Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,715 |
10,640 |
-75 |
-0.7% |
10,550 |
High |
10,775 |
10,640 |
-135 |
-1.3% |
10,790 |
Low |
10,560 |
10,425 |
-135 |
-1.3% |
10,460 |
Close |
10,650 |
10,450 |
-200 |
-1.9% |
10,650 |
Range |
215 |
215 |
0 |
0.0% |
330 |
ATR |
166 |
170 |
4 |
2.5% |
0 |
Volume |
14,353 |
23,033 |
8,680 |
60.5% |
63,920 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,150 |
11,015 |
10,568 |
|
R3 |
10,935 |
10,800 |
10,509 |
|
R2 |
10,720 |
10,720 |
10,490 |
|
R1 |
10,585 |
10,585 |
10,470 |
10,545 |
PP |
10,505 |
10,505 |
10,505 |
10,485 |
S1 |
10,370 |
10,370 |
10,430 |
10,330 |
S2 |
10,290 |
10,290 |
10,411 |
|
S3 |
10,075 |
10,155 |
10,391 |
|
S4 |
9,860 |
9,940 |
10,332 |
|
|
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 |
10,425 |
365 |
3.5% |
199 |
1.9% |
7% |
False |
True |
15,375 |
10 |
10,880 |
10,340 |
540 |
5.2% |
217 |
2.1% |
20% |
False |
False |
12,835 |
20 |
10,910 |
10,340 |
570 |
5.5% |
161 |
1.5% |
19% |
False |
False |
10,512 |
40 |
10,910 |
10,170 |
740 |
7.1% |
151 |
1.4% |
38% |
False |
False |
9,954 |
60 |
10,910 |
10,150 |
760 |
7.3% |
140 |
1.3% |
39% |
False |
False |
8,624 |
80 |
10,910 |
9,735 |
1,175 |
11.2% |
122 |
1.2% |
61% |
False |
False |
7,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,554 |
2.618 |
11,203 |
1.618 |
10,988 |
1.000 |
10,855 |
0.618 |
10,773 |
HIGH |
10,640 |
0.618 |
10,558 |
0.500 |
10,533 |
0.382 |
10,507 |
LOW |
10,425 |
0.618 |
10,292 |
1.000 |
10,210 |
1.618 |
10,077 |
2.618 |
9,862 |
4.250 |
9,511 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,533 |
10,600 |
PP |
10,505 |
10,550 |
S1 |
10,478 |
10,500 |
|