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 |
1,361.00 |
1,357.75 |
-3.25 |
-0.2% |
1,357.75 |
High |
1,363.25 |
1,359.50 |
-3.75 |
-0.3% |
1,371.25 |
Low |
1,359.50 |
1,332.75 |
-26.75 |
-2.0% |
1,347.25 |
Close |
1,360.00 |
1,336.00 |
-24.00 |
-1.8% |
1,363.00 |
Range |
3.75 |
26.75 |
23.00 |
613.3% |
24.00 |
ATR |
13.29 |
14.28 |
1.00 |
7.5% |
0.00 |
Volume |
21,122 |
117,977 |
96,855 |
458.6% |
54,330 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.00 |
1,406.25 |
1,350.75 |
|
R3 |
1,396.25 |
1,379.50 |
1,343.25 |
|
R2 |
1,369.50 |
1,369.50 |
1,341.00 |
|
R1 |
1,352.75 |
1,352.75 |
1,338.50 |
1,347.75 |
PP |
1,342.75 |
1,342.75 |
1,342.75 |
1,340.25 |
S1 |
1,326.00 |
1,326.00 |
1,333.50 |
1,321.00 |
S2 |
1,316.00 |
1,316.00 |
1,331.00 |
|
S3 |
1,289.25 |
1,299.25 |
1,328.75 |
|
S4 |
1,262.50 |
1,272.50 |
1,321.25 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.50 |
1,421.75 |
1,376.25 |
|
R3 |
1,408.50 |
1,397.75 |
1,369.50 |
|
R2 |
1,384.50 |
1,384.50 |
1,367.50 |
|
R1 |
1,373.75 |
1,373.75 |
1,365.25 |
1,379.00 |
PP |
1,360.50 |
1,360.50 |
1,360.50 |
1,363.25 |
S1 |
1,349.75 |
1,349.75 |
1,360.75 |
1,355.00 |
S2 |
1,336.50 |
1,336.50 |
1,358.50 |
|
S3 |
1,312.50 |
1,325.75 |
1,356.50 |
|
S4 |
1,288.50 |
1,301.75 |
1,349.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,371.00 |
1,332.75 |
38.25 |
2.9% |
14.00 |
1.0% |
8% |
False |
True |
44,317 |
10 |
1,371.25 |
1,332.75 |
38.50 |
2.9% |
13.50 |
1.0% |
8% |
False |
True |
24,745 |
20 |
1,371.25 |
1,327.75 |
43.50 |
3.3% |
13.25 |
1.0% |
19% |
False |
False |
13,917 |
40 |
1,371.25 |
1,267.50 |
103.75 |
7.8% |
14.25 |
1.1% |
66% |
False |
False |
8,717 |
60 |
1,371.25 |
1,190.00 |
181.25 |
13.6% |
15.50 |
1.2% |
81% |
False |
False |
6,126 |
80 |
1,371.25 |
1,140.25 |
231.00 |
17.3% |
16.25 |
1.2% |
85% |
False |
False |
4,634 |
100 |
1,371.25 |
1,140.25 |
231.00 |
17.3% |
17.25 |
1.3% |
85% |
False |
False |
3,722 |
120 |
1,371.25 |
1,057.50 |
313.75 |
23.5% |
19.50 |
1.5% |
89% |
False |
False |
3,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.25 |
2.618 |
1,429.50 |
1.618 |
1,402.75 |
1.000 |
1,386.25 |
0.618 |
1,376.00 |
HIGH |
1,359.50 |
0.618 |
1,349.25 |
0.500 |
1,346.00 |
0.382 |
1,343.00 |
LOW |
1,332.75 |
0.618 |
1,316.25 |
1.000 |
1,306.00 |
1.618 |
1,289.50 |
2.618 |
1,262.75 |
4.250 |
1,219.00 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,346.00 |
1,348.00 |
PP |
1,342.75 |
1,344.00 |
S1 |
1,339.50 |
1,340.00 |
|