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 |
1,321.75 |
1,296.00 |
-25.75 |
-1.9% |
1,335.75 |
High |
1,331.25 |
1,308.75 |
-22.50 |
-1.7% |
1,337.50 |
Low |
1,296.00 |
1,291.50 |
-4.50 |
-0.3% |
1,287.75 |
Close |
1,296.00 |
1,300.75 |
4.75 |
0.4% |
1,313.75 |
Range |
35.25 |
17.25 |
-18.00 |
-51.1% |
49.75 |
ATR |
16.07 |
16.15 |
0.08 |
0.5% |
0.00 |
Volume |
14,859 |
16,143 |
1,284 |
8.6% |
28,313 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.00 |
1,343.75 |
1,310.25 |
|
R3 |
1,334.75 |
1,326.50 |
1,305.50 |
|
R2 |
1,317.50 |
1,317.50 |
1,304.00 |
|
R1 |
1,309.25 |
1,309.25 |
1,302.25 |
1,313.50 |
PP |
1,300.25 |
1,300.25 |
1,300.25 |
1,302.50 |
S1 |
1,292.00 |
1,292.00 |
1,299.25 |
1,296.00 |
S2 |
1,283.00 |
1,283.00 |
1,297.50 |
|
S3 |
1,265.75 |
1,274.75 |
1,296.00 |
|
S4 |
1,248.50 |
1,257.50 |
1,291.25 |
|
|
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 |
3.3% |
21.00 |
1.6% |
30% |
False |
False |
13,459 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
18.75 |
1.4% |
26% |
False |
False |
8,009 |
20 |
1,337.75 |
1,287.00 |
50.75 |
3.9% |
14.75 |
1.1% |
27% |
False |
False |
4,681 |
40 |
1,337.75 |
1,251.25 |
86.50 |
6.7% |
14.50 |
1.1% |
57% |
False |
False |
2,956 |
60 |
1,337.75 |
1,207.00 |
130.75 |
10.1% |
12.50 |
1.0% |
72% |
False |
False |
2,075 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
13.25 |
1.0% |
79% |
False |
False |
1,561 |
100 |
1,337.75 |
1,141.00 |
196.75 |
15.1% |
13.50 |
1.0% |
81% |
False |
False |
1,249 |
120 |
1,337.75 |
1,087.25 |
250.50 |
19.3% |
13.50 |
1.0% |
85% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.00 |
2.618 |
1,354.00 |
1.618 |
1,336.75 |
1.000 |
1,326.00 |
0.618 |
1,319.50 |
HIGH |
1,308.75 |
0.618 |
1,302.25 |
0.500 |
1,300.00 |
0.382 |
1,298.00 |
LOW |
1,291.50 |
0.618 |
1,280.75 |
1.000 |
1,274.25 |
1.618 |
1,263.50 |
2.618 |
1,246.25 |
4.250 |
1,218.25 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,300.50 |
1,311.50 |
PP |
1,300.25 |
1,307.75 |
S1 |
1,300.00 |
1,304.25 |
|