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 |
12,214 |
12,022 |
-192 |
-1.6% |
12,371 |
High |
12,292 |
12,105 |
-187 |
-1.5% |
12,376 |
Low |
12,018 |
11,977 |
-41 |
-0.3% |
11,964 |
Close |
12,022 |
12,046 |
24 |
0.2% |
12,110 |
Range |
274 |
128 |
-146 |
-53.3% |
412 |
ATR |
132 |
132 |
0 |
-0.2% |
0 |
Volume |
136,198 |
127,201 |
-8,997 |
-6.6% |
402,292 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,427 |
12,364 |
12,117 |
|
R3 |
12,299 |
12,236 |
12,081 |
|
R2 |
12,171 |
12,171 |
12,070 |
|
R1 |
12,108 |
12,108 |
12,058 |
12,140 |
PP |
12,043 |
12,043 |
12,043 |
12,058 |
S1 |
11,980 |
11,980 |
12,034 |
12,012 |
S2 |
11,915 |
11,915 |
12,023 |
|
S3 |
11,787 |
11,852 |
12,011 |
|
S4 |
11,659 |
11,724 |
11,976 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,386 |
13,160 |
12,337 |
|
R3 |
12,974 |
12,748 |
12,223 |
|
R2 |
12,562 |
12,562 |
12,186 |
|
R1 |
12,336 |
12,336 |
12,148 |
12,243 |
PP |
12,150 |
12,150 |
12,150 |
12,104 |
S1 |
11,924 |
11,924 |
12,072 |
11,831 |
S2 |
11,738 |
11,738 |
12,035 |
|
S3 |
11,326 |
11,512 |
11,997 |
|
S4 |
10,914 |
11,100 |
11,884 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,292 |
11,964 |
328 |
2.7% |
174 |
1.4% |
25% |
False |
False |
119,588 |
10 |
12,379 |
11,964 |
415 |
3.4% |
156 |
1.3% |
20% |
False |
False |
106,032 |
20 |
12,379 |
11,933 |
446 |
3.7% |
121 |
1.0% |
25% |
False |
False |
98,130 |
40 |
12,379 |
11,520 |
859 |
7.1% |
117 |
1.0% |
61% |
False |
False |
101,502 |
60 |
12,379 |
11,216 |
1,163 |
9.7% |
105 |
0.9% |
71% |
False |
False |
85,225 |
80 |
12,379 |
10,855 |
1,524 |
12.7% |
114 |
0.9% |
78% |
False |
False |
63,942 |
100 |
12,379 |
10,754 |
1,625 |
13.5% |
118 |
1.0% |
80% |
False |
False |
51,166 |
120 |
12,379 |
10,273 |
2,106 |
17.5% |
117 |
1.0% |
84% |
False |
False |
42,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,649 |
2.618 |
12,440 |
1.618 |
12,312 |
1.000 |
12,233 |
0.618 |
12,184 |
HIGH |
12,105 |
0.618 |
12,056 |
0.500 |
12,041 |
0.382 |
12,026 |
LOW |
11,977 |
0.618 |
11,898 |
1.000 |
11,849 |
1.618 |
11,770 |
2.618 |
11,642 |
4.250 |
11,433 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,044 |
12,135 |
PP |
12,043 |
12,105 |
S1 |
12,041 |
12,076 |
|