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 |
12,241 |
12,164 |
-77 |
-0.6% |
12,112 |
High |
12,288 |
12,232 |
-56 |
-0.5% |
12,292 |
Low |
12,066 |
12,027 |
-39 |
-0.3% |
11,977 |
Close |
12,154 |
12,078 |
-76 |
-0.6% |
12,154 |
Range |
222 |
205 |
-17 |
-7.7% |
315 |
ATR |
145 |
149 |
4 |
3.0% |
0 |
Volume |
152,536 |
138,821 |
-13,715 |
-9.0% |
618,632 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,727 |
12,608 |
12,191 |
|
R3 |
12,522 |
12,403 |
12,135 |
|
R2 |
12,317 |
12,317 |
12,116 |
|
R1 |
12,198 |
12,198 |
12,097 |
12,155 |
PP |
12,112 |
12,112 |
12,112 |
12,091 |
S1 |
11,993 |
11,993 |
12,059 |
11,950 |
S2 |
11,907 |
11,907 |
12,041 |
|
S3 |
11,702 |
11,788 |
12,022 |
|
S4 |
11,497 |
11,583 |
11,965 |
|
|
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% |
213 |
1.8% |
32% |
False |
False |
133,416 |
10 |
12,376 |
11,964 |
412 |
3.4% |
194 |
1.6% |
28% |
False |
False |
115,974 |
20 |
12,379 |
11,964 |
415 |
3.4% |
142 |
1.2% |
27% |
False |
False |
105,719 |
40 |
12,379 |
11,520 |
859 |
7.1% |
126 |
1.0% |
65% |
False |
False |
104,408 |
60 |
12,379 |
11,265 |
1,114 |
9.2% |
111 |
0.9% |
73% |
False |
False |
91,569 |
80 |
12,379 |
10,855 |
1,524 |
12.6% |
119 |
1.0% |
80% |
False |
False |
68,986 |
100 |
12,379 |
10,794 |
1,585 |
13.1% |
121 |
1.0% |
81% |
False |
False |
55,202 |
120 |
12,379 |
10,350 |
2,029 |
16.8% |
121 |
1.0% |
85% |
False |
False |
46,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,103 |
2.618 |
12,769 |
1.618 |
12,564 |
1.000 |
12,437 |
0.618 |
12,359 |
HIGH |
12,232 |
0.618 |
12,154 |
0.500 |
12,130 |
0.382 |
12,105 |
LOW |
12,027 |
0.618 |
11,900 |
1.000 |
11,822 |
1.618 |
11,695 |
2.618 |
11,490 |
4.250 |
11,156 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,130 |
12,158 |
PP |
12,112 |
12,131 |
S1 |
12,095 |
12,105 |
|