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 |
1,416.9 |
1,415.5 |
-1.4 |
-0.1% |
1,398.4 |
High |
1,418.8 |
1,438.6 |
19.8 |
1.4% |
1,420.5 |
Low |
1,408.9 |
1,415.4 |
6.5 |
0.5% |
1,398.4 |
Close |
1,412.6 |
1,434.1 |
21.5 |
1.5% |
1,412.0 |
Range |
9.9 |
23.2 |
13.3 |
134.3% |
22.1 |
ATR |
15.2 |
16.0 |
0.8 |
5.1% |
0.0 |
Volume |
959 |
1,877 |
918 |
95.7% |
2,286 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.0 |
1,489.7 |
1,446.9 |
|
R3 |
1,475.8 |
1,466.5 |
1,440.5 |
|
R2 |
1,452.6 |
1,452.6 |
1,438.4 |
|
R1 |
1,443.3 |
1,443.3 |
1,436.2 |
1,448.0 |
PP |
1,429.4 |
1,429.4 |
1,429.4 |
1,431.7 |
S1 |
1,420.1 |
1,420.1 |
1,432.0 |
1,424.8 |
S2 |
1,406.2 |
1,406.2 |
1,429.8 |
|
S3 |
1,383.0 |
1,396.9 |
1,427.7 |
|
S4 |
1,359.8 |
1,373.7 |
1,421.3 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.6 |
1,466.4 |
1,424.2 |
|
R3 |
1,454.5 |
1,444.3 |
1,418.1 |
|
R2 |
1,432.4 |
1,432.4 |
1,416.1 |
|
R1 |
1,422.2 |
1,422.2 |
1,414.0 |
1,427.3 |
PP |
1,410.3 |
1,410.3 |
1,410.3 |
1,412.9 |
S1 |
1,400.1 |
1,400.1 |
1,410.0 |
1,405.2 |
S2 |
1,388.2 |
1,388.2 |
1,407.9 |
|
S3 |
1,366.1 |
1,378.0 |
1,405.9 |
|
S4 |
1,344.0 |
1,355.9 |
1,399.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.6 |
1,398.8 |
39.8 |
2.8% |
15.8 |
1.1% |
89% |
True |
False |
1,024 |
10 |
1,438.6 |
1,368.8 |
69.8 |
4.9% |
13.0 |
0.9% |
94% |
True |
False |
968 |
20 |
1,438.6 |
1,328.7 |
109.9 |
7.7% |
13.7 |
1.0% |
96% |
True |
False |
1,361 |
40 |
1,438.6 |
1,314.2 |
124.4 |
8.7% |
15.9 |
1.1% |
96% |
True |
False |
1,073 |
60 |
1,438.6 |
1,314.2 |
124.4 |
8.7% |
14.7 |
1.0% |
96% |
True |
False |
840 |
80 |
1,438.6 |
1,314.2 |
124.4 |
8.7% |
15.5 |
1.1% |
96% |
True |
False |
931 |
100 |
1,438.6 |
1,314.2 |
124.4 |
8.7% |
13.2 |
0.9% |
96% |
True |
False |
848 |
120 |
1,438.6 |
1,245.0 |
193.6 |
13.5% |
11.4 |
0.8% |
98% |
True |
False |
741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.2 |
2.618 |
1,499.3 |
1.618 |
1,476.1 |
1.000 |
1,461.8 |
0.618 |
1,452.9 |
HIGH |
1,438.6 |
0.618 |
1,429.7 |
0.500 |
1,427.0 |
0.382 |
1,424.3 |
LOW |
1,415.4 |
0.618 |
1,401.1 |
1.000 |
1,392.2 |
1.618 |
1,377.9 |
2.618 |
1,354.7 |
4.250 |
1,316.8 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,431.7 |
1,430.0 |
PP |
1,429.4 |
1,425.9 |
S1 |
1,427.0 |
1,421.8 |
|