Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,411.2 |
1,411.6 |
0.4 |
0.0% |
1,390.1 |
High |
1,417.0 |
1,435.6 |
18.6 |
1.3% |
1,418.8 |
Low |
1,405.2 |
1,409.8 |
4.6 |
0.3% |
1,390.1 |
Close |
1,409.9 |
1,431.2 |
21.3 |
1.5% |
1,409.3 |
Range |
11.8 |
25.8 |
14.0 |
118.6% |
28.7 |
ATR |
18.1 |
18.6 |
0.6 |
3.0% |
0.0 |
Volume |
107,192 |
156,611 |
49,419 |
46.1% |
425,621 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.9 |
1,492.9 |
1,445.4 |
|
R3 |
1,477.1 |
1,467.1 |
1,438.3 |
|
R2 |
1,451.3 |
1,451.3 |
1,435.9 |
|
R1 |
1,441.3 |
1,441.3 |
1,433.6 |
1,446.3 |
PP |
1,425.5 |
1,425.5 |
1,425.5 |
1,428.1 |
S1 |
1,415.5 |
1,415.5 |
1,428.8 |
1,420.5 |
S2 |
1,399.7 |
1,399.7 |
1,426.5 |
|
S3 |
1,373.9 |
1,389.7 |
1,424.1 |
|
S4 |
1,348.1 |
1,363.9 |
1,417.0 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.2 |
1,479.4 |
1,425.1 |
|
R3 |
1,463.5 |
1,450.7 |
1,417.2 |
|
R2 |
1,434.8 |
1,434.8 |
1,414.6 |
|
R1 |
1,422.0 |
1,422.0 |
1,411.9 |
1,428.4 |
PP |
1,406.1 |
1,406.1 |
1,406.1 |
1,409.3 |
S1 |
1,393.3 |
1,393.3 |
1,406.7 |
1,399.7 |
S2 |
1,377.4 |
1,377.4 |
1,404.0 |
|
S3 |
1,348.7 |
1,364.6 |
1,401.4 |
|
S4 |
1,320.0 |
1,335.9 |
1,393.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,435.6 |
1,392.2 |
43.4 |
3.0% |
19.6 |
1.4% |
90% |
True |
False |
137,884 |
10 |
1,435.6 |
1,361.3 |
74.3 |
5.2% |
17.2 |
1.2% |
94% |
True |
False |
111,027 |
20 |
1,435.6 |
1,325.3 |
110.3 |
7.7% |
16.9 |
1.2% |
96% |
True |
False |
114,332 |
40 |
1,435.6 |
1,309.1 |
126.5 |
8.8% |
19.2 |
1.3% |
97% |
True |
False |
79,477 |
60 |
1,435.6 |
1,309.1 |
126.5 |
8.8% |
18.8 |
1.3% |
97% |
True |
False |
54,299 |
80 |
1,435.6 |
1,309.1 |
126.5 |
8.8% |
20.1 |
1.4% |
97% |
True |
False |
41,787 |
100 |
1,435.6 |
1,309.1 |
126.5 |
8.8% |
20.1 |
1.4% |
97% |
True |
False |
33,834 |
120 |
1,435.6 |
1,246.8 |
188.8 |
13.2% |
18.4 |
1.3% |
98% |
True |
False |
28,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.3 |
2.618 |
1,503.1 |
1.618 |
1,477.3 |
1.000 |
1,461.4 |
0.618 |
1,451.5 |
HIGH |
1,435.6 |
0.618 |
1,425.7 |
0.500 |
1,422.7 |
0.382 |
1,419.7 |
LOW |
1,409.8 |
0.618 |
1,393.9 |
1.000 |
1,384.0 |
1.618 |
1,368.1 |
2.618 |
1,342.3 |
4.250 |
1,300.2 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,428.4 |
1,426.8 |
PP |
1,425.5 |
1,422.3 |
S1 |
1,422.7 |
1,417.9 |
|