Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,839.0 |
4,772.0 |
-67.0 |
-1.4% |
4,843.0 |
High |
4,846.0 |
4,818.0 |
-28.0 |
-0.6% |
4,870.0 |
Low |
4,789.0 |
4,769.0 |
-20.0 |
-0.4% |
4,766.0 |
Close |
4,789.0 |
4,806.0 |
17.0 |
0.4% |
4,864.0 |
Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
104.0 |
ATR |
45.2 |
45.4 |
0.3 |
0.6% |
0.0 |
Volume |
37,732 |
32,497 |
-5,235 |
-13.9% |
147,633 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,944.7 |
4,924.3 |
4,833.0 |
|
R3 |
4,895.7 |
4,875.3 |
4,819.5 |
|
R2 |
4,846.7 |
4,846.7 |
4,815.0 |
|
R1 |
4,826.3 |
4,826.3 |
4,810.5 |
4,836.5 |
PP |
4,797.7 |
4,797.7 |
4,797.7 |
4,802.8 |
S1 |
4,777.3 |
4,777.3 |
4,801.5 |
4,787.5 |
S2 |
4,748.7 |
4,748.7 |
4,797.0 |
|
S3 |
4,699.7 |
4,728.3 |
4,792.5 |
|
S4 |
4,650.7 |
4,679.3 |
4,779.1 |
|
|
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% |
38.4 |
0.8% |
38% |
False |
False |
32,136 |
10 |
4,870.0 |
4,766.0 |
104.0 |
2.2% |
39.2 |
0.8% |
38% |
False |
False |
31,438 |
20 |
4,922.0 |
4,766.0 |
156.0 |
3.2% |
35.2 |
0.7% |
26% |
False |
False |
29,346 |
40 |
4,922.0 |
4,675.0 |
247.0 |
5.1% |
37.3 |
0.8% |
53% |
False |
False |
26,975 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
37.8 |
0.8% |
53% |
False |
False |
25,659 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
32.0 |
0.7% |
69% |
False |
False |
19,297 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
26.0 |
0.5% |
69% |
False |
False |
15,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,026.3 |
2.618 |
4,946.3 |
1.618 |
4,897.3 |
1.000 |
4,867.0 |
0.618 |
4,848.3 |
HIGH |
4,818.0 |
0.618 |
4,799.3 |
0.500 |
4,793.5 |
0.382 |
4,787.7 |
LOW |
4,769.0 |
0.618 |
4,738.7 |
1.000 |
4,720.0 |
1.618 |
4,689.7 |
2.618 |
4,640.7 |
4.250 |
4,560.8 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,801.8 |
4,819.5 |
PP |
4,797.7 |
4,815.0 |
S1 |
4,793.5 |
4,810.5 |
|