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 |
12,164 |
12,078 |
-86 |
-0.7% |
12,112 |
High |
12,232 |
12,245 |
13 |
0.1% |
12,292 |
Low |
12,027 |
12,062 |
35 |
0.3% |
11,977 |
Close |
12,078 |
12,199 |
121 |
1.0% |
12,154 |
Range |
205 |
183 |
-22 |
-10.7% |
315 |
ATR |
149 |
152 |
2 |
1.6% |
0 |
Volume |
138,821 |
133,651 |
-5,170 |
-3.7% |
618,632 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,718 |
12,641 |
12,300 |
|
R3 |
12,535 |
12,458 |
12,249 |
|
R2 |
12,352 |
12,352 |
12,233 |
|
R1 |
12,275 |
12,275 |
12,216 |
12,314 |
PP |
12,169 |
12,169 |
12,169 |
12,188 |
S1 |
12,092 |
12,092 |
12,182 |
12,131 |
S2 |
11,986 |
11,986 |
12,166 |
|
S3 |
11,803 |
11,909 |
12,149 |
|
S4 |
11,620 |
11,726 |
12,098 |
|
|
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 |
12,288 |
11,977 |
311 |
2.5% |
194 |
1.6% |
71% |
False |
False |
132,906 |
10 |
12,292 |
11,964 |
328 |
2.7% |
190 |
1.6% |
72% |
False |
False |
129,339 |
20 |
12,379 |
11,964 |
415 |
3.4% |
146 |
1.2% |
57% |
False |
False |
108,482 |
40 |
12,379 |
11,520 |
859 |
7.0% |
127 |
1.0% |
79% |
False |
False |
104,840 |
60 |
12,379 |
11,288 |
1,091 |
8.9% |
112 |
0.9% |
84% |
False |
False |
92,950 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
120 |
1.0% |
88% |
False |
False |
70,656 |
100 |
12,379 |
10,794 |
1,585 |
13.0% |
121 |
1.0% |
89% |
False |
False |
56,538 |
120 |
12,379 |
10,412 |
1,967 |
16.1% |
122 |
1.0% |
91% |
False |
False |
47,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,023 |
2.618 |
12,724 |
1.618 |
12,541 |
1.000 |
12,428 |
0.618 |
12,358 |
HIGH |
12,245 |
0.618 |
12,175 |
0.500 |
12,154 |
0.382 |
12,132 |
LOW |
12,062 |
0.618 |
11,949 |
1.000 |
11,879 |
1.618 |
11,766 |
2.618 |
11,583 |
4.250 |
11,284 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,184 |
12,185 |
PP |
12,169 |
12,171 |
S1 |
12,154 |
12,158 |
|