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 |
12,022 |
12,046 |
24 |
0.2% |
12,371 |
High |
12,105 |
12,272 |
167 |
1.4% |
12,376 |
Low |
11,977 |
12,039 |
62 |
0.5% |
11,964 |
Close |
12,046 |
12,239 |
193 |
1.6% |
12,110 |
Range |
128 |
233 |
105 |
82.0% |
412 |
ATR |
132 |
139 |
7 |
5.5% |
0 |
Volume |
127,201 |
112,325 |
-14,876 |
-11.7% |
402,292 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,882 |
12,794 |
12,367 |
|
R3 |
12,649 |
12,561 |
12,303 |
|
R2 |
12,416 |
12,416 |
12,282 |
|
R1 |
12,328 |
12,328 |
12,260 |
12,372 |
PP |
12,183 |
12,183 |
12,183 |
12,206 |
S1 |
12,095 |
12,095 |
12,218 |
12,139 |
S2 |
11,950 |
11,950 |
12,196 |
|
S3 |
11,717 |
11,862 |
12,175 |
|
S4 |
11,484 |
11,629 |
12,111 |
|
|
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 |
11,977 |
315 |
2.6% |
186 |
1.5% |
83% |
False |
False |
111,176 |
10 |
12,379 |
11,964 |
415 |
3.4% |
171 |
1.4% |
66% |
False |
False |
105,063 |
20 |
12,379 |
11,933 |
446 |
3.6% |
129 |
1.1% |
69% |
False |
False |
100,085 |
40 |
12,379 |
11,520 |
859 |
7.0% |
121 |
1.0% |
84% |
False |
False |
101,933 |
60 |
12,379 |
11,216 |
1,163 |
9.5% |
108 |
0.9% |
88% |
False |
False |
87,088 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
116 |
0.9% |
91% |
False |
False |
65,345 |
100 |
12,379 |
10,787 |
1,592 |
13.0% |
119 |
1.0% |
91% |
False |
False |
52,289 |
120 |
12,379 |
10,350 |
2,029 |
16.6% |
119 |
1.0% |
93% |
False |
False |
43,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,262 |
2.618 |
12,882 |
1.618 |
12,649 |
1.000 |
12,505 |
0.618 |
12,416 |
HIGH |
12,272 |
0.618 |
12,183 |
0.500 |
12,156 |
0.382 |
12,128 |
LOW |
12,039 |
0.618 |
11,895 |
1.000 |
11,806 |
1.618 |
11,662 |
2.618 |
11,429 |
4.250 |
11,049 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,211 |
12,204 |
PP |
12,183 |
12,169 |
S1 |
12,156 |
12,135 |
|