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 |
2,639.00 |
2,610.50 |
-28.50 |
-1.1% |
2,590.50 |
High |
2,639.00 |
2,610.75 |
-28.25 |
-1.1% |
2,644.00 |
Low |
2,632.00 |
2,569.75 |
-62.25 |
-2.4% |
2,573.50 |
Close |
2,632.00 |
2,583.75 |
-48.25 |
-1.8% |
2,638.00 |
Range |
7.00 |
41.00 |
34.00 |
485.7% |
70.50 |
ATR |
27.15 |
29.66 |
2.51 |
9.2% |
0.00 |
Volume |
848 |
4,072 |
3,224 |
380.2% |
2,270 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,711.00 |
2,688.50 |
2,606.25 |
|
R3 |
2,670.00 |
2,647.50 |
2,595.00 |
|
R2 |
2,629.00 |
2,629.00 |
2,591.25 |
|
R1 |
2,606.50 |
2,606.50 |
2,587.50 |
2,597.25 |
PP |
2,588.00 |
2,588.00 |
2,588.00 |
2,583.50 |
S1 |
2,565.50 |
2,565.50 |
2,580.00 |
2,556.25 |
S2 |
2,547.00 |
2,547.00 |
2,576.25 |
|
S3 |
2,506.00 |
2,524.50 |
2,572.50 |
|
S4 |
2,465.00 |
2,483.50 |
2,561.25 |
|
|
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 |
2,569.75 |
74.25 |
2.9% |
26.75 |
1.0% |
19% |
False |
True |
2,161 |
10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
26.75 |
1.0% |
23% |
False |
False |
1,177 |
20 |
2,644.00 |
2,516.25 |
127.75 |
4.9% |
27.00 |
1.0% |
53% |
False |
False |
633 |
40 |
2,644.00 |
2,350.00 |
294.00 |
11.4% |
23.25 |
0.9% |
80% |
False |
False |
329 |
60 |
2,644.00 |
2,206.50 |
437.50 |
16.9% |
21.25 |
0.8% |
86% |
False |
False |
222 |
80 |
2,644.00 |
2,153.75 |
490.25 |
19.0% |
19.50 |
0.8% |
88% |
False |
False |
168 |
100 |
2,644.00 |
2,153.75 |
490.25 |
19.0% |
16.75 |
0.6% |
88% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,785.00 |
2.618 |
2,718.00 |
1.618 |
2,677.00 |
1.000 |
2,651.75 |
0.618 |
2,636.00 |
HIGH |
2,610.75 |
0.618 |
2,595.00 |
0.500 |
2,590.25 |
0.382 |
2,585.50 |
LOW |
2,569.75 |
0.618 |
2,544.50 |
1.000 |
2,528.75 |
1.618 |
2,503.50 |
2.618 |
2,462.50 |
4.250 |
2,395.50 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
2,590.25 |
2,604.50 |
PP |
2,588.00 |
2,597.50 |
S1 |
2,586.00 |
2,590.50 |
|