Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,435.0 |
1,436.8 |
1.8 |
0.1% |
1,392.5 |
High |
1,442.2 |
1,438.3 |
-3.9 |
-0.3% |
1,420.0 |
Low |
1,430.0 |
1,412.1 |
-17.9 |
-1.3% |
1,392.1 |
Close |
1,439.3 |
1,417.9 |
-21.4 |
-1.5% |
1,410.7 |
Range |
12.2 |
26.2 |
14.0 |
114.8% |
27.9 |
ATR |
17.8 |
18.5 |
0.7 |
3.8% |
0.0 |
Volume |
8,209 |
17,224 |
9,015 |
109.8% |
38,872 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.4 |
1,485.8 |
1,432.3 |
|
R3 |
1,475.2 |
1,459.6 |
1,425.1 |
|
R2 |
1,449.0 |
1,449.0 |
1,422.7 |
|
R1 |
1,433.4 |
1,433.4 |
1,420.3 |
1,428.1 |
PP |
1,422.8 |
1,422.8 |
1,422.8 |
1,420.1 |
S1 |
1,407.2 |
1,407.2 |
1,415.5 |
1,401.9 |
S2 |
1,396.6 |
1,396.6 |
1,413.1 |
|
S3 |
1,370.4 |
1,381.0 |
1,410.7 |
|
S4 |
1,344.2 |
1,354.8 |
1,403.5 |
|
|
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 |
1,442.2 |
1,401.5 |
40.7 |
2.9% |
17.5 |
1.2% |
40% |
False |
False |
11,591 |
10 |
1,442.2 |
1,376.2 |
66.0 |
4.7% |
17.7 |
1.2% |
63% |
False |
False |
9,034 |
20 |
1,442.2 |
1,327.0 |
115.2 |
8.1% |
16.6 |
1.2% |
79% |
False |
False |
6,278 |
40 |
1,442.2 |
1,310.9 |
131.3 |
9.3% |
18.2 |
1.3% |
81% |
False |
False |
5,299 |
60 |
1,442.2 |
1,310.9 |
131.3 |
9.3% |
18.1 |
1.3% |
81% |
False |
False |
4,147 |
80 |
1,442.2 |
1,310.9 |
131.3 |
9.3% |
19.2 |
1.4% |
81% |
False |
False |
3,910 |
100 |
1,442.2 |
1,310.9 |
131.3 |
9.3% |
19.4 |
1.4% |
81% |
False |
False |
3,525 |
120 |
1,442.2 |
1,251.8 |
190.4 |
13.4% |
18.1 |
1.3% |
87% |
False |
False |
3,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.7 |
2.618 |
1,506.9 |
1.618 |
1,480.7 |
1.000 |
1,464.5 |
0.618 |
1,454.5 |
HIGH |
1,438.3 |
0.618 |
1,428.3 |
0.500 |
1,425.2 |
0.382 |
1,422.1 |
LOW |
1,412.1 |
0.618 |
1,395.9 |
1.000 |
1,385.9 |
1.618 |
1,369.7 |
2.618 |
1,343.5 |
4.250 |
1,300.8 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,425.2 |
1,426.8 |
PP |
1,422.8 |
1,423.8 |
S1 |
1,420.3 |
1,420.9 |
|