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 |
5,899.0 |
5,870.0 |
-29.0 |
-0.5% |
5,900.0 |
High |
5,903.0 |
5,871.5 |
-31.5 |
-0.5% |
5,931.0 |
Low |
5,848.0 |
5,721.5 |
-126.5 |
-2.2% |
5,837.0 |
Close |
5,870.0 |
5,725.5 |
-144.5 |
-2.5% |
5,892.5 |
Range |
55.0 |
150.0 |
95.0 |
172.7% |
94.0 |
ATR |
63.4 |
69.6 |
6.2 |
9.8% |
0.0 |
Volume |
97,235 |
142,714 |
45,479 |
46.8% |
552,132 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,223.0 |
6,124.0 |
5,808.0 |
|
R3 |
6,073.0 |
5,974.0 |
5,767.0 |
|
R2 |
5,923.0 |
5,923.0 |
5,753.0 |
|
R1 |
5,824.0 |
5,824.0 |
5,739.0 |
5,798.5 |
PP |
5,773.0 |
5,773.0 |
5,773.0 |
5,760.0 |
S1 |
5,674.0 |
5,674.0 |
5,712.0 |
5,648.5 |
S2 |
5,623.0 |
5,623.0 |
5,698.0 |
|
S3 |
5,473.0 |
5,524.0 |
5,684.0 |
|
S4 |
5,323.0 |
5,374.0 |
5,643.0 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,169.0 |
6,124.5 |
5,944.0 |
|
R3 |
6,075.0 |
6,030.5 |
5,918.5 |
|
R2 |
5,981.0 |
5,981.0 |
5,909.5 |
|
R1 |
5,936.5 |
5,936.5 |
5,901.0 |
5,912.0 |
PP |
5,887.0 |
5,887.0 |
5,887.0 |
5,874.5 |
S1 |
5,842.5 |
5,842.5 |
5,884.0 |
5,818.0 |
S2 |
5,793.0 |
5,793.0 |
5,875.5 |
|
S3 |
5,699.0 |
5,748.5 |
5,866.5 |
|
S4 |
5,605.0 |
5,654.5 |
5,841.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,931.0 |
5,721.5 |
209.5 |
3.7% |
87.0 |
1.5% |
2% |
False |
True |
121,405 |
10 |
5,944.0 |
5,721.5 |
222.5 |
3.9% |
68.0 |
1.2% |
2% |
False |
True |
105,511 |
20 |
5,944.0 |
5,721.5 |
222.5 |
3.9% |
61.5 |
1.1% |
2% |
False |
True |
93,663 |
40 |
5,944.0 |
5,539.0 |
405.0 |
7.1% |
66.5 |
1.2% |
46% |
False |
False |
91,990 |
60 |
5,944.0 |
5,281.5 |
662.5 |
11.6% |
75.5 |
1.3% |
67% |
False |
False |
91,781 |
80 |
5,944.0 |
5,040.0 |
904.0 |
15.8% |
81.0 |
1.4% |
76% |
False |
False |
69,840 |
100 |
5,944.0 |
5,040.0 |
904.0 |
15.8% |
80.5 |
1.4% |
76% |
False |
False |
55,886 |
120 |
5,944.0 |
4,887.5 |
1,056.5 |
18.5% |
75.0 |
1.3% |
79% |
False |
False |
46,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,509.0 |
2.618 |
6,264.0 |
1.618 |
6,114.0 |
1.000 |
6,021.5 |
0.618 |
5,964.0 |
HIGH |
5,871.5 |
0.618 |
5,814.0 |
0.500 |
5,796.5 |
0.382 |
5,779.0 |
LOW |
5,721.5 |
0.618 |
5,629.0 |
1.000 |
5,571.5 |
1.618 |
5,479.0 |
2.618 |
5,329.0 |
4.250 |
5,084.0 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,796.5 |
5,826.0 |
PP |
5,773.0 |
5,792.5 |
S1 |
5,749.0 |
5,759.0 |
|