Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,168.0 |
7,224.0 |
56.0 |
0.8% |
7,202.5 |
High |
7,298.0 |
7,251.0 |
-47.0 |
-0.6% |
7,383.0 |
Low |
7,157.0 |
7,099.5 |
-57.5 |
-0.8% |
7,150.0 |
Close |
7,191.0 |
7,190.0 |
-1.0 |
0.0% |
7,198.5 |
Range |
141.0 |
151.5 |
10.5 |
7.4% |
233.0 |
ATR |
103.2 |
106.7 |
3.4 |
3.3% |
0.0 |
Volume |
4,100 |
14,133 |
10,033 |
244.7% |
22,498 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.7 |
7,563.8 |
7,273.3 |
|
R3 |
7,483.2 |
7,412.3 |
7,231.7 |
|
R2 |
7,331.7 |
7,331.7 |
7,217.8 |
|
R1 |
7,260.8 |
7,260.8 |
7,203.9 |
7,220.5 |
PP |
7,180.2 |
7,180.2 |
7,180.2 |
7,160.0 |
S1 |
7,109.3 |
7,109.3 |
7,176.1 |
7,069.0 |
S2 |
7,028.7 |
7,028.7 |
7,162.2 |
|
S3 |
6,877.2 |
6,957.8 |
7,148.3 |
|
S4 |
6,725.7 |
6,806.3 |
7,106.7 |
|
|
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 |
7,338.0 |
7,099.5 |
238.5 |
3.3% |
129.7 |
1.8% |
38% |
False |
True |
7,971 |
10 |
7,383.0 |
7,099.5 |
283.5 |
3.9% |
130.0 |
1.8% |
32% |
False |
True |
4,618 |
20 |
7,470.0 |
7,099.5 |
370.5 |
5.2% |
98.7 |
1.4% |
24% |
False |
True |
2,921 |
40 |
7,470.0 |
6,978.5 |
491.5 |
6.8% |
84.1 |
1.2% |
43% |
False |
False |
1,671 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
76.5 |
1.1% |
54% |
False |
False |
1,655 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.7% |
79.7 |
1.1% |
64% |
False |
False |
1,368 |
100 |
7,470.0 |
6,504.0 |
966.0 |
13.4% |
75.2 |
1.0% |
71% |
False |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,894.9 |
2.618 |
7,647.6 |
1.618 |
7,496.1 |
1.000 |
7,402.5 |
0.618 |
7,344.6 |
HIGH |
7,251.0 |
0.618 |
7,193.1 |
0.500 |
7,175.3 |
0.382 |
7,157.4 |
LOW |
7,099.5 |
0.618 |
7,005.9 |
1.000 |
6,948.0 |
1.618 |
6,854.4 |
2.618 |
6,702.9 |
4.250 |
6,455.6 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,185.1 |
7,218.8 |
PP |
7,180.2 |
7,209.2 |
S1 |
7,175.3 |
7,199.6 |
|