Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,640 |
10,450 |
-190 |
-1.8% |
10,550 |
High |
10,640 |
10,625 |
-15 |
-0.1% |
10,790 |
Low |
10,425 |
10,445 |
20 |
0.2% |
10,460 |
Close |
10,450 |
10,570 |
120 |
1.1% |
10,650 |
Range |
215 |
180 |
-35 |
-16.3% |
330 |
ATR |
170 |
171 |
1 |
0.4% |
0 |
Volume |
23,033 |
38,122 |
15,089 |
65.5% |
63,920 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
11,008 |
10,669 |
|
R3 |
10,907 |
10,828 |
10,620 |
|
R2 |
10,727 |
10,727 |
10,603 |
|
R1 |
10,648 |
10,648 |
10,587 |
10,688 |
PP |
10,547 |
10,547 |
10,547 |
10,566 |
S1 |
10,468 |
10,468 |
10,554 |
10,508 |
S2 |
10,367 |
10,367 |
10,537 |
|
S3 |
10,187 |
10,288 |
10,521 |
|
S4 |
10,007 |
10,108 |
10,471 |
|
|
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 |
10,775 |
10,425 |
350 |
3.3% |
197 |
1.9% |
41% |
False |
False |
20,646 |
10 |
10,790 |
10,340 |
450 |
4.3% |
198 |
1.9% |
51% |
False |
False |
16,647 |
20 |
10,910 |
10,340 |
570 |
5.4% |
165 |
1.6% |
40% |
False |
False |
12,102 |
40 |
10,910 |
10,170 |
740 |
7.0% |
152 |
1.4% |
54% |
False |
False |
10,661 |
60 |
10,910 |
10,150 |
760 |
7.2% |
142 |
1.3% |
55% |
False |
False |
9,038 |
80 |
10,910 |
9,735 |
1,175 |
11.1% |
124 |
1.2% |
71% |
False |
False |
7,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,390 |
2.618 |
11,096 |
1.618 |
10,916 |
1.000 |
10,805 |
0.618 |
10,736 |
HIGH |
10,625 |
0.618 |
10,556 |
0.500 |
10,535 |
0.382 |
10,514 |
LOW |
10,445 |
0.618 |
10,334 |
1.000 |
10,265 |
1.618 |
10,154 |
2.618 |
9,974 |
4.250 |
9,680 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,558 |
10,600 |
PP |
10,547 |
10,590 |
S1 |
10,535 |
10,580 |
|