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 |
7,220.0 |
7,266.5 |
46.5 |
0.6% |
7,179.5 |
High |
7,297.5 |
7,315.0 |
17.5 |
0.2% |
7,360.5 |
Low |
7,192.0 |
7,130.0 |
-62.0 |
-0.9% |
7,125.5 |
Close |
7,222.5 |
7,173.0 |
-49.5 |
-0.7% |
7,173.0 |
Range |
105.5 |
185.0 |
79.5 |
75.4% |
235.0 |
ATR |
100.0 |
106.1 |
6.1 |
6.1% |
0.0 |
Volume |
0 |
181,454 |
181,454 |
|
661,024 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,761.0 |
7,652.0 |
7,274.8 |
|
R3 |
7,576.0 |
7,467.0 |
7,223.9 |
|
R2 |
7,391.0 |
7,391.0 |
7,206.9 |
|
R1 |
7,282.0 |
7,282.0 |
7,190.0 |
7,244.0 |
PP |
7,206.0 |
7,206.0 |
7,206.0 |
7,187.0 |
S1 |
7,097.0 |
7,097.0 |
7,156.0 |
7,059.0 |
S2 |
7,021.0 |
7,021.0 |
7,139.1 |
|
S3 |
6,836.0 |
6,912.0 |
7,122.1 |
|
S4 |
6,651.0 |
6,727.0 |
7,071.3 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,924.7 |
7,783.8 |
7,302.3 |
|
R3 |
7,689.7 |
7,548.8 |
7,237.6 |
|
R2 |
7,454.7 |
7,454.7 |
7,216.1 |
|
R1 |
7,313.8 |
7,313.8 |
7,194.5 |
7,266.8 |
PP |
7,219.7 |
7,219.7 |
7,219.7 |
7,196.1 |
S1 |
7,078.8 |
7,078.8 |
7,151.5 |
7,031.8 |
S2 |
6,984.7 |
6,984.7 |
7,129.9 |
|
S3 |
6,749.7 |
6,843.8 |
7,108.4 |
|
S4 |
6,514.7 |
6,608.8 |
7,043.8 |
|
|
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% |
144.4 |
2.0% |
20% |
False |
False |
132,204 |
10 |
7,430.5 |
7,083.5 |
347.0 |
4.8% |
121.2 |
1.7% |
26% |
False |
False |
134,401 |
20 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
91.7 |
1.3% |
25% |
False |
False |
126,905 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
89.8 |
1.3% |
55% |
False |
False |
123,185 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
82.2 |
1.1% |
55% |
False |
False |
104,878 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.1% |
86.3 |
1.2% |
66% |
False |
False |
78,966 |
100 |
7,443.5 |
6,355.0 |
1,088.5 |
15.2% |
83.3 |
1.2% |
75% |
False |
False |
63,310 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.2% |
85.0 |
1.2% |
79% |
False |
False |
53,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,101.3 |
2.618 |
7,799.3 |
1.618 |
7,614.3 |
1.000 |
7,500.0 |
0.618 |
7,429.3 |
HIGH |
7,315.0 |
0.618 |
7,244.3 |
0.500 |
7,222.5 |
0.382 |
7,200.7 |
LOW |
7,130.0 |
0.618 |
7,015.7 |
1.000 |
6,945.0 |
1.618 |
6,830.7 |
2.618 |
6,645.7 |
4.250 |
6,343.8 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,222.5 |
7,220.3 |
PP |
7,206.0 |
7,204.5 |
S1 |
7,189.5 |
7,188.8 |
|