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 |
7,155.5 |
7,220.0 |
64.5 |
0.9% |
7,310.5 |
High |
7,207.0 |
7,297.5 |
90.5 |
1.3% |
7,356.5 |
Low |
7,125.5 |
7,192.0 |
66.5 |
0.9% |
7,083.5 |
Close |
7,191.5 |
7,222.5 |
31.0 |
0.4% |
7,185.5 |
Range |
81.5 |
105.5 |
24.0 |
29.4% |
273.0 |
ATR |
99.6 |
100.0 |
0.5 |
0.5% |
0.0 |
Volume |
161,737 |
0 |
-161,737 |
-100.0% |
682,991 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,553.8 |
7,493.7 |
7,280.5 |
|
R3 |
7,448.3 |
7,388.2 |
7,251.5 |
|
R2 |
7,342.8 |
7,342.8 |
7,241.8 |
|
R1 |
7,282.7 |
7,282.7 |
7,232.2 |
7,312.8 |
PP |
7,237.3 |
7,237.3 |
7,237.3 |
7,252.4 |
S1 |
7,177.2 |
7,177.2 |
7,212.8 |
7,207.3 |
S2 |
7,131.8 |
7,131.8 |
7,203.2 |
|
S3 |
7,026.3 |
7,071.7 |
7,193.5 |
|
S4 |
6,920.8 |
6,966.2 |
7,164.5 |
|
|
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 |
7,125.5 |
235.0 |
3.3% |
121.8 |
1.7% |
41% |
False |
False |
119,550 |
10 |
7,439.0 |
7,083.5 |
355.5 |
4.9% |
109.8 |
1.5% |
39% |
False |
False |
128,354 |
20 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
86.0 |
1.2% |
39% |
False |
False |
123,694 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
88.3 |
1.2% |
63% |
False |
False |
122,609 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
80.4 |
1.1% |
63% |
False |
False |
101,986 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.0% |
85.0 |
1.2% |
72% |
False |
False |
76,712 |
100 |
7,443.5 |
6,250.0 |
1,193.5 |
16.5% |
82.5 |
1.1% |
81% |
False |
False |
61,499 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.1% |
83.9 |
1.2% |
83% |
False |
False |
51,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,745.9 |
2.618 |
7,573.7 |
1.618 |
7,468.2 |
1.000 |
7,403.0 |
0.618 |
7,362.7 |
HIGH |
7,297.5 |
0.618 |
7,257.2 |
0.500 |
7,244.8 |
0.382 |
7,232.3 |
LOW |
7,192.0 |
0.618 |
7,126.8 |
1.000 |
7,086.5 |
1.618 |
7,021.3 |
2.618 |
6,915.8 |
4.250 |
6,743.6 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,244.8 |
7,243.0 |
PP |
7,237.3 |
7,236.2 |
S1 |
7,229.9 |
7,229.3 |
|