Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,239.5 |
7,293.0 |
53.5 |
0.7% |
7,202.5 |
High |
7,320.0 |
7,338.0 |
18.0 |
0.2% |
7,383.0 |
Low |
7,221.5 |
7,158.5 |
-63.0 |
-0.9% |
7,150.0 |
Close |
7,248.0 |
7,198.5 |
-49.5 |
-0.7% |
7,198.5 |
Range |
98.5 |
179.5 |
81.0 |
82.2% |
233.0 |
ATR |
94.2 |
100.3 |
6.1 |
6.5% |
0.0 |
Volume |
5,318 |
14,444 |
9,126 |
171.6% |
22,498 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,770.2 |
7,663.8 |
7,297.2 |
|
R3 |
7,590.7 |
7,484.3 |
7,247.9 |
|
R2 |
7,411.2 |
7,411.2 |
7,231.4 |
|
R1 |
7,304.8 |
7,304.8 |
7,215.0 |
7,268.3 |
PP |
7,231.7 |
7,231.7 |
7,231.7 |
7,213.4 |
S1 |
7,125.3 |
7,125.3 |
7,182.0 |
7,088.8 |
S2 |
7,052.2 |
7,052.2 |
7,165.6 |
|
S3 |
6,872.7 |
6,945.8 |
7,149.1 |
|
S4 |
6,693.2 |
6,766.3 |
7,099.8 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,942.8 |
7,803.7 |
7,326.7 |
|
R3 |
7,709.8 |
7,570.7 |
7,262.6 |
|
R2 |
7,476.8 |
7,476.8 |
7,241.2 |
|
R1 |
7,337.7 |
7,337.7 |
7,219.9 |
7,290.8 |
PP |
7,243.8 |
7,243.8 |
7,243.8 |
7,220.4 |
S1 |
7,104.7 |
7,104.7 |
7,177.1 |
7,057.8 |
S2 |
7,010.8 |
7,010.8 |
7,155.8 |
|
S3 |
6,777.8 |
6,871.7 |
7,134.4 |
|
S4 |
6,544.8 |
6,638.7 |
7,070.4 |
|
|
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 |
7,150.0 |
233.0 |
3.2% |
138.8 |
1.9% |
21% |
False |
False |
4,499 |
10 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
124.0 |
1.7% |
24% |
False |
False |
3,510 |
20 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
90.5 |
1.3% |
24% |
False |
False |
2,064 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
81.5 |
1.1% |
55% |
False |
False |
1,224 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
73.7 |
1.0% |
55% |
False |
False |
1,404 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.7% |
77.7 |
1.1% |
65% |
False |
False |
1,147 |
100 |
7,470.0 |
6,485.0 |
985.0 |
13.7% |
73.0 |
1.0% |
72% |
False |
False |
972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,100.9 |
2.618 |
7,807.9 |
1.618 |
7,628.4 |
1.000 |
7,517.5 |
0.618 |
7,448.9 |
HIGH |
7,338.0 |
0.618 |
7,269.4 |
0.500 |
7,248.3 |
0.382 |
7,227.1 |
LOW |
7,158.5 |
0.618 |
7,047.6 |
1.000 |
6,979.0 |
1.618 |
6,868.1 |
2.618 |
6,688.6 |
4.250 |
6,395.6 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,248.3 |
7,244.0 |
PP |
7,231.7 |
7,228.8 |
S1 |
7,215.1 |
7,213.7 |
|