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 |
7,347.0 |
7,185.0 |
-162.0 |
-2.2% |
7,439.0 |
High |
7,383.0 |
7,228.0 |
-155.0 |
-2.1% |
7,470.0 |
Low |
7,196.5 |
7,150.0 |
-46.5 |
-0.6% |
7,112.0 |
Close |
7,248.0 |
7,215.0 |
-33.0 |
-0.5% |
7,208.5 |
Range |
186.5 |
78.0 |
-108.5 |
-58.2% |
358.0 |
ATR |
93.1 |
93.4 |
0.4 |
0.4% |
0.0 |
Volume |
559 |
1,864 |
1,305 |
233.5% |
12,603 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,431.7 |
7,401.3 |
7,257.9 |
|
R3 |
7,353.7 |
7,323.3 |
7,236.5 |
|
R2 |
7,275.7 |
7,275.7 |
7,229.3 |
|
R1 |
7,245.3 |
7,245.3 |
7,222.2 |
7,260.5 |
PP |
7,197.7 |
7,197.7 |
7,197.7 |
7,205.3 |
S1 |
7,167.3 |
7,167.3 |
7,207.9 |
7,182.5 |
S2 |
7,119.7 |
7,119.7 |
7,200.7 |
|
S3 |
7,041.7 |
7,089.3 |
7,193.6 |
|
S4 |
6,963.7 |
7,011.3 |
7,172.1 |
|
|
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 |
3.8% |
113.3 |
1.6% |
38% |
False |
False |
738 |
10 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
106.3 |
1.5% |
29% |
False |
False |
1,596 |
20 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
81.6 |
1.1% |
29% |
False |
False |
1,112 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
79.1 |
1.1% |
58% |
False |
False |
740 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
71.1 |
1.0% |
58% |
False |
False |
1,117 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.7% |
75.4 |
1.0% |
67% |
False |
False |
905 |
100 |
7,470.0 |
6,261.0 |
1,209.0 |
16.8% |
71.9 |
1.0% |
79% |
False |
False |
783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,559.5 |
2.618 |
7,432.2 |
1.618 |
7,354.2 |
1.000 |
7,306.0 |
0.618 |
7,276.2 |
HIGH |
7,228.0 |
0.618 |
7,198.2 |
0.500 |
7,189.0 |
0.382 |
7,179.8 |
LOW |
7,150.0 |
0.618 |
7,101.8 |
1.000 |
7,072.0 |
1.618 |
7,023.8 |
2.618 |
6,945.8 |
4.250 |
6,818.5 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,206.3 |
7,266.5 |
PP |
7,197.7 |
7,249.3 |
S1 |
7,189.0 |
7,232.2 |
|