Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,413.3 |
1,435.0 |
21.7 |
1.5% |
1,392.5 |
High |
1,437.1 |
1,442.2 |
5.1 |
0.4% |
1,420.0 |
Low |
1,411.3 |
1,430.0 |
18.7 |
1.3% |
1,392.1 |
Close |
1,432.7 |
1,439.3 |
6.6 |
0.5% |
1,410.7 |
Range |
25.8 |
12.2 |
-13.6 |
-52.7% |
27.9 |
ATR |
18.2 |
17.8 |
-0.4 |
-2.4% |
0.0 |
Volume |
16,942 |
8,209 |
-8,733 |
-51.5% |
38,872 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.8 |
1,468.7 |
1,446.0 |
|
R3 |
1,461.6 |
1,456.5 |
1,442.7 |
|
R2 |
1,449.4 |
1,449.4 |
1,441.5 |
|
R1 |
1,444.3 |
1,444.3 |
1,440.4 |
1,446.9 |
PP |
1,437.2 |
1,437.2 |
1,437.2 |
1,438.4 |
S1 |
1,432.1 |
1,432.1 |
1,438.2 |
1,434.7 |
S2 |
1,425.0 |
1,425.0 |
1,437.1 |
|
S3 |
1,412.8 |
1,419.9 |
1,435.9 |
|
S4 |
1,400.6 |
1,407.7 |
1,432.6 |
|
|
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 |
1,442.2 |
1,393.5 |
48.7 |
3.4% |
17.6 |
1.2% |
94% |
True |
False |
13,193 |
10 |
1,442.2 |
1,370.0 |
72.2 |
5.0% |
16.5 |
1.1% |
96% |
True |
False |
7,483 |
20 |
1,442.2 |
1,327.0 |
115.2 |
8.0% |
16.2 |
1.1% |
97% |
True |
False |
5,679 |
40 |
1,442.2 |
1,310.9 |
131.3 |
9.1% |
18.6 |
1.3% |
98% |
True |
False |
4,916 |
60 |
1,442.2 |
1,310.9 |
131.3 |
9.1% |
18.0 |
1.2% |
98% |
True |
False |
3,907 |
80 |
1,442.2 |
1,310.9 |
131.3 |
9.1% |
19.2 |
1.3% |
98% |
True |
False |
3,732 |
100 |
1,442.2 |
1,310.9 |
131.3 |
9.1% |
19.4 |
1.3% |
98% |
True |
False |
3,363 |
120 |
1,442.2 |
1,251.2 |
191.0 |
13.3% |
17.9 |
1.2% |
98% |
True |
False |
2,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.1 |
2.618 |
1,474.1 |
1.618 |
1,461.9 |
1.000 |
1,454.4 |
0.618 |
1,449.7 |
HIGH |
1,442.2 |
0.618 |
1,437.5 |
0.500 |
1,436.1 |
0.382 |
1,434.7 |
LOW |
1,430.0 |
0.618 |
1,422.5 |
1.000 |
1,417.8 |
1.618 |
1,410.3 |
2.618 |
1,398.1 |
4.250 |
1,378.2 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,438.2 |
1,434.4 |
PP |
1,437.2 |
1,429.4 |
S1 |
1,436.1 |
1,424.5 |
|