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 |
1,300.75 |
1,324.50 |
23.75 |
1.8% |
1,314.50 |
High |
1,327.00 |
1,329.50 |
2.50 |
0.2% |
1,331.25 |
Low |
1,300.25 |
1,306.50 |
6.25 |
0.5% |
1,291.50 |
Close |
1,324.75 |
1,315.50 |
-9.25 |
-0.7% |
1,315.50 |
Range |
26.75 |
23.00 |
-3.75 |
-14.0% |
39.75 |
ATR |
16.91 |
17.34 |
0.44 |
2.6% |
0.00 |
Volume |
21,409 |
24,845 |
3,436 |
16.0% |
90,303 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.25 |
1,373.75 |
1,328.25 |
|
R3 |
1,363.25 |
1,350.75 |
1,321.75 |
|
R2 |
1,340.25 |
1,340.25 |
1,319.75 |
|
R1 |
1,327.75 |
1,327.75 |
1,317.50 |
1,322.50 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,314.50 |
S1 |
1,304.75 |
1,304.75 |
1,313.50 |
1,299.50 |
S2 |
1,294.25 |
1,294.25 |
1,311.25 |
|
S3 |
1,271.25 |
1,281.75 |
1,309.25 |
|
S4 |
1,248.25 |
1,258.75 |
1,302.75 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.00 |
1,413.50 |
1,337.25 |
|
R3 |
1,392.25 |
1,373.75 |
1,326.50 |
|
R2 |
1,352.50 |
1,352.50 |
1,322.75 |
|
R1 |
1,334.00 |
1,334.00 |
1,319.25 |
1,343.25 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,317.50 |
S1 |
1,294.25 |
1,294.25 |
1,311.75 |
1,303.50 |
S2 |
1,273.00 |
1,273.00 |
1,308.25 |
|
S3 |
1,233.25 |
1,254.50 |
1,304.50 |
|
S4 |
1,193.50 |
1,214.75 |
1,293.75 |
|
|
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% |
23.50 |
1.8% |
60% |
False |
False |
18,060 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
21.50 |
1.6% |
56% |
False |
False |
12,280 |
20 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
16.25 |
1.2% |
56% |
False |
False |
6,753 |
40 |
1,337.75 |
1,253.00 |
84.75 |
6.4% |
15.00 |
1.1% |
74% |
False |
False |
4,055 |
60 |
1,337.75 |
1,208.00 |
129.75 |
9.9% |
13.00 |
1.0% |
83% |
False |
False |
2,845 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.4% |
13.75 |
1.0% |
87% |
False |
False |
2,137 |
100 |
1,337.75 |
1,142.25 |
195.50 |
14.9% |
13.75 |
1.0% |
89% |
False |
False |
1,712 |
120 |
1,337.75 |
1,100.00 |
237.75 |
18.1% |
13.75 |
1.0% |
91% |
False |
False |
1,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.25 |
2.618 |
1,389.75 |
1.618 |
1,366.75 |
1.000 |
1,352.50 |
0.618 |
1,343.75 |
HIGH |
1,329.50 |
0.618 |
1,320.75 |
0.500 |
1,318.00 |
0.382 |
1,315.25 |
LOW |
1,306.50 |
0.618 |
1,292.25 |
1.000 |
1,283.50 |
1.618 |
1,269.25 |
2.618 |
1,246.25 |
4.250 |
1,208.75 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.00 |
1,313.75 |
PP |
1,317.25 |
1,312.25 |
S1 |
1,316.25 |
1,310.50 |
|