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 |
7,266.5 |
7,146.0 |
-120.5 |
-1.7% |
7,179.5 |
High |
7,315.0 |
7,274.0 |
-41.0 |
-0.6% |
7,360.5 |
Low |
7,130.0 |
7,124.5 |
-5.5 |
-0.1% |
7,125.5 |
Close |
7,173.0 |
7,165.0 |
-8.0 |
-0.1% |
7,173.0 |
Range |
185.0 |
149.5 |
-35.5 |
-19.2% |
235.0 |
ATR |
106.1 |
109.2 |
3.1 |
2.9% |
0.0 |
Volume |
181,454 |
187,400 |
5,946 |
3.3% |
661,024 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,636.3 |
7,550.2 |
7,247.2 |
|
R3 |
7,486.8 |
7,400.7 |
7,206.1 |
|
R2 |
7,337.3 |
7,337.3 |
7,192.4 |
|
R1 |
7,251.2 |
7,251.2 |
7,178.7 |
7,294.3 |
PP |
7,187.8 |
7,187.8 |
7,187.8 |
7,209.4 |
S1 |
7,101.7 |
7,101.7 |
7,151.3 |
7,144.8 |
S2 |
7,038.3 |
7,038.3 |
7,137.6 |
|
S3 |
6,888.8 |
6,952.2 |
7,123.9 |
|
S4 |
6,739.3 |
6,802.7 |
7,082.8 |
|
|
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 |
7,124.5 |
236.0 |
3.3% |
142.7 |
2.0% |
17% |
False |
True |
140,611 |
10 |
7,360.5 |
7,083.5 |
277.0 |
3.9% |
131.4 |
1.8% |
29% |
False |
False |
153,141 |
20 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
97.0 |
1.4% |
23% |
False |
False |
130,895 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
90.9 |
1.3% |
54% |
False |
False |
124,426 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
83.8 |
1.2% |
54% |
False |
False |
107,899 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.1% |
87.1 |
1.2% |
65% |
False |
False |
81,303 |
100 |
7,443.5 |
6,467.5 |
976.0 |
13.6% |
83.6 |
1.2% |
71% |
False |
False |
65,172 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.2% |
85.7 |
1.2% |
79% |
False |
False |
54,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,909.4 |
2.618 |
7,665.4 |
1.618 |
7,515.9 |
1.000 |
7,423.5 |
0.618 |
7,366.4 |
HIGH |
7,274.0 |
0.618 |
7,216.9 |
0.500 |
7,199.3 |
0.382 |
7,181.6 |
LOW |
7,124.5 |
0.618 |
7,032.1 |
1.000 |
6,975.0 |
1.618 |
6,882.6 |
2.618 |
6,733.1 |
4.250 |
6,489.1 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,199.3 |
7,219.8 |
PP |
7,187.8 |
7,201.5 |
S1 |
7,176.4 |
7,183.3 |
|