 |
13,407.67 |
13,072.81 |
|
R3 |
13,318.29 |
13,234.51 |
13,025.19 |
|
R2 |
13,145.13 |
13,145.13 |
13,009.32 |
|
R1 |
13,061.35 |
13,061.35 |
12,993.44 |
13,016.66 |
PP |
12,971.97 |
12,971.97 |
12,971.97 |
12,949.63 |
S1 |
12,888.19 |
12,888.19 |
12,961.70 |
12,843.50 |
S2 |
12,798.81 |
12,798.81 |
12,945.82 |
|
S3 |
12,625.65 |
12,715.03 |
12,929.95 |
|
S4 |
12,452.49 |
12,541.87 |
12,882.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,032.67 |
12,734.86 |
297.81 |
2.3% |
116.57 |
0.9% |
34% |
False |
False |
|
10 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
109.92 |
0.9% |
32% |
False |
False |
|
20 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
103.36 |
0.8% |
32% |
False |
False |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.8% |
111.13 |
0.9% |
71% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.3% |
126.01 |
1.0% |
83% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.2% |
145.61 |
1.1% |
88% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.2% |
163.12 |
1.3% |
88% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.7% |
179.90 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,309.17 |
2.618 |
13,135.81 |
1.618 |
13,029.59 |
1.000 |
12,963.95 |
0.618 |
12,923.37 |
HIGH |
12,857.73 |
0.618 |
12,817.15 |
0.500 |
12,804.62 |
0.382 |
12,792.09 |
LOW |
12,751.51 |
0.618 |
12,685.87 |
1.000 |
12,645.29 |
1.618 |
12,579.65 |
2.618 |
12,473.43 |
4.250 |
12,300.08 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,826.43 |
12,856.10 |
PP |
12,815.52 |
12,849.84 |
S1 |
12,804.62 |
12,843.59 |
|