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 |
12,046 |
12,241 |
195 |
1.6% |
12,112 |
High |
12,272 |
12,288 |
16 |
0.1% |
12,292 |
Low |
12,039 |
12,066 |
27 |
0.2% |
11,977 |
Close |
12,239 |
12,154 |
-85 |
-0.7% |
12,154 |
Range |
233 |
222 |
-11 |
-4.7% |
315 |
ATR |
139 |
145 |
6 |
4.3% |
0 |
Volume |
112,325 |
152,536 |
40,211 |
35.8% |
618,632 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,835 |
12,717 |
12,276 |
|
R3 |
12,613 |
12,495 |
12,215 |
|
R2 |
12,391 |
12,391 |
12,195 |
|
R1 |
12,273 |
12,273 |
12,174 |
12,221 |
PP |
12,169 |
12,169 |
12,169 |
12,144 |
S1 |
12,051 |
12,051 |
12,134 |
11,999 |
S2 |
11,947 |
11,947 |
12,113 |
|
S3 |
11,725 |
11,829 |
12,093 |
|
S4 |
11,503 |
11,607 |
12,032 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,086 |
12,935 |
12,327 |
|
R3 |
12,771 |
12,620 |
12,241 |
|
R2 |
12,456 |
12,456 |
12,212 |
|
R1 |
12,305 |
12,305 |
12,183 |
12,381 |
PP |
12,141 |
12,141 |
12,141 |
12,179 |
S1 |
11,990 |
11,990 |
12,125 |
12,066 |
S2 |
11,826 |
11,826 |
12,096 |
|
S3 |
11,511 |
11,675 |
12,068 |
|
S4 |
11,196 |
11,360 |
11,981 |
|
|
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% |
205 |
1.7% |
56% |
False |
False |
123,726 |
10 |
12,379 |
11,964 |
415 |
3.4% |
184 |
1.5% |
46% |
False |
False |
109,954 |
20 |
12,379 |
11,964 |
415 |
3.4% |
135 |
1.1% |
46% |
False |
False |
102,786 |
40 |
12,379 |
11,520 |
859 |
7.1% |
123 |
1.0% |
74% |
False |
False |
103,228 |
60 |
12,379 |
11,216 |
1,163 |
9.6% |
110 |
0.9% |
81% |
False |
False |
89,545 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
118 |
1.0% |
85% |
False |
False |
67,251 |
100 |
12,379 |
10,787 |
1,592 |
13.1% |
120 |
1.0% |
86% |
False |
False |
53,814 |
120 |
12,379 |
10,350 |
2,029 |
16.7% |
120 |
1.0% |
89% |
False |
False |
44,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,232 |
2.618 |
12,869 |
1.618 |
12,647 |
1.000 |
12,510 |
0.618 |
12,425 |
HIGH |
12,288 |
0.618 |
12,203 |
0.500 |
12,177 |
0.382 |
12,151 |
LOW |
12,066 |
0.618 |
11,929 |
1.000 |
11,844 |
1.618 |
11,707 |
2.618 |
11,485 |
4.250 |
11,123 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,177 |
12,147 |
PP |
12,169 |
12,140 |
S1 |
12,162 |
12,133 |
|