Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,435.0 |
1,432.3 |
-2.7 |
-0.2% |
1,411.2 |
High |
1,445.7 |
1,437.2 |
-8.5 |
-0.6% |
1,441.0 |
Low |
1,428.3 |
1,423.6 |
-4.7 |
-0.3% |
1,405.2 |
Close |
1,434.5 |
1,427.2 |
-7.3 |
-0.5% |
1,428.6 |
Range |
17.4 |
13.6 |
-3.8 |
-21.8% |
35.8 |
ATR |
18.8 |
18.4 |
-0.4 |
-2.0% |
0.0 |
Volume |
155,853 |
116,286 |
-39,567 |
-25.4% |
725,370 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.1 |
1,462.3 |
1,434.7 |
|
R3 |
1,456.5 |
1,448.7 |
1,430.9 |
|
R2 |
1,442.9 |
1,442.9 |
1,429.7 |
|
R1 |
1,435.1 |
1,435.1 |
1,428.4 |
1,432.2 |
PP |
1,429.3 |
1,429.3 |
1,429.3 |
1,427.9 |
S1 |
1,421.5 |
1,421.5 |
1,426.0 |
1,418.6 |
S2 |
1,415.7 |
1,415.7 |
1,424.7 |
|
S3 |
1,402.1 |
1,407.9 |
1,423.5 |
|
S4 |
1,388.5 |
1,394.3 |
1,419.7 |
|
|
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 |
1,410.6 |
35.1 |
2.5% |
17.8 |
1.2% |
47% |
False |
False |
146,741 |
10 |
1,445.7 |
1,392.2 |
53.5 |
3.7% |
18.7 |
1.3% |
65% |
False |
False |
142,313 |
20 |
1,445.7 |
1,348.9 |
96.8 |
6.8% |
16.7 |
1.2% |
81% |
False |
False |
119,681 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.6 |
1.3% |
86% |
False |
False |
96,290 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.2 |
1.3% |
86% |
False |
False |
66,234 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.3 |
1.4% |
86% |
False |
False |
50,790 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.0 |
1.4% |
86% |
False |
False |
41,100 |
120 |
1,445.7 |
1,277.0 |
168.7 |
11.8% |
18.7 |
1.3% |
89% |
False |
False |
34,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.0 |
2.618 |
1,472.8 |
1.618 |
1,459.2 |
1.000 |
1,450.8 |
0.618 |
1,445.6 |
HIGH |
1,437.2 |
0.618 |
1,432.0 |
0.500 |
1,430.4 |
0.382 |
1,428.8 |
LOW |
1,423.6 |
0.618 |
1,415.2 |
1.000 |
1,410.0 |
1.618 |
1,401.6 |
2.618 |
1,388.0 |
4.250 |
1,365.8 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,430.4 |
1,429.8 |
PP |
1,429.3 |
1,428.9 |
S1 |
1,428.3 |
1,428.1 |
|