Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,179.5 |
7,330.0 |
150.5 |
2.1% |
7,310.5 |
High |
7,309.5 |
7,360.5 |
51.0 |
0.7% |
7,356.5 |
Low |
7,151.5 |
7,168.5 |
17.0 |
0.2% |
7,083.5 |
Close |
7,275.5 |
7,224.5 |
-51.0 |
-0.7% |
7,185.5 |
Range |
158.0 |
192.0 |
34.0 |
21.5% |
273.0 |
ATR |
92.5 |
99.6 |
7.1 |
7.7% |
0.0 |
Volume |
145,366 |
172,467 |
27,101 |
18.6% |
682,991 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,827.2 |
7,717.8 |
7,330.1 |
|
R3 |
7,635.2 |
7,525.8 |
7,277.3 |
|
R2 |
7,443.2 |
7,443.2 |
7,259.7 |
|
R1 |
7,333.8 |
7,333.8 |
7,242.1 |
7,292.5 |
PP |
7,251.2 |
7,251.2 |
7,251.2 |
7,230.5 |
S1 |
7,141.8 |
7,141.8 |
7,206.9 |
7,100.5 |
S2 |
7,059.2 |
7,059.2 |
7,189.3 |
|
S3 |
6,867.2 |
6,949.8 |
7,171.7 |
|
S4 |
6,675.2 |
6,757.8 |
7,118.9 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,027.5 |
7,879.5 |
7,335.7 |
|
R3 |
7,754.5 |
7,606.5 |
7,260.6 |
|
R2 |
7,481.5 |
7,481.5 |
7,235.6 |
|
R1 |
7,333.5 |
7,333.5 |
7,210.5 |
7,271.0 |
PP |
7,208.5 |
7,208.5 |
7,208.5 |
7,177.3 |
S1 |
7,060.5 |
7,060.5 |
7,160.5 |
6,998.0 |
S2 |
6,935.5 |
6,935.5 |
7,135.5 |
|
S3 |
6,662.5 |
6,787.5 |
7,110.4 |
|
S4 |
6,389.5 |
6,514.5 |
7,035.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,360.5 |
7,083.5 |
277.0 |
3.8% |
137.6 |
1.9% |
51% |
True |
False |
163,245 |
10 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
99.3 |
1.4% |
39% |
False |
False |
135,228 |
20 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
84.3 |
1.2% |
39% |
False |
False |
128,289 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
87.2 |
1.2% |
64% |
False |
False |
123,812 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
79.0 |
1.1% |
64% |
False |
False |
99,307 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.0% |
84.0 |
1.2% |
73% |
False |
False |
74,698 |
100 |
7,443.5 |
6,250.0 |
1,193.5 |
16.5% |
81.6 |
1.1% |
82% |
False |
False |
59,885 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.1% |
83.1 |
1.2% |
83% |
False |
False |
50,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,176.5 |
2.618 |
7,863.2 |
1.618 |
7,671.2 |
1.000 |
7,552.5 |
0.618 |
7,479.2 |
HIGH |
7,360.5 |
0.618 |
7,287.2 |
0.500 |
7,264.5 |
0.382 |
7,241.8 |
LOW |
7,168.5 |
0.618 |
7,049.8 |
1.000 |
6,976.5 |
1.618 |
6,857.8 |
2.618 |
6,665.8 |
4.250 |
6,352.5 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,264.5 |
7,246.0 |
PP |
7,251.2 |
7,238.8 |
S1 |
7,237.8 |
7,231.7 |
|