Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,411.6 |
1,434.9 |
23.3 |
1.7% |
1,390.1 |
High |
1,435.6 |
1,441.0 |
5.4 |
0.4% |
1,418.8 |
Low |
1,409.8 |
1,428.2 |
18.4 |
1.3% |
1,390.1 |
Close |
1,431.2 |
1,437.7 |
6.5 |
0.5% |
1,409.3 |
Range |
25.8 |
12.8 |
-13.0 |
-50.4% |
28.7 |
ATR |
18.6 |
18.2 |
-0.4 |
-2.2% |
0.0 |
Volume |
156,611 |
141,395 |
-15,216 |
-9.7% |
425,621 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.0 |
1,468.7 |
1,444.7 |
|
R3 |
1,461.2 |
1,455.9 |
1,441.2 |
|
R2 |
1,448.4 |
1,448.4 |
1,440.0 |
|
R1 |
1,443.1 |
1,443.1 |
1,438.9 |
1,445.8 |
PP |
1,435.6 |
1,435.6 |
1,435.6 |
1,437.0 |
S1 |
1,430.3 |
1,430.3 |
1,436.5 |
1,433.0 |
S2 |
1,422.8 |
1,422.8 |
1,435.4 |
|
S3 |
1,410.0 |
1,417.5 |
1,434.2 |
|
S4 |
1,397.2 |
1,404.7 |
1,430.7 |
|
|
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 |
1,441.0 |
1,392.2 |
48.8 |
3.4% |
17.9 |
1.2% |
93% |
True |
False |
138,685 |
10 |
1,441.0 |
1,368.3 |
72.7 |
5.1% |
16.8 |
1.2% |
95% |
True |
False |
115,122 |
20 |
1,441.0 |
1,325.3 |
115.7 |
8.0% |
16.7 |
1.2% |
97% |
True |
False |
114,503 |
40 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
19.3 |
1.3% |
97% |
True |
False |
82,859 |
60 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
18.6 |
1.3% |
97% |
True |
False |
56,637 |
80 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
19.7 |
1.4% |
97% |
True |
False |
43,530 |
100 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
19.9 |
1.4% |
97% |
True |
False |
35,238 |
120 |
1,441.0 |
1,246.8 |
194.2 |
13.5% |
18.4 |
1.3% |
98% |
True |
False |
29,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.4 |
2.618 |
1,474.5 |
1.618 |
1,461.7 |
1.000 |
1,453.8 |
0.618 |
1,448.9 |
HIGH |
1,441.0 |
0.618 |
1,436.1 |
0.500 |
1,434.6 |
0.382 |
1,433.1 |
LOW |
1,428.2 |
0.618 |
1,420.3 |
1.000 |
1,415.4 |
1.618 |
1,407.5 |
2.618 |
1,394.7 |
4.250 |
1,373.8 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,436.7 |
1,432.8 |
PP |
1,435.6 |
1,428.0 |
S1 |
1,434.6 |
1,423.1 |
|