Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,770.0 |
4,793.0 |
23.0 |
0.5% |
4,913.0 |
High |
4,795.0 |
4,807.0 |
12.0 |
0.3% |
4,918.0 |
Low |
4,766.0 |
4,783.0 |
17.0 |
0.4% |
4,775.0 |
Close |
4,785.0 |
4,801.0 |
16.0 |
0.3% |
4,818.0 |
Range |
29.0 |
24.0 |
-5.0 |
-17.2% |
143.0 |
ATR |
42.1 |
40.8 |
-1.3 |
-3.1% |
0.0 |
Volume |
38,351 |
25,772 |
-12,579 |
-32.8% |
171,353 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,869.0 |
4,859.0 |
4,814.2 |
|
R3 |
4,845.0 |
4,835.0 |
4,807.6 |
|
R2 |
4,821.0 |
4,821.0 |
4,805.4 |
|
R1 |
4,811.0 |
4,811.0 |
4,803.2 |
4,816.0 |
PP |
4,797.0 |
4,797.0 |
4,797.0 |
4,799.5 |
S1 |
4,787.0 |
4,787.0 |
4,798.8 |
4,792.0 |
S2 |
4,773.0 |
4,773.0 |
4,796.6 |
|
S3 |
4,749.0 |
4,763.0 |
4,794.4 |
|
S4 |
4,725.0 |
4,739.0 |
4,787.8 |
|
|
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% |
37.2 |
0.8% |
40% |
False |
False |
31,146 |
10 |
4,922.0 |
4,766.0 |
156.0 |
3.2% |
38.2 |
0.8% |
22% |
False |
False |
31,325 |
20 |
4,922.0 |
4,766.0 |
156.0 |
3.2% |
33.2 |
0.7% |
22% |
False |
False |
28,102 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
36.6 |
0.8% |
51% |
False |
False |
25,932 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.0 |
0.8% |
51% |
False |
False |
24,067 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
30.4 |
0.6% |
67% |
False |
False |
18,091 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
24.8 |
0.5% |
67% |
False |
False |
14,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,909.0 |
2.618 |
4,869.8 |
1.618 |
4,845.8 |
1.000 |
4,831.0 |
0.618 |
4,821.8 |
HIGH |
4,807.0 |
0.618 |
4,797.8 |
0.500 |
4,795.0 |
0.382 |
4,792.2 |
LOW |
4,783.0 |
0.618 |
4,768.2 |
1.000 |
4,759.0 |
1.618 |
4,744.2 |
2.618 |
4,720.2 |
4.250 |
4,681.0 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,799.0 |
4,809.5 |
PP |
4,797.0 |
4,806.7 |
S1 |
4,795.0 |
4,803.8 |
|