Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,515 |
10,715 |
200 |
1.9% |
10,550 |
High |
10,740 |
10,775 |
35 |
0.3% |
10,790 |
Low |
10,515 |
10,560 |
45 |
0.4% |
10,460 |
Close |
10,725 |
10,650 |
-75 |
-0.7% |
10,650 |
Range |
225 |
215 |
-10 |
-4.4% |
330 |
ATR |
162 |
166 |
4 |
2.3% |
0 |
Volume |
14,954 |
14,353 |
-601 |
-4.0% |
63,920 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,307 |
11,193 |
10,768 |
|
R3 |
11,092 |
10,978 |
10,709 |
|
R2 |
10,877 |
10,877 |
10,690 |
|
R1 |
10,763 |
10,763 |
10,670 |
10,713 |
PP |
10,662 |
10,662 |
10,662 |
10,636 |
S1 |
10,548 |
10,548 |
10,630 |
10,498 |
S2 |
10,447 |
10,447 |
10,611 |
|
S3 |
10,232 |
10,333 |
10,591 |
|
S4 |
10,017 |
10,118 |
10,532 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,623 |
11,467 |
10,832 |
|
R3 |
11,293 |
11,137 |
10,741 |
|
R2 |
10,963 |
10,963 |
10,711 |
|
R1 |
10,807 |
10,807 |
10,680 |
10,885 |
PP |
10,633 |
10,633 |
10,633 |
10,673 |
S1 |
10,477 |
10,477 |
10,620 |
10,555 |
S2 |
10,303 |
10,303 |
10,590 |
|
S3 |
9,973 |
10,147 |
10,559 |
|
S4 |
9,643 |
9,817 |
10,469 |
|
|
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% |
206 |
1.9% |
58% |
False |
False |
12,784 |
10 |
10,880 |
10,340 |
540 |
5.1% |
200 |
1.9% |
57% |
False |
False |
11,122 |
20 |
10,910 |
10,340 |
570 |
5.4% |
157 |
1.5% |
54% |
False |
False |
9,945 |
40 |
10,910 |
10,170 |
740 |
6.9% |
148 |
1.4% |
65% |
False |
False |
9,535 |
60 |
10,910 |
10,150 |
760 |
7.1% |
138 |
1.3% |
66% |
False |
False |
8,573 |
80 |
10,910 |
9,735 |
1,175 |
11.0% |
119 |
1.1% |
78% |
False |
False |
6,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,689 |
2.618 |
11,338 |
1.618 |
11,123 |
1.000 |
10,990 |
0.618 |
10,908 |
HIGH |
10,775 |
0.618 |
10,693 |
0.500 |
10,668 |
0.382 |
10,642 |
LOW |
10,560 |
0.618 |
10,427 |
1.000 |
10,345 |
1.618 |
10,212 |
2.618 |
9,997 |
4.250 |
9,646 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,668 |
10,642 |
PP |
10,662 |
10,633 |
S1 |
10,656 |
10,625 |
|