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 |
1,415.5 |
1,438.2 |
22.7 |
1.6% |
1,398.4 |
High |
1,438.6 |
1,443.1 |
4.5 |
0.3% |
1,420.5 |
Low |
1,415.4 |
1,432.5 |
17.1 |
1.2% |
1,398.4 |
Close |
1,434.1 |
1,440.7 |
6.6 |
0.5% |
1,412.0 |
Range |
23.2 |
10.6 |
-12.6 |
-54.3% |
22.1 |
ATR |
16.0 |
15.6 |
-0.4 |
-2.4% |
0.0 |
Volume |
1,877 |
1,883 |
6 |
0.3% |
2,286 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.6 |
1,466.2 |
1,446.5 |
|
R3 |
1,460.0 |
1,455.6 |
1,443.6 |
|
R2 |
1,449.4 |
1,449.4 |
1,442.6 |
|
R1 |
1,445.0 |
1,445.0 |
1,441.7 |
1,447.2 |
PP |
1,438.8 |
1,438.8 |
1,438.8 |
1,439.9 |
S1 |
1,434.4 |
1,434.4 |
1,439.7 |
1,436.6 |
S2 |
1,428.2 |
1,428.2 |
1,438.8 |
|
S3 |
1,417.6 |
1,423.8 |
1,437.8 |
|
S4 |
1,407.0 |
1,413.2 |
1,434.9 |
|
|
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 |
1,443.1 |
1,398.8 |
44.3 |
3.1% |
14.7 |
1.0% |
95% |
True |
False |
1,353 |
10 |
1,443.1 |
1,374.5 |
68.6 |
4.8% |
13.1 |
0.9% |
97% |
True |
False |
1,039 |
20 |
1,443.1 |
1,328.7 |
114.4 |
7.9% |
13.4 |
0.9% |
98% |
True |
False |
1,417 |
40 |
1,443.1 |
1,314.2 |
128.9 |
8.9% |
16.0 |
1.1% |
98% |
True |
False |
1,109 |
60 |
1,443.1 |
1,314.2 |
128.9 |
8.9% |
14.6 |
1.0% |
98% |
True |
False |
861 |
80 |
1,443.1 |
1,314.2 |
128.9 |
8.9% |
15.1 |
1.0% |
98% |
True |
False |
907 |
100 |
1,443.1 |
1,314.2 |
128.9 |
8.9% |
13.2 |
0.9% |
98% |
True |
False |
865 |
120 |
1,443.1 |
1,245.0 |
198.1 |
13.8% |
11.5 |
0.8% |
99% |
True |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.2 |
2.618 |
1,470.9 |
1.618 |
1,460.3 |
1.000 |
1,453.7 |
0.618 |
1,449.7 |
HIGH |
1,443.1 |
0.618 |
1,439.1 |
0.500 |
1,437.8 |
0.382 |
1,436.5 |
LOW |
1,432.5 |
0.618 |
1,425.9 |
1.000 |
1,421.9 |
1.618 |
1,415.3 |
2.618 |
1,404.7 |
4.250 |
1,387.5 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,439.7 |
1,435.8 |
PP |
1,438.8 |
1,430.9 |
S1 |
1,437.8 |
1,426.0 |
|