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 |
1,434.9 |
1,436.5 |
1.6 |
0.1% |
1,390.1 |
High |
1,441.0 |
1,436.9 |
-4.1 |
-0.3% |
1,418.8 |
Low |
1,428.2 |
1,410.6 |
-17.6 |
-1.2% |
1,390.1 |
Close |
1,437.7 |
1,416.4 |
-21.3 |
-1.5% |
1,409.3 |
Range |
12.8 |
26.3 |
13.5 |
105.5% |
28.7 |
ATR |
18.2 |
18.9 |
0.6 |
3.5% |
0.0 |
Volume |
141,395 |
186,928 |
45,533 |
32.2% |
425,621 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.2 |
1,484.6 |
1,430.9 |
|
R3 |
1,473.9 |
1,458.3 |
1,423.6 |
|
R2 |
1,447.6 |
1,447.6 |
1,421.2 |
|
R1 |
1,432.0 |
1,432.0 |
1,418.8 |
1,426.7 |
PP |
1,421.3 |
1,421.3 |
1,421.3 |
1,418.6 |
S1 |
1,405.7 |
1,405.7 |
1,414.0 |
1,400.4 |
S2 |
1,395.0 |
1,395.0 |
1,411.6 |
|
S3 |
1,368.7 |
1,379.4 |
1,409.2 |
|
S4 |
1,342.4 |
1,353.1 |
1,401.9 |
|
|
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 |
1,400.1 |
40.9 |
2.9% |
17.8 |
1.3% |
40% |
False |
False |
140,889 |
10 |
1,441.0 |
1,374.6 |
66.4 |
4.7% |
18.0 |
1.3% |
63% |
False |
False |
121,332 |
20 |
1,441.0 |
1,325.3 |
115.7 |
8.2% |
17.1 |
1.2% |
79% |
False |
False |
118,666 |
40 |
1,441.0 |
1,309.1 |
131.9 |
9.3% |
18.9 |
1.3% |
81% |
False |
False |
87,459 |
60 |
1,441.0 |
1,309.1 |
131.9 |
9.3% |
18.7 |
1.3% |
81% |
False |
False |
59,704 |
80 |
1,441.0 |
1,309.1 |
131.9 |
9.3% |
19.7 |
1.4% |
81% |
False |
False |
45,837 |
100 |
1,441.0 |
1,309.1 |
131.9 |
9.3% |
20.0 |
1.4% |
81% |
False |
False |
37,086 |
120 |
1,441.0 |
1,246.8 |
194.2 |
13.7% |
18.5 |
1.3% |
87% |
False |
False |
31,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.7 |
2.618 |
1,505.8 |
1.618 |
1,479.5 |
1.000 |
1,463.2 |
0.618 |
1,453.2 |
HIGH |
1,436.9 |
0.618 |
1,426.9 |
0.500 |
1,423.8 |
0.382 |
1,420.6 |
LOW |
1,410.6 |
0.618 |
1,394.3 |
1.000 |
1,384.3 |
1.618 |
1,368.0 |
2.618 |
1,341.7 |
4.250 |
1,298.8 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,423.8 |
1,425.4 |
PP |
1,421.3 |
1,422.4 |
S1 |
1,418.9 |
1,419.4 |
|