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 |
7,146.0 |
7,194.0 |
48.0 |
0.7% |
7,179.5 |
High |
7,274.0 |
7,226.5 |
-47.5 |
-0.7% |
7,360.5 |
Low |
7,124.5 |
7,072.0 |
-52.5 |
-0.7% |
7,125.5 |
Close |
7,165.0 |
7,164.0 |
-1.0 |
0.0% |
7,173.0 |
Range |
149.5 |
154.5 |
5.0 |
3.3% |
235.0 |
ATR |
109.2 |
112.4 |
3.2 |
3.0% |
0.0 |
Volume |
187,400 |
205,137 |
17,737 |
9.5% |
661,024 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,617.7 |
7,545.3 |
7,249.0 |
|
R3 |
7,463.2 |
7,390.8 |
7,206.5 |
|
R2 |
7,308.7 |
7,308.7 |
7,192.3 |
|
R1 |
7,236.3 |
7,236.3 |
7,178.2 |
7,195.3 |
PP |
7,154.2 |
7,154.2 |
7,154.2 |
7,133.6 |
S1 |
7,081.8 |
7,081.8 |
7,149.8 |
7,040.8 |
S2 |
6,999.7 |
6,999.7 |
7,135.7 |
|
S3 |
6,845.2 |
6,927.3 |
7,121.5 |
|
S4 |
6,690.7 |
6,772.8 |
7,079.0 |
|
|
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 |
7,315.0 |
7,072.0 |
243.0 |
3.4% |
135.2 |
1.9% |
38% |
False |
True |
147,145 |
10 |
7,360.5 |
7,072.0 |
288.5 |
4.0% |
136.4 |
1.9% |
32% |
False |
True |
155,195 |
20 |
7,443.5 |
7,072.0 |
371.5 |
5.2% |
100.9 |
1.4% |
25% |
False |
True |
135,350 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
92.6 |
1.3% |
53% |
False |
False |
125,580 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
85.0 |
1.2% |
53% |
False |
False |
111,181 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.1% |
88.4 |
1.2% |
65% |
False |
False |
83,853 |
100 |
7,443.5 |
6,470.0 |
973.5 |
13.6% |
84.8 |
1.2% |
71% |
False |
False |
67,215 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.2% |
86.6 |
1.2% |
79% |
False |
False |
56,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,883.1 |
2.618 |
7,631.0 |
1.618 |
7,476.5 |
1.000 |
7,381.0 |
0.618 |
7,322.0 |
HIGH |
7,226.5 |
0.618 |
7,167.5 |
0.500 |
7,149.3 |
0.382 |
7,131.0 |
LOW |
7,072.0 |
0.618 |
6,976.5 |
1.000 |
6,917.5 |
1.618 |
6,822.0 |
2.618 |
6,667.5 |
4.250 |
6,415.4 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,159.1 |
7,193.5 |
PP |
7,154.2 |
7,183.7 |
S1 |
7,149.3 |
7,173.8 |
|