Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,320.25 |
1,308.75 |
-11.50 |
-0.9% |
1,318.25 |
High |
1,327.25 |
1,325.75 |
-1.50 |
-0.1% |
1,336.50 |
Low |
1,302.75 |
1,306.00 |
3.25 |
0.2% |
1,296.25 |
Close |
1,309.00 |
1,320.00 |
11.00 |
0.8% |
1,320.25 |
Range |
24.50 |
19.75 |
-4.75 |
-19.4% |
40.25 |
ATR |
18.21 |
18.32 |
0.11 |
0.6% |
0.00 |
Volume |
2,701,105 |
2,206,427 |
-494,678 |
-18.3% |
12,952,293 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.50 |
1,368.00 |
1,330.75 |
|
R3 |
1,356.75 |
1,348.25 |
1,325.50 |
|
R2 |
1,337.00 |
1,337.00 |
1,323.50 |
|
R1 |
1,328.50 |
1,328.50 |
1,321.75 |
1,332.75 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,319.50 |
S1 |
1,308.75 |
1,308.75 |
1,318.25 |
1,313.00 |
S2 |
1,297.50 |
1,297.50 |
1,316.50 |
|
S3 |
1,277.75 |
1,289.00 |
1,314.50 |
|
S4 |
1,258.00 |
1,269.25 |
1,309.25 |
|
|
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 |
1,334.50 |
1,296.25 |
38.25 |
2.9% |
22.50 |
1.7% |
62% |
False |
False |
2,575,868 |
10 |
1,336.50 |
1,292.50 |
44.00 |
3.3% |
22.25 |
1.7% |
63% |
False |
False |
2,564,836 |
20 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
17.50 |
1.3% |
54% |
False |
False |
2,023,076 |
40 |
1,343.00 |
1,258.00 |
85.00 |
6.4% |
16.00 |
1.2% |
73% |
False |
False |
1,956,332 |
60 |
1,343.00 |
1,226.75 |
116.25 |
8.8% |
14.00 |
1.1% |
80% |
False |
False |
1,734,160 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.4% |
14.75 |
1.1% |
87% |
False |
False |
1,321,947 |
100 |
1,343.00 |
1,150.50 |
192.50 |
14.6% |
14.75 |
1.1% |
88% |
False |
False |
1,057,921 |
120 |
1,343.00 |
1,108.00 |
235.00 |
17.8% |
15.00 |
1.1% |
90% |
False |
False |
881,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.75 |
2.618 |
1,377.50 |
1.618 |
1,357.75 |
1.000 |
1,345.50 |
0.618 |
1,338.00 |
HIGH |
1,325.75 |
0.618 |
1,318.25 |
0.500 |
1,316.00 |
0.382 |
1,313.50 |
LOW |
1,306.00 |
0.618 |
1,293.75 |
1.000 |
1,286.25 |
1.618 |
1,274.00 |
2.618 |
1,254.25 |
4.250 |
1,222.00 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.50 |
1,319.50 |
PP |
1,317.25 |
1,319.00 |
S1 |
1,316.00 |
1,318.50 |
|