Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,793.0 |
4,844.0 |
51.0 |
1.1% |
4,843.0 |
High |
4,807.0 |
4,870.0 |
63.0 |
1.3% |
4,870.0 |
Low |
4,783.0 |
4,837.0 |
54.0 |
1.1% |
4,766.0 |
Close |
4,801.0 |
4,864.0 |
63.0 |
1.3% |
4,864.0 |
Range |
24.0 |
33.0 |
9.0 |
37.5% |
104.0 |
ATR |
40.8 |
42.9 |
2.0 |
4.9% |
0.0 |
Volume |
25,772 |
26,329 |
557 |
2.2% |
147,633 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.0 |
4,943.0 |
4,882.2 |
|
R3 |
4,923.0 |
4,910.0 |
4,873.1 |
|
R2 |
4,890.0 |
4,890.0 |
4,870.1 |
|
R1 |
4,877.0 |
4,877.0 |
4,867.0 |
4,883.5 |
PP |
4,857.0 |
4,857.0 |
4,857.0 |
4,860.3 |
S1 |
4,844.0 |
4,844.0 |
4,861.0 |
4,850.5 |
S2 |
4,824.0 |
4,824.0 |
4,858.0 |
|
S3 |
4,791.0 |
4,811.0 |
4,854.9 |
|
S4 |
4,758.0 |
4,778.0 |
4,845.9 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.3 |
5,108.7 |
4,921.2 |
|
R3 |
5,041.3 |
5,004.7 |
4,892.6 |
|
R2 |
4,937.3 |
4,937.3 |
4,883.1 |
|
R1 |
4,900.7 |
4,900.7 |
4,873.5 |
4,919.0 |
PP |
4,833.3 |
4,833.3 |
4,833.3 |
4,842.5 |
S1 |
4,796.7 |
4,796.7 |
4,854.5 |
4,815.0 |
S2 |
4,729.3 |
4,729.3 |
4,844.9 |
|
S3 |
4,625.3 |
4,692.7 |
4,835.4 |
|
S4 |
4,521.3 |
4,588.7 |
4,806.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,870.0 |
4,766.0 |
104.0 |
2.1% |
32.2 |
0.7% |
94% |
True |
False |
29,526 |
10 |
4,918.0 |
4,766.0 |
152.0 |
3.1% |
39.6 |
0.8% |
64% |
False |
False |
31,898 |
20 |
4,922.0 |
4,766.0 |
156.0 |
3.2% |
32.0 |
0.7% |
63% |
False |
False |
28,016 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
36.4 |
0.7% |
77% |
False |
False |
26,035 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
37.1 |
0.8% |
77% |
False |
False |
24,493 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.6% |
30.8 |
0.6% |
84% |
False |
False |
18,420 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.6% |
25.0 |
0.5% |
84% |
False |
False |
14,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,010.3 |
2.618 |
4,956.4 |
1.618 |
4,923.4 |
1.000 |
4,903.0 |
0.618 |
4,890.4 |
HIGH |
4,870.0 |
0.618 |
4,857.4 |
0.500 |
4,853.5 |
0.382 |
4,849.6 |
LOW |
4,837.0 |
0.618 |
4,816.6 |
1.000 |
4,804.0 |
1.618 |
4,783.6 |
2.618 |
4,750.6 |
4.250 |
4,696.8 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,860.5 |
4,848.7 |
PP |
4,857.0 |
4,833.3 |
S1 |
4,853.5 |
4,818.0 |
|