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 |
7,202.5 |
7,347.0 |
144.5 |
2.0% |
7,439.0 |
High |
7,330.0 |
7,383.0 |
53.0 |
0.7% |
7,470.0 |
Low |
7,178.5 |
7,196.5 |
18.0 |
0.3% |
7,112.0 |
Close |
7,298.5 |
7,248.0 |
-50.5 |
-0.7% |
7,208.5 |
Range |
151.5 |
186.5 |
35.0 |
23.1% |
358.0 |
ATR |
85.9 |
93.1 |
7.2 |
8.4% |
0.0 |
Volume |
313 |
559 |
246 |
78.6% |
12,603 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,835.3 |
7,728.2 |
7,350.6 |
|
R3 |
7,648.8 |
7,541.7 |
7,299.3 |
|
R2 |
7,462.3 |
7,462.3 |
7,282.2 |
|
R1 |
7,355.2 |
7,355.2 |
7,265.1 |
7,315.5 |
PP |
7,275.8 |
7,275.8 |
7,275.8 |
7,256.0 |
S1 |
7,168.7 |
7,168.7 |
7,230.9 |
7,129.0 |
S2 |
7,089.3 |
7,089.3 |
7,213.8 |
|
S3 |
6,902.8 |
6,982.2 |
7,196.7 |
|
S4 |
6,716.3 |
6,795.7 |
7,145.4 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,337.5 |
8,131.0 |
7,405.4 |
|
R3 |
7,979.5 |
7,773.0 |
7,307.0 |
|
R2 |
7,621.5 |
7,621.5 |
7,274.1 |
|
R1 |
7,415.0 |
7,415.0 |
7,241.3 |
7,339.3 |
PP |
7,263.5 |
7,263.5 |
7,263.5 |
7,225.6 |
S1 |
7,057.0 |
7,057.0 |
7,175.7 |
6,981.3 |
S2 |
6,905.5 |
6,905.5 |
7,142.9 |
|
S3 |
6,547.5 |
6,699.0 |
7,110.1 |
|
S4 |
6,189.5 |
6,341.0 |
7,011.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,383.0 |
7,112.0 |
271.0 |
3.7% |
130.3 |
1.8% |
50% |
True |
False |
1,264 |
10 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
102.0 |
1.4% |
38% |
False |
False |
1,443 |
20 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
80.6 |
1.1% |
38% |
False |
False |
1,043 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
79.9 |
1.1% |
63% |
False |
False |
700 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
70.6 |
1.0% |
63% |
False |
False |
1,092 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.6% |
74.8 |
1.0% |
71% |
False |
False |
885 |
100 |
7,470.0 |
6,261.0 |
1,209.0 |
16.7% |
71.2 |
1.0% |
82% |
False |
False |
765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,175.6 |
2.618 |
7,871.3 |
1.618 |
7,684.8 |
1.000 |
7,569.5 |
0.618 |
7,498.3 |
HIGH |
7,383.0 |
0.618 |
7,311.8 |
0.500 |
7,289.8 |
0.382 |
7,267.7 |
LOW |
7,196.5 |
0.618 |
7,081.2 |
1.000 |
7,010.0 |
1.618 |
6,894.7 |
2.618 |
6,708.2 |
4.250 |
6,403.9 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,289.8 |
7,272.0 |
PP |
7,275.8 |
7,264.0 |
S1 |
7,261.9 |
7,256.0 |
|