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 |
1,314.50 |
1,321.75 |
7.25 |
0.6% |
1,335.75 |
High |
1,324.00 |
1,331.25 |
7.25 |
0.5% |
1,337.50 |
Low |
1,308.25 |
1,296.00 |
-12.25 |
-0.9% |
1,287.75 |
Close |
1,321.00 |
1,296.00 |
-25.00 |
-1.9% |
1,313.75 |
Range |
15.75 |
35.25 |
19.50 |
123.8% |
49.75 |
ATR |
14.59 |
16.07 |
1.48 |
10.1% |
0.00 |
Volume |
13,047 |
14,859 |
1,812 |
13.9% |
28,313 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.50 |
1,390.00 |
1,315.50 |
|
R3 |
1,378.25 |
1,354.75 |
1,305.75 |
|
R2 |
1,343.00 |
1,343.00 |
1,302.50 |
|
R1 |
1,319.50 |
1,319.50 |
1,299.25 |
1,313.50 |
PP |
1,307.75 |
1,307.75 |
1,307.75 |
1,304.75 |
S1 |
1,284.25 |
1,284.25 |
1,292.75 |
1,278.50 |
S2 |
1,272.50 |
1,272.50 |
1,289.50 |
|
S3 |
1,237.25 |
1,249.00 |
1,286.25 |
|
S4 |
1,202.00 |
1,213.75 |
1,276.50 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.25 |
1,437.75 |
1,341.00 |
|
R3 |
1,412.50 |
1,388.00 |
1,327.50 |
|
R2 |
1,362.75 |
1,362.75 |
1,322.75 |
|
R1 |
1,338.25 |
1,338.25 |
1,318.25 |
1,325.50 |
PP |
1,313.00 |
1,313.00 |
1,313.00 |
1,306.75 |
S1 |
1,288.50 |
1,288.50 |
1,309.25 |
1,276.00 |
S2 |
1,263.25 |
1,263.25 |
1,304.75 |
|
S3 |
1,213.50 |
1,238.75 |
1,300.00 |
|
S4 |
1,163.75 |
1,189.00 |
1,286.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.25 |
1,287.75 |
43.50 |
3.4% |
22.00 |
1.7% |
19% |
True |
False |
10,913 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.9% |
17.75 |
1.4% |
17% |
False |
False |
6,474 |
20 |
1,337.75 |
1,276.75 |
61.00 |
4.7% |
15.00 |
1.2% |
32% |
False |
False |
3,907 |
40 |
1,337.75 |
1,250.75 |
87.00 |
6.7% |
14.50 |
1.1% |
52% |
False |
False |
2,555 |
60 |
1,337.75 |
1,204.00 |
133.75 |
10.3% |
12.50 |
1.0% |
69% |
False |
False |
1,807 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.6% |
13.50 |
1.0% |
76% |
False |
False |
1,359 |
100 |
1,337.75 |
1,137.50 |
200.25 |
15.5% |
13.50 |
1.0% |
79% |
False |
False |
1,088 |
120 |
1,337.75 |
1,083.00 |
254.75 |
19.7% |
13.50 |
1.0% |
84% |
False |
False |
909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.00 |
2.618 |
1,423.50 |
1.618 |
1,388.25 |
1.000 |
1,366.50 |
0.618 |
1,353.00 |
HIGH |
1,331.25 |
0.618 |
1,317.75 |
0.500 |
1,313.50 |
0.382 |
1,309.50 |
LOW |
1,296.00 |
0.618 |
1,274.25 |
1.000 |
1,260.75 |
1.618 |
1,239.00 |
2.618 |
1,203.75 |
4.250 |
1,146.25 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,313.50 |
1,313.50 |
PP |
1,307.75 |
1,307.75 |
S1 |
1,302.00 |
1,302.00 |
|