Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,326.50 |
1,301.25 |
-25.25 |
-1.9% |
1,342.25 |
High |
1,336.50 |
1,313.75 |
-22.75 |
-1.7% |
1,342.50 |
Low |
1,300.75 |
1,296.25 |
-4.50 |
-0.3% |
1,292.50 |
Close |
1,301.00 |
1,305.75 |
4.75 |
0.4% |
1,318.75 |
Range |
35.75 |
17.50 |
-18.25 |
-51.0% |
50.00 |
ATR |
16.48 |
16.55 |
0.07 |
0.4% |
0.00 |
Volume |
3,051,801 |
2,679,910 |
-371,891 |
-12.2% |
7,788,540 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.75 |
1,349.25 |
1,315.50 |
|
R3 |
1,340.25 |
1,331.75 |
1,310.50 |
|
R2 |
1,322.75 |
1,322.75 |
1,309.00 |
|
R1 |
1,314.25 |
1,314.25 |
1,307.25 |
1,318.50 |
PP |
1,305.25 |
1,305.25 |
1,305.25 |
1,307.50 |
S1 |
1,296.75 |
1,296.75 |
1,304.25 |
1,301.00 |
S2 |
1,287.75 |
1,287.75 |
1,302.50 |
|
S3 |
1,270.25 |
1,279.25 |
1,301.00 |
|
S4 |
1,252.75 |
1,261.75 |
1,296.00 |
|
|
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% |
21.25 |
1.6% |
30% |
False |
False |
2,475,094 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.9% |
19.00 |
1.5% |
26% |
False |
False |
2,043,675 |
20 |
1,343.00 |
1,291.50 |
51.50 |
3.9% |
15.00 |
1.2% |
28% |
False |
False |
1,828,350 |
40 |
1,343.00 |
1,255.75 |
87.25 |
6.7% |
15.00 |
1.1% |
57% |
False |
False |
1,884,370 |
60 |
1,343.00 |
1,211.50 |
131.50 |
10.1% |
13.25 |
1.0% |
72% |
False |
False |
1,590,322 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.6% |
14.25 |
1.1% |
79% |
False |
False |
1,194,639 |
100 |
1,343.00 |
1,140.50 |
202.50 |
15.5% |
14.50 |
1.1% |
82% |
False |
False |
955,963 |
120 |
1,343.00 |
1,090.25 |
252.75 |
19.4% |
14.50 |
1.1% |
85% |
False |
False |
796,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.00 |
2.618 |
1,359.50 |
1.618 |
1,342.00 |
1.000 |
1,331.25 |
0.618 |
1,324.50 |
HIGH |
1,313.75 |
0.618 |
1,307.00 |
0.500 |
1,305.00 |
0.382 |
1,303.00 |
LOW |
1,296.25 |
0.618 |
1,285.50 |
1.000 |
1,278.75 |
1.618 |
1,268.00 |
2.618 |
1,250.50 |
4.250 |
1,222.00 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,305.50 |
1,316.50 |
PP |
1,305.25 |
1,312.75 |
S1 |
1,305.00 |
1,309.25 |
|