Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,329.75 |
1,320.25 |
-9.50 |
-0.7% |
1,318.25 |
High |
1,334.50 |
1,327.25 |
-7.25 |
-0.5% |
1,336.50 |
Low |
1,311.25 |
1,302.75 |
-8.50 |
-0.6% |
1,296.25 |
Close |
1,320.25 |
1,309.00 |
-11.25 |
-0.9% |
1,320.25 |
Range |
23.25 |
24.50 |
1.25 |
5.4% |
40.25 |
ATR |
17.73 |
18.21 |
0.48 |
2.7% |
0.00 |
Volume |
2,937,134 |
2,701,105 |
-236,029 |
-8.0% |
12,952,293 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.50 |
1,372.25 |
1,322.50 |
|
R3 |
1,362.00 |
1,347.75 |
1,315.75 |
|
R2 |
1,337.50 |
1,337.50 |
1,313.50 |
|
R1 |
1,323.25 |
1,323.25 |
1,311.25 |
1,318.00 |
PP |
1,313.00 |
1,313.00 |
1,313.00 |
1,310.50 |
S1 |
1,298.75 |
1,298.75 |
1,306.75 |
1,293.50 |
S2 |
1,288.50 |
1,288.50 |
1,304.50 |
|
S3 |
1,264.00 |
1,274.25 |
1,302.25 |
|
S4 |
1,239.50 |
1,249.75 |
1,295.50 |
|
|
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 |
3.1% |
25.50 |
2.0% |
32% |
False |
False |
2,744,943 |
10 |
1,342.50 |
1,292.50 |
50.00 |
3.8% |
23.50 |
1.8% |
33% |
False |
False |
2,344,193 |
20 |
1,343.00 |
1,292.50 |
50.50 |
3.9% |
17.25 |
1.3% |
33% |
False |
False |
1,987,811 |
40 |
1,343.00 |
1,257.75 |
85.25 |
6.5% |
15.75 |
1.2% |
60% |
False |
False |
1,955,401 |
60 |
1,343.00 |
1,221.25 |
121.75 |
9.3% |
13.75 |
1.1% |
72% |
False |
False |
1,715,263 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.5% |
14.75 |
1.1% |
81% |
False |
False |
1,294,381 |
100 |
1,343.00 |
1,150.50 |
192.50 |
14.7% |
14.75 |
1.1% |
82% |
False |
False |
1,035,868 |
120 |
1,343.00 |
1,104.50 |
238.50 |
18.2% |
15.00 |
1.1% |
86% |
False |
False |
863,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.50 |
2.618 |
1,391.50 |
1.618 |
1,367.00 |
1.000 |
1,351.75 |
0.618 |
1,342.50 |
HIGH |
1,327.25 |
0.618 |
1,318.00 |
0.500 |
1,315.00 |
0.382 |
1,312.00 |
LOW |
1,302.75 |
0.618 |
1,287.50 |
1.000 |
1,278.25 |
1.618 |
1,263.00 |
2.618 |
1,238.50 |
4.250 |
1,198.50 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,315.00 |
1,318.50 |
PP |
1,313.00 |
1,315.50 |
S1 |
1,311.00 |
1,312.25 |
|