Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,436.5 |
1,415.7 |
-20.8 |
-1.4% |
1,411.2 |
High |
1,436.9 |
1,432.8 |
-4.1 |
-0.3% |
1,441.0 |
Low |
1,410.6 |
1,413.8 |
3.2 |
0.2% |
1,405.2 |
Close |
1,416.4 |
1,428.6 |
12.2 |
0.9% |
1,428.6 |
Range |
26.3 |
19.0 |
-7.3 |
-27.8% |
35.8 |
ATR |
18.9 |
18.9 |
0.0 |
0.1% |
0.0 |
Volume |
186,928 |
133,244 |
-53,684 |
-28.7% |
725,370 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.1 |
1,474.3 |
1,439.1 |
|
R3 |
1,463.1 |
1,455.3 |
1,433.8 |
|
R2 |
1,444.1 |
1,444.1 |
1,432.1 |
|
R1 |
1,436.3 |
1,436.3 |
1,430.3 |
1,440.2 |
PP |
1,425.1 |
1,425.1 |
1,425.1 |
1,427.0 |
S1 |
1,417.3 |
1,417.3 |
1,426.9 |
1,421.2 |
S2 |
1,406.1 |
1,406.1 |
1,425.1 |
|
S3 |
1,387.1 |
1,398.3 |
1,423.4 |
|
S4 |
1,368.1 |
1,379.3 |
1,418.2 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.3 |
1,516.3 |
1,448.3 |
|
R3 |
1,496.5 |
1,480.5 |
1,438.4 |
|
R2 |
1,460.7 |
1,460.7 |
1,435.2 |
|
R1 |
1,444.7 |
1,444.7 |
1,431.9 |
1,452.7 |
PP |
1,424.9 |
1,424.9 |
1,424.9 |
1,429.0 |
S1 |
1,408.9 |
1,408.9 |
1,425.3 |
1,416.9 |
S2 |
1,389.1 |
1,389.1 |
1,422.0 |
|
S3 |
1,353.3 |
1,373.1 |
1,418.8 |
|
S4 |
1,317.5 |
1,337.3 |
1,408.9 |
|
|
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 |
1,405.2 |
35.8 |
2.5% |
19.1 |
1.3% |
65% |
False |
False |
145,074 |
10 |
1,441.0 |
1,382.0 |
59.0 |
4.1% |
18.8 |
1.3% |
79% |
False |
False |
125,667 |
20 |
1,441.0 |
1,344.1 |
96.9 |
6.8% |
16.4 |
1.2% |
87% |
False |
False |
116,545 |
40 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
18.8 |
1.3% |
91% |
False |
False |
90,447 |
60 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
18.4 |
1.3% |
91% |
False |
False |
61,848 |
80 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
19.7 |
1.4% |
91% |
False |
False |
47,473 |
100 |
1,441.0 |
1,309.1 |
131.9 |
9.2% |
20.0 |
1.4% |
91% |
False |
False |
38,405 |
120 |
1,441.0 |
1,253.8 |
187.2 |
13.1% |
18.7 |
1.3% |
93% |
False |
False |
32,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.6 |
2.618 |
1,482.5 |
1.618 |
1,463.5 |
1.000 |
1,451.8 |
0.618 |
1,444.5 |
HIGH |
1,432.8 |
0.618 |
1,425.5 |
0.500 |
1,423.3 |
0.382 |
1,421.1 |
LOW |
1,413.8 |
0.618 |
1,402.1 |
1.000 |
1,394.8 |
1.618 |
1,383.1 |
2.618 |
1,364.1 |
4.250 |
1,333.1 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,426.8 |
1,427.7 |
PP |
1,425.1 |
1,426.7 |
S1 |
1,423.3 |
1,425.8 |
|