Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,843.0 |
4,840.0 |
-3.0 |
-0.1% |
4,913.0 |
High |
4,845.0 |
4,853.0 |
8.0 |
0.2% |
4,918.0 |
Low |
4,804.0 |
4,819.0 |
15.0 |
0.3% |
4,775.0 |
Close |
4,825.0 |
4,825.0 |
0.0 |
0.0% |
4,818.0 |
Range |
41.0 |
34.0 |
-7.0 |
-17.1% |
143.0 |
ATR |
41.4 |
40.8 |
-0.5 |
-1.3% |
0.0 |
Volume |
29,321 |
27,860 |
-1,461 |
-5.0% |
171,353 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.3 |
4,913.7 |
4,843.7 |
|
R3 |
4,900.3 |
4,879.7 |
4,834.4 |
|
R2 |
4,866.3 |
4,866.3 |
4,831.2 |
|
R1 |
4,845.7 |
4,845.7 |
4,828.1 |
4,839.0 |
PP |
4,832.3 |
4,832.3 |
4,832.3 |
4,829.0 |
S1 |
4,811.7 |
4,811.7 |
4,821.9 |
4,805.0 |
S2 |
4,798.3 |
4,798.3 |
4,818.8 |
|
S3 |
4,764.3 |
4,777.7 |
4,815.7 |
|
S4 |
4,730.3 |
4,743.7 |
4,806.3 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,266.0 |
5,185.0 |
4,896.7 |
|
R3 |
5,123.0 |
5,042.0 |
4,857.3 |
|
R2 |
4,980.0 |
4,980.0 |
4,844.2 |
|
R1 |
4,899.0 |
4,899.0 |
4,831.1 |
4,868.0 |
PP |
4,837.0 |
4,837.0 |
4,837.0 |
4,821.5 |
S1 |
4,756.0 |
4,756.0 |
4,804.9 |
4,725.0 |
S2 |
4,694.0 |
4,694.0 |
4,791.8 |
|
S3 |
4,551.0 |
4,613.0 |
4,778.7 |
|
S4 |
4,408.0 |
4,470.0 |
4,739.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,853.0 |
4,775.0 |
78.0 |
1.6% |
40.0 |
0.8% |
64% |
True |
False |
30,741 |
10 |
4,922.0 |
4,775.0 |
147.0 |
3.0% |
36.5 |
0.8% |
34% |
False |
False |
29,529 |
20 |
4,922.0 |
4,756.0 |
166.0 |
3.4% |
33.5 |
0.7% |
42% |
False |
False |
27,621 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
38.1 |
0.8% |
61% |
False |
False |
25,700 |
60 |
4,922.0 |
4,634.0 |
288.0 |
6.0% |
37.5 |
0.8% |
66% |
False |
False |
23,037 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
29.7 |
0.6% |
74% |
False |
False |
17,290 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
24.3 |
0.5% |
74% |
False |
False |
13,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,997.5 |
2.618 |
4,942.0 |
1.618 |
4,908.0 |
1.000 |
4,887.0 |
0.618 |
4,874.0 |
HIGH |
4,853.0 |
0.618 |
4,840.0 |
0.500 |
4,836.0 |
0.382 |
4,832.0 |
LOW |
4,819.0 |
0.618 |
4,798.0 |
1.000 |
4,785.0 |
1.618 |
4,764.0 |
2.618 |
4,730.0 |
4.250 |
4,674.5 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,836.0 |
4,821.3 |
PP |
4,832.3 |
4,817.7 |
S1 |
4,828.7 |
4,814.0 |
|