Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,610 |
10,515 |
-95 |
-0.9% |
10,850 |
High |
10,625 |
10,740 |
115 |
1.1% |
10,880 |
Low |
10,475 |
10,515 |
40 |
0.4% |
10,340 |
Close |
10,515 |
10,725 |
210 |
2.0% |
10,550 |
Range |
150 |
225 |
75 |
50.0% |
540 |
ATR |
157 |
162 |
5 |
3.1% |
0 |
Volume |
12,772 |
14,954 |
2,182 |
17.1% |
41,400 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,335 |
11,255 |
10,849 |
|
R3 |
11,110 |
11,030 |
10,787 |
|
R2 |
10,885 |
10,885 |
10,766 |
|
R1 |
10,805 |
10,805 |
10,746 |
10,845 |
PP |
10,660 |
10,660 |
10,660 |
10,680 |
S1 |
10,580 |
10,580 |
10,705 |
10,620 |
S2 |
10,435 |
10,435 |
10,684 |
|
S3 |
10,210 |
10,355 |
10,663 |
|
S4 |
9,985 |
10,130 |
10,601 |
|
|
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 |
10,460 |
330 |
3.1% |
184 |
1.7% |
80% |
False |
False |
11,582 |
10 |
10,895 |
10,340 |
555 |
5.2% |
186 |
1.7% |
69% |
False |
False |
10,285 |
20 |
10,910 |
10,340 |
570 |
5.3% |
152 |
1.4% |
68% |
False |
False |
9,673 |
40 |
10,910 |
10,170 |
740 |
6.9% |
148 |
1.4% |
75% |
False |
False |
9,449 |
60 |
10,910 |
10,140 |
770 |
7.2% |
137 |
1.3% |
76% |
False |
False |
8,621 |
80 |
10,910 |
9,735 |
1,175 |
11.0% |
117 |
1.1% |
84% |
False |
False |
6,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,696 |
2.618 |
11,329 |
1.618 |
11,104 |
1.000 |
10,965 |
0.618 |
10,879 |
HIGH |
10,740 |
0.618 |
10,654 |
0.500 |
10,628 |
0.382 |
10,601 |
LOW |
10,515 |
0.618 |
10,376 |
1.000 |
10,290 |
1.618 |
10,151 |
2.618 |
9,926 |
4.250 |
9,559 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,693 |
10,694 |
PP |
10,660 |
10,663 |
S1 |
10,628 |
10,633 |
|