Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,415.7 |
1,435.0 |
19.3 |
1.4% |
1,411.2 |
High |
1,432.8 |
1,445.7 |
12.9 |
0.9% |
1,441.0 |
Low |
1,413.8 |
1,428.3 |
14.5 |
1.0% |
1,405.2 |
Close |
1,428.6 |
1,434.5 |
5.9 |
0.4% |
1,428.6 |
Range |
19.0 |
17.4 |
-1.6 |
-8.4% |
35.8 |
ATR |
18.9 |
18.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
133,244 |
155,853 |
22,609 |
17.0% |
725,370 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.4 |
1,478.8 |
1,444.1 |
|
R3 |
1,471.0 |
1,461.4 |
1,439.3 |
|
R2 |
1,453.6 |
1,453.6 |
1,437.7 |
|
R1 |
1,444.0 |
1,444.0 |
1,436.1 |
1,440.1 |
PP |
1,436.2 |
1,436.2 |
1,436.2 |
1,434.2 |
S1 |
1,426.6 |
1,426.6 |
1,432.9 |
1,422.7 |
S2 |
1,418.8 |
1,418.8 |
1,431.3 |
|
S3 |
1,401.4 |
1,409.2 |
1,429.7 |
|
S4 |
1,384.0 |
1,391.8 |
1,424.9 |
|
|
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 |
1,445.7 |
1,409.8 |
35.9 |
2.5% |
20.3 |
1.4% |
69% |
True |
False |
154,806 |
10 |
1,445.7 |
1,390.1 |
55.6 |
3.9% |
19.5 |
1.4% |
80% |
True |
False |
130,684 |
20 |
1,445.7 |
1,344.1 |
101.6 |
7.1% |
16.5 |
1.2% |
89% |
True |
False |
117,702 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
18.9 |
1.3% |
92% |
True |
False |
93,858 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
18.2 |
1.3% |
92% |
True |
False |
64,379 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
19.4 |
1.4% |
92% |
True |
False |
49,372 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
20.1 |
1.4% |
92% |
True |
False |
39,952 |
120 |
1,445.7 |
1,271.8 |
173.9 |
12.1% |
18.6 |
1.3% |
94% |
True |
False |
33,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,519.7 |
2.618 |
1,491.3 |
1.618 |
1,473.9 |
1.000 |
1,463.1 |
0.618 |
1,456.5 |
HIGH |
1,445.7 |
0.618 |
1,439.1 |
0.500 |
1,437.0 |
0.382 |
1,434.9 |
LOW |
1,428.3 |
0.618 |
1,417.5 |
1.000 |
1,410.9 |
1.618 |
1,400.1 |
2.618 |
1,382.7 |
4.250 |
1,354.4 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,437.0 |
1,432.4 |
PP |
1,436.2 |
1,430.3 |
S1 |
1,435.3 |
1,428.2 |
|