Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,296.00 |
1,300.75 |
4.75 |
0.4% |
1,335.75 |
High |
1,308.75 |
1,327.00 |
18.25 |
1.4% |
1,337.50 |
Low |
1,291.50 |
1,300.25 |
8.75 |
0.7% |
1,287.75 |
Close |
1,300.75 |
1,324.75 |
24.00 |
1.8% |
1,313.75 |
Range |
17.25 |
26.75 |
9.50 |
55.1% |
49.75 |
ATR |
16.15 |
16.91 |
0.76 |
4.7% |
0.00 |
Volume |
16,143 |
21,409 |
5,266 |
32.6% |
28,313 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.50 |
1,388.00 |
1,339.50 |
|
R3 |
1,370.75 |
1,361.25 |
1,332.00 |
|
R2 |
1,344.00 |
1,344.00 |
1,329.75 |
|
R1 |
1,334.50 |
1,334.50 |
1,327.25 |
1,339.25 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,319.75 |
S1 |
1,307.75 |
1,307.75 |
1,322.25 |
1,312.50 |
S2 |
1,290.50 |
1,290.50 |
1,319.75 |
|
S3 |
1,263.75 |
1,281.00 |
1,317.50 |
|
S4 |
1,237.00 |
1,254.25 |
1,310.00 |
|
|
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 |
1,291.50 |
39.75 |
3.0% |
22.75 |
1.7% |
84% |
False |
False |
16,607 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
20.50 |
1.5% |
74% |
False |
False |
9,928 |
20 |
1,337.75 |
1,287.00 |
50.75 |
3.8% |
15.75 |
1.2% |
74% |
False |
False |
5,679 |
40 |
1,337.75 |
1,251.25 |
86.50 |
6.5% |
15.00 |
1.1% |
85% |
False |
False |
3,472 |
60 |
1,337.75 |
1,208.00 |
129.75 |
9.8% |
13.00 |
1.0% |
90% |
False |
False |
2,431 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
13.50 |
1.0% |
93% |
False |
False |
1,827 |
100 |
1,337.75 |
1,142.25 |
195.50 |
14.8% |
13.50 |
1.0% |
93% |
False |
False |
1,464 |
120 |
1,337.75 |
1,100.00 |
237.75 |
17.9% |
13.75 |
1.0% |
95% |
False |
False |
1,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.75 |
2.618 |
1,397.00 |
1.618 |
1,370.25 |
1.000 |
1,353.75 |
0.618 |
1,343.50 |
HIGH |
1,327.00 |
0.618 |
1,316.75 |
0.500 |
1,313.50 |
0.382 |
1,310.50 |
LOW |
1,300.25 |
0.618 |
1,283.75 |
1.000 |
1,273.50 |
1.618 |
1,257.00 |
2.618 |
1,230.25 |
4.250 |
1,186.50 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,321.00 |
1,320.25 |
PP |
1,317.25 |
1,315.75 |
S1 |
1,313.50 |
1,311.50 |
|