Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,410.3 |
1,413.3 |
3.0 |
0.2% |
1,392.5 |
High |
1,418.2 |
1,437.1 |
18.9 |
1.3% |
1,420.0 |
Low |
1,406.7 |
1,411.3 |
4.6 |
0.3% |
1,392.1 |
Close |
1,411.3 |
1,432.7 |
21.4 |
1.5% |
1,410.7 |
Range |
11.5 |
25.8 |
14.3 |
124.3% |
27.9 |
ATR |
17.6 |
18.2 |
0.6 |
3.3% |
0.0 |
Volume |
6,556 |
16,942 |
10,386 |
158.4% |
38,872 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,504.4 |
1,494.4 |
1,446.9 |
|
R3 |
1,478.6 |
1,468.6 |
1,439.8 |
|
R2 |
1,452.8 |
1,452.8 |
1,437.4 |
|
R1 |
1,442.8 |
1,442.8 |
1,435.1 |
1,447.8 |
PP |
1,427.0 |
1,427.0 |
1,427.0 |
1,429.6 |
S1 |
1,417.0 |
1,417.0 |
1,430.3 |
1,422.0 |
S2 |
1,401.2 |
1,401.2 |
1,428.0 |
|
S3 |
1,375.4 |
1,391.2 |
1,425.6 |
|
S4 |
1,349.6 |
1,365.4 |
1,418.5 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.3 |
1,478.9 |
1,426.0 |
|
R3 |
1,463.4 |
1,451.0 |
1,418.4 |
|
R2 |
1,435.5 |
1,435.5 |
1,415.8 |
|
R1 |
1,423.1 |
1,423.1 |
1,413.3 |
1,429.3 |
PP |
1,407.6 |
1,407.6 |
1,407.6 |
1,410.7 |
S1 |
1,395.2 |
1,395.2 |
1,408.1 |
1,401.4 |
S2 |
1,379.7 |
1,379.7 |
1,405.6 |
|
S3 |
1,351.8 |
1,367.3 |
1,403.0 |
|
S4 |
1,323.9 |
1,339.4 |
1,395.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,437.1 |
1,393.5 |
43.6 |
3.0% |
19.3 |
1.3% |
90% |
True |
False |
12,474 |
10 |
1,437.1 |
1,363.1 |
74.0 |
5.2% |
16.8 |
1.2% |
94% |
True |
False |
6,899 |
20 |
1,437.1 |
1,327.0 |
110.1 |
7.7% |
16.4 |
1.1% |
96% |
True |
False |
5,526 |
40 |
1,437.1 |
1,310.9 |
126.2 |
8.8% |
18.6 |
1.3% |
97% |
True |
False |
4,738 |
60 |
1,437.1 |
1,310.9 |
126.2 |
8.8% |
18.3 |
1.3% |
97% |
True |
False |
3,815 |
80 |
1,437.1 |
1,310.9 |
126.2 |
8.8% |
19.6 |
1.4% |
97% |
True |
False |
3,673 |
100 |
1,437.1 |
1,310.9 |
126.2 |
8.8% |
19.6 |
1.4% |
97% |
True |
False |
3,294 |
120 |
1,437.1 |
1,251.2 |
185.9 |
13.0% |
17.8 |
1.2% |
98% |
True |
False |
2,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.8 |
2.618 |
1,504.6 |
1.618 |
1,478.8 |
1.000 |
1,462.9 |
0.618 |
1,453.0 |
HIGH |
1,437.1 |
0.618 |
1,427.2 |
0.500 |
1,424.2 |
0.382 |
1,421.2 |
LOW |
1,411.3 |
0.618 |
1,395.4 |
1.000 |
1,385.5 |
1.618 |
1,369.6 |
2.618 |
1,343.8 |
4.250 |
1,301.7 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,429.9 |
1,428.2 |
PP |
1,427.0 |
1,423.8 |
S1 |
1,424.2 |
1,419.3 |
|