Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,306.25 |
1,329.75 |
23.50 |
1.8% |
1,318.25 |
High |
1,332.00 |
1,334.50 |
2.50 |
0.2% |
1,336.50 |
Low |
1,305.00 |
1,311.25 |
6.25 |
0.5% |
1,296.25 |
Close |
1,329.75 |
1,320.25 |
-9.50 |
-0.7% |
1,320.25 |
Range |
27.00 |
23.25 |
-3.75 |
-13.9% |
40.25 |
ATR |
17.30 |
17.73 |
0.42 |
2.5% |
0.00 |
Volume |
2,354,766 |
2,937,134 |
582,368 |
24.7% |
12,952,293 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.75 |
1,379.25 |
1,333.00 |
|
R3 |
1,368.50 |
1,356.00 |
1,326.75 |
|
R2 |
1,345.25 |
1,345.25 |
1,324.50 |
|
R1 |
1,332.75 |
1,332.75 |
1,322.50 |
1,327.50 |
PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,319.25 |
S1 |
1,309.50 |
1,309.50 |
1,318.00 |
1,304.00 |
S2 |
1,298.75 |
1,298.75 |
1,316.00 |
|
S3 |
1,275.50 |
1,286.25 |
1,313.75 |
|
S4 |
1,252.25 |
1,263.00 |
1,307.50 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.50 |
1,419.50 |
1,342.50 |
|
R3 |
1,398.25 |
1,379.25 |
1,331.25 |
|
R2 |
1,358.00 |
1,358.00 |
1,327.75 |
|
R1 |
1,339.00 |
1,339.00 |
1,324.00 |
1,348.50 |
PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,322.50 |
S1 |
1,298.75 |
1,298.75 |
1,316.50 |
1,308.25 |
S2 |
1,277.50 |
1,277.50 |
1,312.75 |
|
S3 |
1,237.25 |
1,258.50 |
1,309.25 |
|
S4 |
1,197.00 |
1,218.25 |
1,298.00 |
|
|
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% |
24.00 |
1.8% |
60% |
False |
False |
2,590,458 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
22.00 |
1.7% |
55% |
False |
False |
2,225,262 |
20 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
16.50 |
1.2% |
55% |
False |
False |
1,931,933 |
40 |
1,343.00 |
1,257.75 |
85.25 |
6.5% |
15.50 |
1.2% |
73% |
False |
False |
1,927,900 |
60 |
1,343.00 |
1,212.50 |
130.50 |
9.9% |
13.75 |
1.0% |
83% |
False |
False |
1,675,235 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.4% |
14.75 |
1.1% |
87% |
False |
False |
1,260,694 |
100 |
1,343.00 |
1,146.75 |
196.25 |
14.9% |
14.75 |
1.1% |
88% |
False |
False |
1,008,863 |
120 |
1,343.00 |
1,104.50 |
238.50 |
18.1% |
14.75 |
1.1% |
90% |
False |
False |
840,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.25 |
2.618 |
1,395.25 |
1.618 |
1,372.00 |
1.000 |
1,357.75 |
0.618 |
1,348.75 |
HIGH |
1,334.50 |
0.618 |
1,325.50 |
0.500 |
1,323.00 |
0.382 |
1,320.25 |
LOW |
1,311.25 |
0.618 |
1,297.00 |
1.000 |
1,288.00 |
1.618 |
1,273.75 |
2.618 |
1,250.50 |
4.250 |
1,212.50 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.00 |
1,318.50 |
PP |
1,322.00 |
1,317.00 |
S1 |
1,321.00 |
1,315.50 |
|