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 |
1,436.1 |
1,434.5 |
-1.6 |
-0.1% |
1,410.3 |
High |
1,447.2 |
1,438.6 |
-8.6 |
-0.6% |
1,442.2 |
Low |
1,429.8 |
1,425.3 |
-4.5 |
-0.3% |
1,406.7 |
Close |
1,436.0 |
1,428.8 |
-7.2 |
-0.5% |
1,430.1 |
Range |
17.4 |
13.3 |
-4.1 |
-23.6% |
35.5 |
ATR |
18.4 |
18.0 |
-0.4 |
-2.0% |
0.0 |
Volume |
16,239 |
8,176 |
-8,063 |
-49.7% |
53,305 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.8 |
1,463.1 |
1,436.1 |
|
R3 |
1,457.5 |
1,449.8 |
1,432.5 |
|
R2 |
1,444.2 |
1,444.2 |
1,431.2 |
|
R1 |
1,436.5 |
1,436.5 |
1,430.0 |
1,433.7 |
PP |
1,430.9 |
1,430.9 |
1,430.9 |
1,429.5 |
S1 |
1,423.2 |
1,423.2 |
1,427.6 |
1,420.4 |
S2 |
1,417.6 |
1,417.6 |
1,426.4 |
|
S3 |
1,404.3 |
1,409.9 |
1,425.1 |
|
S4 |
1,391.0 |
1,396.6 |
1,421.5 |
|
|
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 |
1,412.1 |
35.1 |
2.5% |
17.5 |
1.2% |
48% |
False |
False |
10,844 |
10 |
1,447.2 |
1,393.5 |
53.7 |
3.8% |
18.4 |
1.3% |
66% |
False |
False |
11,659 |
20 |
1,447.2 |
1,350.3 |
96.9 |
6.8% |
16.3 |
1.1% |
81% |
False |
False |
6,809 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
17.9 |
1.3% |
87% |
False |
False |
5,734 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
17.6 |
1.2% |
87% |
False |
False |
4,494 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.7 |
1.3% |
87% |
False |
False |
4,150 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.5 |
1.4% |
87% |
False |
False |
3,772 |
120 |
1,447.2 |
1,278.2 |
169.0 |
11.8% |
18.4 |
1.3% |
89% |
False |
False |
3,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.1 |
2.618 |
1,473.4 |
1.618 |
1,460.1 |
1.000 |
1,451.9 |
0.618 |
1,446.8 |
HIGH |
1,438.6 |
0.618 |
1,433.5 |
0.500 |
1,432.0 |
0.382 |
1,430.4 |
LOW |
1,425.3 |
0.618 |
1,417.1 |
1.000 |
1,412.0 |
1.618 |
1,403.8 |
2.618 |
1,390.5 |
4.250 |
1,368.8 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,432.0 |
1,431.3 |
PP |
1,430.9 |
1,430.5 |
S1 |
1,429.9 |
1,429.6 |
|