Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,550 |
10,700 |
150 |
1.4% |
10,850 |
High |
10,710 |
10,790 |
80 |
0.7% |
10,880 |
Low |
10,460 |
10,600 |
140 |
1.3% |
10,340 |
Close |
10,685 |
10,600 |
-85 |
-0.8% |
10,550 |
Range |
250 |
190 |
-60 |
-24.0% |
540 |
ATR |
155 |
158 |
2 |
1.6% |
0 |
Volume |
10,075 |
11,766 |
1,691 |
16.8% |
41,400 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,233 |
11,107 |
10,705 |
|
R3 |
11,043 |
10,917 |
10,652 |
|
R2 |
10,853 |
10,853 |
10,635 |
|
R1 |
10,727 |
10,727 |
10,618 |
10,695 |
PP |
10,663 |
10,663 |
10,663 |
10,648 |
S1 |
10,537 |
10,537 |
10,583 |
10,505 |
S2 |
10,473 |
10,473 |
10,565 |
|
S3 |
10,283 |
10,347 |
10,548 |
|
S4 |
10,093 |
10,157 |
10,496 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,210 |
11,920 |
10,847 |
|
R3 |
11,670 |
11,380 |
10,699 |
|
R2 |
11,130 |
11,130 |
10,649 |
|
R1 |
10,840 |
10,840 |
10,600 |
10,715 |
PP |
10,590 |
10,590 |
10,590 |
10,528 |
S1 |
10,300 |
10,300 |
10,501 |
10,175 |
S2 |
10,050 |
10,050 |
10,451 |
|
S3 |
9,510 |
9,760 |
10,402 |
|
S4 |
8,970 |
9,220 |
10,253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,790 |
10,340 |
450 |
4.2% |
198 |
1.9% |
58% |
True |
False |
12,648 |
10 |
10,910 |
10,340 |
570 |
5.4% |
171 |
1.6% |
46% |
False |
False |
9,243 |
20 |
10,910 |
10,245 |
665 |
6.3% |
149 |
1.4% |
53% |
False |
False |
9,073 |
40 |
10,910 |
10,170 |
740 |
7.0% |
145 |
1.4% |
58% |
False |
False |
9,060 |
60 |
10,910 |
10,140 |
770 |
7.3% |
134 |
1.3% |
60% |
False |
False |
8,294 |
80 |
10,910 |
9,520 |
1,390 |
13.1% |
112 |
1.1% |
78% |
False |
False |
6,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,598 |
2.618 |
11,288 |
1.618 |
11,098 |
1.000 |
10,980 |
0.618 |
10,908 |
HIGH |
10,790 |
0.618 |
10,718 |
0.500 |
10,695 |
0.382 |
10,673 |
LOW |
10,600 |
0.618 |
10,483 |
1.000 |
10,410 |
1.618 |
10,293 |
2.618 |
10,103 |
4.250 |
9,793 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,695 |
10,625 |
PP |
10,663 |
10,617 |
S1 |
10,632 |
10,608 |
|