Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,840.0 |
4,770.0 |
-70.0 |
-1.4% |
4,913.0 |
High |
4,853.0 |
4,795.0 |
-58.0 |
-1.2% |
4,918.0 |
Low |
4,819.0 |
4,766.0 |
-53.0 |
-1.1% |
4,775.0 |
Close |
4,825.0 |
4,785.0 |
-40.0 |
-0.8% |
4,818.0 |
Range |
34.0 |
29.0 |
-5.0 |
-14.7% |
143.0 |
ATR |
40.8 |
42.1 |
1.3 |
3.2% |
0.0 |
Volume |
27,860 |
38,351 |
10,491 |
37.7% |
171,353 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,869.0 |
4,856.0 |
4,801.0 |
|
R3 |
4,840.0 |
4,827.0 |
4,793.0 |
|
R2 |
4,811.0 |
4,811.0 |
4,790.3 |
|
R1 |
4,798.0 |
4,798.0 |
4,787.7 |
4,804.5 |
PP |
4,782.0 |
4,782.0 |
4,782.0 |
4,785.3 |
S1 |
4,769.0 |
4,769.0 |
4,782.3 |
4,775.5 |
S2 |
4,753.0 |
4,753.0 |
4,779.7 |
|
S3 |
4,724.0 |
4,740.0 |
4,777.0 |
|
S4 |
4,695.0 |
4,711.0 |
4,769.1 |
|
|
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 |
4,766.0 |
87.0 |
1.8% |
38.8 |
0.8% |
22% |
False |
True |
31,859 |
10 |
4,922.0 |
4,766.0 |
156.0 |
3.3% |
37.0 |
0.8% |
12% |
False |
True |
30,837 |
20 |
4,922.0 |
4,760.0 |
162.0 |
3.4% |
33.6 |
0.7% |
15% |
False |
False |
27,970 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.3 |
0.8% |
45% |
False |
False |
25,831 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.2 |
0.8% |
45% |
False |
False |
23,650 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
30.1 |
0.6% |
63% |
False |
False |
17,769 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
24.5 |
0.5% |
63% |
False |
False |
14,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,918.3 |
2.618 |
4,870.9 |
1.618 |
4,841.9 |
1.000 |
4,824.0 |
0.618 |
4,812.9 |
HIGH |
4,795.0 |
0.618 |
4,783.9 |
0.500 |
4,780.5 |
0.382 |
4,777.1 |
LOW |
4,766.0 |
0.618 |
4,748.1 |
1.000 |
4,737.0 |
1.618 |
4,719.1 |
2.618 |
4,690.1 |
4.250 |
4,642.8 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,783.5 |
4,809.5 |
PP |
4,782.0 |
4,801.3 |
S1 |
4,780.5 |
4,793.2 |
|