Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,844.0 |
4,839.0 |
-5.0 |
-0.1% |
4,843.0 |
High |
4,870.0 |
4,846.0 |
-24.0 |
-0.5% |
4,870.0 |
Low |
4,837.0 |
4,789.0 |
-48.0 |
-1.0% |
4,766.0 |
Close |
4,864.0 |
4,789.0 |
-75.0 |
-1.5% |
4,864.0 |
Range |
33.0 |
57.0 |
24.0 |
72.7% |
104.0 |
ATR |
42.9 |
45.2 |
2.3 |
5.4% |
0.0 |
Volume |
26,329 |
37,732 |
11,403 |
43.3% |
147,633 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,979.0 |
4,941.0 |
4,820.4 |
|
R3 |
4,922.0 |
4,884.0 |
4,804.7 |
|
R2 |
4,865.0 |
4,865.0 |
4,799.5 |
|
R1 |
4,827.0 |
4,827.0 |
4,794.2 |
4,817.5 |
PP |
4,808.0 |
4,808.0 |
4,808.0 |
4,803.3 |
S1 |
4,770.0 |
4,770.0 |
4,783.8 |
4,760.5 |
S2 |
4,751.0 |
4,751.0 |
4,778.6 |
|
S3 |
4,694.0 |
4,713.0 |
4,773.3 |
|
S4 |
4,637.0 |
4,656.0 |
4,757.7 |
|
|
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 |
2.2% |
35.4 |
0.7% |
22% |
False |
False |
31,208 |
10 |
4,893.0 |
4,766.0 |
127.0 |
2.7% |
39.8 |
0.8% |
18% |
False |
False |
32,075 |
20 |
4,922.0 |
4,766.0 |
156.0 |
3.3% |
33.8 |
0.7% |
15% |
False |
False |
28,856 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.0 |
0.8% |
46% |
False |
False |
26,544 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.4 |
0.8% |
46% |
False |
False |
25,120 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
31.5 |
0.7% |
64% |
False |
False |
18,892 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
25.6 |
0.5% |
64% |
False |
False |
15,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,088.3 |
2.618 |
4,995.2 |
1.618 |
4,938.2 |
1.000 |
4,903.0 |
0.618 |
4,881.2 |
HIGH |
4,846.0 |
0.618 |
4,824.2 |
0.500 |
4,817.5 |
0.382 |
4,810.8 |
LOW |
4,789.0 |
0.618 |
4,753.8 |
1.000 |
4,732.0 |
1.618 |
4,696.8 |
2.618 |
4,639.8 |
4.250 |
4,546.8 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,817.5 |
4,826.5 |
PP |
4,808.0 |
4,814.0 |
S1 |
4,798.5 |
4,801.5 |
|