Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,301.25 |
1,306.25 |
5.00 |
0.4% |
1,342.25 |
High |
1,313.75 |
1,332.00 |
18.25 |
1.4% |
1,342.50 |
Low |
1,296.25 |
1,305.00 |
8.75 |
0.7% |
1,292.50 |
Close |
1,305.75 |
1,329.75 |
24.00 |
1.8% |
1,318.75 |
Range |
17.50 |
27.00 |
9.50 |
54.3% |
50.00 |
ATR |
16.55 |
17.30 |
0.75 |
4.5% |
0.00 |
Volume |
2,679,910 |
2,354,766 |
-325,144 |
-12.1% |
7,788,540 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.25 |
1,393.50 |
1,344.50 |
|
R3 |
1,376.25 |
1,366.50 |
1,337.25 |
|
R2 |
1,349.25 |
1,349.25 |
1,334.75 |
|
R1 |
1,339.50 |
1,339.50 |
1,332.25 |
1,344.50 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,324.75 |
S1 |
1,312.50 |
1,312.50 |
1,327.25 |
1,317.50 |
S2 |
1,295.25 |
1,295.25 |
1,324.75 |
|
S3 |
1,268.25 |
1,285.50 |
1,322.25 |
|
S4 |
1,241.25 |
1,258.50 |
1,315.00 |
|
|
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 |
1,296.25 |
40.25 |
3.0% |
23.00 |
1.7% |
83% |
False |
False |
2,367,866 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
20.75 |
1.6% |
74% |
False |
False |
2,099,245 |
20 |
1,343.00 |
1,291.50 |
51.50 |
3.9% |
16.00 |
1.2% |
74% |
False |
False |
1,876,441 |
40 |
1,343.00 |
1,255.75 |
87.25 |
6.6% |
15.50 |
1.2% |
85% |
False |
False |
1,899,003 |
60 |
1,343.00 |
1,212.50 |
130.50 |
9.8% |
13.50 |
1.0% |
90% |
False |
False |
1,628,540 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.3% |
14.50 |
1.1% |
93% |
False |
False |
1,224,027 |
100 |
1,343.00 |
1,146.75 |
196.25 |
14.8% |
14.50 |
1.1% |
93% |
False |
False |
979,500 |
120 |
1,343.00 |
1,102.75 |
240.25 |
18.1% |
14.75 |
1.1% |
94% |
False |
False |
816,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.75 |
2.618 |
1,402.75 |
1.618 |
1,375.75 |
1.000 |
1,359.00 |
0.618 |
1,348.75 |
HIGH |
1,332.00 |
0.618 |
1,321.75 |
0.500 |
1,318.50 |
0.382 |
1,315.25 |
LOW |
1,305.00 |
0.618 |
1,288.25 |
1.000 |
1,278.00 |
1.618 |
1,261.25 |
2.618 |
1,234.25 |
4.250 |
1,190.25 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,326.00 |
1,325.25 |
PP |
1,322.25 |
1,320.75 |
S1 |
1,318.50 |
1,316.50 |
|