Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,324.50 |
1,315.00 |
-9.50 |
-0.7% |
1,314.50 |
High |
1,329.50 |
1,322.00 |
-7.50 |
-0.6% |
1,331.25 |
Low |
1,306.50 |
1,298.25 |
-8.25 |
-0.6% |
1,291.50 |
Close |
1,315.50 |
1,304.25 |
-11.25 |
-0.9% |
1,315.50 |
Range |
23.00 |
23.75 |
0.75 |
3.3% |
39.75 |
ATR |
17.34 |
17.80 |
0.46 |
2.6% |
0.00 |
Volume |
24,845 |
58,934 |
34,089 |
137.2% |
90,303 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.50 |
1,365.50 |
1,317.25 |
|
R3 |
1,355.75 |
1,341.75 |
1,310.75 |
|
R2 |
1,332.00 |
1,332.00 |
1,308.50 |
|
R1 |
1,318.00 |
1,318.00 |
1,306.50 |
1,313.00 |
PP |
1,308.25 |
1,308.25 |
1,308.25 |
1,305.75 |
S1 |
1,294.25 |
1,294.25 |
1,302.00 |
1,289.50 |
S2 |
1,284.50 |
1,284.50 |
1,300.00 |
|
S3 |
1,260.75 |
1,270.50 |
1,297.75 |
|
S4 |
1,237.00 |
1,246.75 |
1,291.25 |
|
|
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% |
25.25 |
1.9% |
32% |
False |
False |
27,238 |
10 |
1,337.50 |
1,287.75 |
49.75 |
3.8% |
23.25 |
1.8% |
33% |
False |
False |
17,755 |
20 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
16.75 |
1.3% |
33% |
False |
False |
9,649 |
40 |
1,337.75 |
1,253.00 |
84.75 |
6.5% |
15.50 |
1.2% |
60% |
False |
False |
5,513 |
60 |
1,337.75 |
1,217.25 |
120.50 |
9.2% |
13.25 |
1.0% |
72% |
False |
False |
3,822 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
13.75 |
1.1% |
81% |
False |
False |
2,873 |
100 |
1,337.75 |
1,145.75 |
192.00 |
14.7% |
13.75 |
1.1% |
83% |
False |
False |
2,301 |
120 |
1,337.75 |
1,100.00 |
237.75 |
18.2% |
14.00 |
1.1% |
86% |
False |
False |
1,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.00 |
2.618 |
1,384.25 |
1.618 |
1,360.50 |
1.000 |
1,345.75 |
0.618 |
1,336.75 |
HIGH |
1,322.00 |
0.618 |
1,313.00 |
0.500 |
1,310.00 |
0.382 |
1,307.25 |
LOW |
1,298.25 |
0.618 |
1,283.50 |
1.000 |
1,274.50 |
1.618 |
1,259.75 |
2.618 |
1,236.00 |
4.250 |
1,197.25 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,314.00 |
PP |
1,308.25 |
1,310.75 |
S1 |
1,306.25 |
1,307.50 |
|