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 |
1,417.6 |
1,436.1 |
18.5 |
1.3% |
1,410.3 |
High |
1,434.0 |
1,447.2 |
13.2 |
0.9% |
1,442.2 |
Low |
1,415.4 |
1,429.8 |
14.4 |
1.0% |
1,406.7 |
Close |
1,430.1 |
1,436.0 |
5.9 |
0.4% |
1,430.1 |
Range |
18.6 |
17.4 |
-1.2 |
-6.5% |
35.5 |
ATR |
18.5 |
18.4 |
-0.1 |
-0.4% |
0.0 |
Volume |
4,374 |
16,239 |
11,865 |
271.3% |
53,305 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.9 |
1,480.3 |
1,445.6 |
|
R3 |
1,472.5 |
1,462.9 |
1,440.8 |
|
R2 |
1,455.1 |
1,455.1 |
1,439.2 |
|
R1 |
1,445.5 |
1,445.5 |
1,437.6 |
1,441.6 |
PP |
1,437.7 |
1,437.7 |
1,437.7 |
1,435.7 |
S1 |
1,428.1 |
1,428.1 |
1,434.4 |
1,424.2 |
S2 |
1,420.3 |
1,420.3 |
1,432.8 |
|
S3 |
1,402.9 |
1,410.7 |
1,431.2 |
|
S4 |
1,385.5 |
1,393.3 |
1,426.4 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.8 |
1,517.0 |
1,449.6 |
|
R3 |
1,497.3 |
1,481.5 |
1,439.9 |
|
R2 |
1,461.8 |
1,461.8 |
1,436.6 |
|
R1 |
1,446.0 |
1,446.0 |
1,433.4 |
1,453.9 |
PP |
1,426.3 |
1,426.3 |
1,426.3 |
1,430.3 |
S1 |
1,410.5 |
1,410.5 |
1,426.8 |
1,418.4 |
S2 |
1,390.8 |
1,390.8 |
1,423.6 |
|
S3 |
1,355.3 |
1,375.0 |
1,420.3 |
|
S4 |
1,319.8 |
1,339.5 |
1,410.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.2 |
1,411.3 |
35.9 |
2.5% |
20.0 |
1.4% |
69% |
True |
False |
12,597 |
10 |
1,447.2 |
1,392.1 |
55.1 |
3.8% |
19.2 |
1.3% |
80% |
True |
False |
10,841 |
20 |
1,447.2 |
1,346.0 |
101.2 |
7.0% |
16.1 |
1.1% |
89% |
True |
False |
6,566 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.2 |
1.3% |
92% |
True |
False |
5,583 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
17.6 |
1.2% |
92% |
True |
False |
4,408 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.9 |
1.3% |
92% |
True |
False |
4,092 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.6 |
1.4% |
92% |
True |
False |
3,724 |
120 |
1,447.2 |
1,271.5 |
175.7 |
12.2% |
18.3 |
1.3% |
94% |
True |
False |
3,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.2 |
2.618 |
1,492.8 |
1.618 |
1,475.4 |
1.000 |
1,464.6 |
0.618 |
1,458.0 |
HIGH |
1,447.2 |
0.618 |
1,440.6 |
0.500 |
1,438.5 |
0.382 |
1,436.4 |
LOW |
1,429.8 |
0.618 |
1,419.0 |
1.000 |
1,412.4 |
1.618 |
1,401.6 |
2.618 |
1,384.2 |
4.250 |
1,355.9 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,438.5 |
1,433.9 |
PP |
1,437.7 |
1,431.8 |
S1 |
1,436.8 |
1,429.7 |
|