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 |
1,318.25 |
1,326.50 |
8.25 |
0.6% |
1,342.25 |
High |
1,329.00 |
1,336.50 |
7.50 |
0.6% |
1,342.50 |
Low |
1,313.00 |
1,300.75 |
-12.25 |
-0.9% |
1,292.50 |
Close |
1,326.00 |
1,301.00 |
-25.00 |
-1.9% |
1,318.75 |
Range |
16.00 |
35.75 |
19.75 |
123.4% |
50.00 |
ATR |
15.00 |
16.48 |
1.48 |
9.9% |
0.00 |
Volume |
1,928,682 |
3,051,801 |
1,123,119 |
58.2% |
7,788,540 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.00 |
1,396.25 |
1,320.75 |
|
R3 |
1,384.25 |
1,360.50 |
1,310.75 |
|
R2 |
1,348.50 |
1,348.50 |
1,307.50 |
|
R1 |
1,324.75 |
1,324.75 |
1,304.25 |
1,318.75 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,309.75 |
S1 |
1,289.00 |
1,289.00 |
1,297.75 |
1,283.00 |
S2 |
1,277.00 |
1,277.00 |
1,294.50 |
|
S3 |
1,241.25 |
1,253.25 |
1,291.25 |
|
S4 |
1,205.50 |
1,217.50 |
1,281.25 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.00 |
1,443.25 |
1,346.25 |
|
R3 |
1,418.00 |
1,393.25 |
1,332.50 |
|
R2 |
1,368.00 |
1,368.00 |
1,328.00 |
|
R1 |
1,343.25 |
1,343.25 |
1,323.25 |
1,330.50 |
PP |
1,318.00 |
1,318.00 |
1,318.00 |
1,311.50 |
S1 |
1,293.25 |
1,293.25 |
1,314.25 |
1,280.50 |
S2 |
1,268.00 |
1,268.00 |
1,309.50 |
|
S3 |
1,218.00 |
1,243.25 |
1,305.00 |
|
S4 |
1,168.00 |
1,193.25 |
1,291.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,336.50 |
1,292.50 |
44.00 |
3.4% |
22.25 |
1.7% |
19% |
True |
False |
2,553,804 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.9% |
18.00 |
1.4% |
17% |
False |
False |
1,920,401 |
20 |
1,343.00 |
1,281.25 |
61.75 |
4.7% |
15.50 |
1.2% |
32% |
False |
False |
1,798,816 |
40 |
1,343.00 |
1,255.25 |
87.75 |
6.7% |
15.00 |
1.2% |
52% |
False |
False |
1,857,117 |
60 |
1,343.00 |
1,208.00 |
135.00 |
10.4% |
13.25 |
1.0% |
69% |
False |
False |
1,545,997 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.6% |
14.25 |
1.1% |
76% |
False |
False |
1,161,150 |
100 |
1,343.00 |
1,140.50 |
202.50 |
15.6% |
14.50 |
1.1% |
79% |
False |
False |
929,186 |
120 |
1,343.00 |
1,086.50 |
256.50 |
19.7% |
14.50 |
1.1% |
84% |
False |
False |
774,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.50 |
2.618 |
1,430.00 |
1.618 |
1,394.25 |
1.000 |
1,372.25 |
0.618 |
1,358.50 |
HIGH |
1,336.50 |
0.618 |
1,322.75 |
0.500 |
1,318.50 |
0.382 |
1,314.50 |
LOW |
1,300.75 |
0.618 |
1,278.75 |
1.000 |
1,265.00 |
1.618 |
1,243.00 |
2.618 |
1,207.25 |
4.250 |
1,148.75 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.50 |
1,318.50 |
PP |
1,312.75 |
1,312.75 |
S1 |
1,307.00 |
1,307.00 |
|