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 |
135.06 |
136.52 |
1.46 |
1.1% |
136.03 |
High |
135.91 |
137.32 |
1.41 |
1.0% |
138.19 |
Low |
134.93 |
136.24 |
1.31 |
1.0% |
135.80 |
Close |
135.69 |
137.04 |
1.35 |
1.0% |
137.31 |
Range |
0.98 |
1.08 |
0.10 |
10.2% |
2.39 |
ATR |
1.29 |
1.31 |
0.02 |
1.9% |
0.00 |
Volume |
143,623,266 |
116,787,930 |
-26,835,336 |
-18.7% |
726,052,273 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.11 |
139.65 |
137.63 |
|
R3 |
139.03 |
138.57 |
137.34 |
|
R2 |
137.95 |
137.95 |
137.24 |
|
R1 |
137.49 |
137.49 |
137.14 |
137.72 |
PP |
136.87 |
136.87 |
136.87 |
136.98 |
S1 |
136.41 |
136.41 |
136.94 |
136.64 |
S2 |
135.79 |
135.79 |
136.84 |
|
S3 |
134.71 |
135.33 |
136.74 |
|
S4 |
133.63 |
134.25 |
136.45 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.27 |
143.18 |
138.62 |
|
R3 |
141.88 |
140.79 |
137.97 |
|
R2 |
139.49 |
139.49 |
137.75 |
|
R1 |
138.40 |
138.40 |
137.53 |
138.95 |
PP |
137.10 |
137.10 |
137.10 |
137.37 |
S1 |
136.01 |
136.01 |
137.09 |
136.56 |
S2 |
134.71 |
134.71 |
136.87 |
|
S3 |
132.32 |
133.62 |
136.65 |
|
S4 |
129.93 |
131.23 |
136.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.82 |
134.36 |
3.46 |
2.5% |
0.97 |
0.7% |
77% |
False |
False |
144,699,225 |
10 |
138.19 |
134.36 |
3.83 |
2.8% |
1.07 |
0.8% |
70% |
False |
False |
143,447,935 |
20 |
138.19 |
133.84 |
4.35 |
3.2% |
1.06 |
0.8% |
74% |
False |
False |
146,937,520 |
40 |
138.19 |
127.72 |
10.47 |
7.6% |
1.13 |
0.8% |
89% |
False |
False |
144,585,819 |
60 |
138.19 |
120.03 |
18.16 |
13.3% |
1.26 |
0.9% |
94% |
False |
False |
149,913,207 |
80 |
138.19 |
116.20 |
21.99 |
16.0% |
1.45 |
1.1% |
95% |
False |
False |
166,236,677 |
100 |
138.19 |
116.20 |
21.99 |
16.0% |
1.64 |
1.2% |
95% |
False |
False |
185,879,295 |
120 |
138.19 |
107.43 |
30.76 |
22.4% |
1.83 |
1.3% |
96% |
False |
False |
204,369,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.91 |
2.618 |
140.15 |
1.618 |
139.07 |
1.000 |
138.40 |
0.618 |
137.99 |
HIGH |
137.32 |
0.618 |
136.91 |
0.500 |
136.78 |
0.382 |
136.65 |
LOW |
136.24 |
0.618 |
135.57 |
1.000 |
135.16 |
1.618 |
134.49 |
2.618 |
133.41 |
4.250 |
131.65 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
136.95 |
136.64 |
PP |
136.87 |
136.24 |
S1 |
136.78 |
135.84 |
|