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 |
5,682.5 |
5,748.0 |
65.5 |
1.2% |
5,845.0 |
High |
5,744.0 |
5,815.0 |
71.0 |
1.2% |
5,878.5 |
Low |
5,682.0 |
5,730.0 |
48.0 |
0.8% |
5,792.0 |
Close |
5,730.0 |
5,804.5 |
74.5 |
1.3% |
5,846.5 |
Range |
62.0 |
85.0 |
23.0 |
37.1% |
86.5 |
ATR |
56.4 |
58.5 |
2.0 |
3.6% |
0.0 |
Volume |
7,594 |
8,707 |
1,113 |
14.7% |
5,107 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,038.0 |
6,006.5 |
5,851.0 |
|
R3 |
5,953.0 |
5,921.5 |
5,828.0 |
|
R2 |
5,868.0 |
5,868.0 |
5,820.0 |
|
R1 |
5,836.5 |
5,836.5 |
5,812.5 |
5,852.0 |
PP |
5,783.0 |
5,783.0 |
5,783.0 |
5,791.0 |
S1 |
5,751.5 |
5,751.5 |
5,796.5 |
5,767.0 |
S2 |
5,698.0 |
5,698.0 |
5,789.0 |
|
S3 |
5,613.0 |
5,666.5 |
5,781.0 |
|
S4 |
5,528.0 |
5,581.5 |
5,758.0 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.5 |
6,059.0 |
5,894.0 |
|
R3 |
6,012.0 |
5,972.5 |
5,870.5 |
|
R2 |
5,925.5 |
5,925.5 |
5,862.5 |
|
R1 |
5,886.0 |
5,886.0 |
5,854.5 |
5,906.0 |
PP |
5,839.0 |
5,839.0 |
5,839.0 |
5,849.0 |
S1 |
5,799.5 |
5,799.5 |
5,838.5 |
5,819.0 |
S2 |
5,752.5 |
5,752.5 |
5,830.5 |
|
S3 |
5,666.0 |
5,713.0 |
5,822.5 |
|
S4 |
5,579.5 |
5,626.5 |
5,799.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,864.5 |
5,671.0 |
193.5 |
3.3% |
69.5 |
1.2% |
69% |
False |
False |
4,581 |
10 |
5,890.0 |
5,671.0 |
219.0 |
3.8% |
61.0 |
1.1% |
61% |
False |
False |
2,492 |
20 |
5,890.0 |
5,671.0 |
219.0 |
3.8% |
48.5 |
0.8% |
61% |
False |
False |
1,293 |
40 |
5,890.0 |
5,523.5 |
366.5 |
6.3% |
42.5 |
0.7% |
77% |
False |
False |
656 |
60 |
5,890.0 |
5,277.5 |
612.5 |
10.6% |
32.0 |
0.6% |
86% |
False |
False |
451 |
80 |
5,890.0 |
5,070.5 |
819.5 |
14.1% |
26.5 |
0.5% |
90% |
False |
False |
356 |
100 |
5,890.0 |
5,070.5 |
819.5 |
14.1% |
23.5 |
0.4% |
90% |
False |
False |
294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,176.0 |
2.618 |
6,037.5 |
1.618 |
5,952.5 |
1.000 |
5,900.0 |
0.618 |
5,867.5 |
HIGH |
5,815.0 |
0.618 |
5,782.5 |
0.500 |
5,772.5 |
0.382 |
5,762.5 |
LOW |
5,730.0 |
0.618 |
5,677.5 |
1.000 |
5,645.0 |
1.618 |
5,592.5 |
2.618 |
5,507.5 |
4.250 |
5,369.0 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,794.0 |
5,784.0 |
PP |
5,783.0 |
5,763.5 |
S1 |
5,772.5 |
5,743.0 |
|