Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
2,639.00 |
2,639.00 |
0.00 |
0.0% |
2,590.50 |
High |
2,639.00 |
2,639.00 |
0.00 |
0.0% |
2,644.00 |
Low |
2,600.50 |
2,632.00 |
31.50 |
1.2% |
2,573.50 |
Close |
2,610.50 |
2,632.00 |
21.50 |
0.8% |
2,638.00 |
Range |
38.50 |
7.00 |
-31.50 |
-81.8% |
70.50 |
ATR |
27.05 |
27.15 |
0.10 |
0.4% |
0.00 |
Volume |
4,203 |
848 |
-3,355 |
-79.8% |
2,270 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,655.25 |
2,650.75 |
2,635.75 |
|
R3 |
2,648.25 |
2,643.75 |
2,634.00 |
|
R2 |
2,641.25 |
2,641.25 |
2,633.25 |
|
R1 |
2,636.75 |
2,636.75 |
2,632.75 |
2,635.50 |
PP |
2,634.25 |
2,634.25 |
2,634.25 |
2,633.75 |
S1 |
2,629.75 |
2,629.75 |
2,631.25 |
2,628.50 |
S2 |
2,627.25 |
2,627.25 |
2,630.75 |
|
S3 |
2,620.25 |
2,622.75 |
2,630.00 |
|
S4 |
2,613.25 |
2,615.75 |
2,628.25 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,830.00 |
2,804.50 |
2,676.75 |
|
R3 |
2,759.50 |
2,734.00 |
2,657.50 |
|
R2 |
2,689.00 |
2,689.00 |
2,651.00 |
|
R1 |
2,663.50 |
2,663.50 |
2,644.50 |
2,676.25 |
PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,625.00 |
S1 |
2,593.00 |
2,593.00 |
2,631.50 |
2,605.75 |
S2 |
2,548.00 |
2,548.00 |
2,625.00 |
|
S3 |
2,477.50 |
2,522.50 |
2,618.50 |
|
S4 |
2,407.00 |
2,452.00 |
2,599.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,644.00 |
2,600.50 |
43.50 |
1.7% |
24.75 |
0.9% |
72% |
False |
False |
1,398 |
10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
25.25 |
1.0% |
85% |
False |
False |
789 |
20 |
2,644.00 |
2,514.25 |
129.75 |
4.9% |
25.50 |
1.0% |
91% |
False |
False |
431 |
40 |
2,644.00 |
2,341.00 |
303.00 |
11.5% |
22.25 |
0.8% |
96% |
False |
False |
227 |
60 |
2,644.00 |
2,206.50 |
437.50 |
16.6% |
20.75 |
0.8% |
97% |
False |
False |
154 |
80 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
19.00 |
0.7% |
98% |
False |
False |
117 |
100 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
16.25 |
0.6% |
98% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,668.75 |
2.618 |
2,657.25 |
1.618 |
2,650.25 |
1.000 |
2,646.00 |
0.618 |
2,643.25 |
HIGH |
2,639.00 |
0.618 |
2,636.25 |
0.500 |
2,635.50 |
0.382 |
2,634.75 |
LOW |
2,632.00 |
0.618 |
2,627.75 |
1.000 |
2,625.00 |
1.618 |
2,620.75 |
2.618 |
2,613.75 |
4.250 |
2,602.25 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2,635.50 |
2,628.75 |
PP |
2,634.25 |
2,625.50 |
S1 |
2,633.25 |
2,622.25 |
|