Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,700 |
10,610 |
-90 |
-0.8% |
10,850 |
High |
10,790 |
10,625 |
-165 |
-1.5% |
10,880 |
Low |
10,600 |
10,475 |
-125 |
-1.2% |
10,340 |
Close |
10,600 |
10,515 |
-85 |
-0.8% |
10,550 |
Range |
190 |
150 |
-40 |
-21.1% |
540 |
ATR |
158 |
157 |
-1 |
-0.4% |
0 |
Volume |
11,766 |
12,772 |
1,006 |
8.6% |
41,400 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,988 |
10,902 |
10,598 |
|
R3 |
10,838 |
10,752 |
10,556 |
|
R2 |
10,688 |
10,688 |
10,543 |
|
R1 |
10,602 |
10,602 |
10,529 |
10,570 |
PP |
10,538 |
10,538 |
10,538 |
10,523 |
S1 |
10,452 |
10,452 |
10,501 |
10,420 |
S2 |
10,388 |
10,388 |
10,488 |
|
S3 |
10,238 |
10,302 |
10,474 |
|
S4 |
10,088 |
10,152 |
10,433 |
|
|
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 |
4.3% |
184 |
1.7% |
39% |
False |
False |
12,083 |
10 |
10,910 |
10,340 |
570 |
5.4% |
180 |
1.7% |
31% |
False |
False |
9,650 |
20 |
10,910 |
10,330 |
580 |
5.5% |
149 |
1.4% |
32% |
False |
False |
9,324 |
40 |
10,910 |
10,170 |
740 |
7.0% |
145 |
1.4% |
47% |
False |
False |
9,244 |
60 |
10,910 |
10,140 |
770 |
7.3% |
135 |
1.3% |
49% |
False |
False |
8,501 |
80 |
10,910 |
9,735 |
1,175 |
11.2% |
114 |
1.1% |
66% |
False |
False |
6,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,263 |
2.618 |
11,018 |
1.618 |
10,868 |
1.000 |
10,775 |
0.618 |
10,718 |
HIGH |
10,625 |
0.618 |
10,568 |
0.500 |
10,550 |
0.382 |
10,532 |
LOW |
10,475 |
0.618 |
10,382 |
1.000 |
10,325 |
1.618 |
10,232 |
2.618 |
10,082 |
4.250 |
9,838 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,550 |
10,625 |
PP |
10,538 |
10,588 |
S1 |
10,527 |
10,552 |
|