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 |
1,422.5 |
1,436.0 |
13.5 |
0.9% |
1,416.9 |
High |
1,436.5 |
1,447.0 |
10.5 |
0.7% |
1,443.1 |
Low |
1,419.5 |
1,434.2 |
14.7 |
1.0% |
1,408.9 |
Close |
1,431.5 |
1,437.4 |
5.9 |
0.4% |
1,431.5 |
Range |
17.0 |
12.8 |
-4.2 |
-24.7% |
34.2 |
ATR |
16.4 |
16.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
1,547 |
2,746 |
1,199 |
77.5% |
7,733 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.9 |
1,470.5 |
1,444.4 |
|
R3 |
1,465.1 |
1,457.7 |
1,440.9 |
|
R2 |
1,452.3 |
1,452.3 |
1,439.7 |
|
R1 |
1,444.9 |
1,444.9 |
1,438.6 |
1,448.6 |
PP |
1,439.5 |
1,439.5 |
1,439.5 |
1,441.4 |
S1 |
1,432.1 |
1,432.1 |
1,436.2 |
1,435.8 |
S2 |
1,426.7 |
1,426.7 |
1,435.1 |
|
S3 |
1,413.9 |
1,419.3 |
1,433.9 |
|
S4 |
1,401.1 |
1,406.5 |
1,430.4 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.4 |
1,515.2 |
1,450.3 |
|
R3 |
1,496.2 |
1,481.0 |
1,440.9 |
|
R2 |
1,462.0 |
1,462.0 |
1,437.8 |
|
R1 |
1,446.8 |
1,446.8 |
1,434.6 |
1,454.4 |
PP |
1,427.8 |
1,427.8 |
1,427.8 |
1,431.7 |
S1 |
1,412.6 |
1,412.6 |
1,428.4 |
1,420.2 |
S2 |
1,393.6 |
1,393.6 |
1,425.2 |
|
S3 |
1,359.4 |
1,378.4 |
1,422.1 |
|
S4 |
1,325.2 |
1,344.2 |
1,412.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.0 |
1,414.6 |
32.4 |
2.3% |
17.5 |
1.2% |
70% |
True |
False |
1,904 |
10 |
1,447.0 |
1,398.4 |
48.6 |
3.4% |
15.7 |
1.1% |
80% |
True |
False |
1,276 |
20 |
1,447.0 |
1,347.4 |
99.6 |
6.9% |
13.2 |
0.9% |
90% |
True |
False |
1,501 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
15.5 |
1.1% |
93% |
True |
False |
1,220 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
14.2 |
1.0% |
93% |
True |
False |
926 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
15.0 |
1.0% |
93% |
True |
False |
819 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
13.7 |
1.0% |
93% |
True |
False |
912 |
120 |
1,447.0 |
1,274.8 |
172.2 |
12.0% |
11.9 |
0.8% |
94% |
True |
False |
802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.4 |
2.618 |
1,480.5 |
1.618 |
1,467.7 |
1.000 |
1,459.8 |
0.618 |
1,454.9 |
HIGH |
1,447.0 |
0.618 |
1,442.1 |
0.500 |
1,440.6 |
0.382 |
1,439.1 |
LOW |
1,434.2 |
0.618 |
1,426.3 |
1.000 |
1,421.4 |
1.618 |
1,413.5 |
2.618 |
1,400.7 |
4.250 |
1,379.8 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,440.6 |
1,435.2 |
PP |
1,439.5 |
1,433.0 |
S1 |
1,438.5 |
1,430.8 |
|