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 |
5,857.5 |
5,889.5 |
32.0 |
0.5% |
6,045.0 |
High |
5,926.0 |
6,015.0 |
89.0 |
1.5% |
6,086.5 |
Low |
5,847.5 |
5,889.0 |
41.5 |
0.7% |
5,838.0 |
Close |
5,905.0 |
5,984.0 |
79.0 |
1.3% |
5,976.5 |
Range |
78.5 |
126.0 |
47.5 |
60.5% |
248.5 |
ATR |
83.2 |
86.3 |
3.1 |
3.7% |
0.0 |
Volume |
130,603 |
123,828 |
-6,775 |
-5.2% |
528,423 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,340.5 |
6,288.5 |
6,053.5 |
|
R3 |
6,214.5 |
6,162.5 |
6,018.5 |
|
R2 |
6,088.5 |
6,088.5 |
6,007.0 |
|
R1 |
6,036.5 |
6,036.5 |
5,995.5 |
6,062.5 |
PP |
5,962.5 |
5,962.5 |
5,962.5 |
5,976.0 |
S1 |
5,910.5 |
5,910.5 |
5,972.5 |
5,936.5 |
S2 |
5,836.5 |
5,836.5 |
5,961.0 |
|
S3 |
5,710.5 |
5,784.5 |
5,949.5 |
|
S4 |
5,584.5 |
5,658.5 |
5,914.5 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,712.5 |
6,593.0 |
6,113.0 |
|
R3 |
6,464.0 |
6,344.5 |
6,045.0 |
|
R2 |
6,215.5 |
6,215.5 |
6,022.0 |
|
R1 |
6,096.0 |
6,096.0 |
5,999.5 |
6,031.5 |
PP |
5,967.0 |
5,967.0 |
5,967.0 |
5,935.0 |
S1 |
5,847.5 |
5,847.5 |
5,953.5 |
5,783.0 |
S2 |
5,718.5 |
5,718.5 |
5,931.0 |
|
S3 |
5,470.0 |
5,599.0 |
5,908.0 |
|
S4 |
5,221.5 |
5,350.5 |
5,840.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,022.5 |
5,847.5 |
175.0 |
2.9% |
103.5 |
1.7% |
78% |
False |
False |
119,247 |
10 |
6,086.5 |
5,838.0 |
248.5 |
4.2% |
97.5 |
1.6% |
59% |
False |
False |
109,798 |
20 |
6,086.5 |
5,838.0 |
248.5 |
4.2% |
80.5 |
1.3% |
59% |
False |
False |
95,704 |
40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
78.0 |
1.3% |
67% |
False |
False |
98,612 |
60 |
6,086.5 |
5,730.0 |
356.5 |
6.0% |
71.5 |
1.2% |
71% |
False |
False |
90,990 |
80 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
74.0 |
1.2% |
83% |
False |
False |
68,578 |
100 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
69.0 |
1.2% |
83% |
False |
False |
54,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,550.5 |
2.618 |
6,345.0 |
1.618 |
6,219.0 |
1.000 |
6,141.0 |
0.618 |
6,093.0 |
HIGH |
6,015.0 |
0.618 |
5,967.0 |
0.500 |
5,952.0 |
0.382 |
5,937.0 |
LOW |
5,889.0 |
0.618 |
5,811.0 |
1.000 |
5,763.0 |
1.618 |
5,685.0 |
2.618 |
5,559.0 |
4.250 |
5,353.5 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
5,973.5 |
5,967.5 |
PP |
5,962.5 |
5,951.5 |
S1 |
5,952.0 |
5,935.0 |
|