Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
5,913.0 |
5,915.5 |
2.5 |
0.0% |
5,935.0 |
High |
5,987.0 |
5,942.0 |
-45.0 |
-0.8% |
5,996.0 |
Low |
5,884.5 |
5,853.0 |
-31.5 |
-0.5% |
5,808.5 |
Close |
5,924.0 |
5,913.5 |
-10.5 |
-0.2% |
5,928.0 |
Range |
102.5 |
89.0 |
-13.5 |
-13.2% |
187.5 |
ATR |
74.8 |
75.9 |
1.0 |
1.4% |
0.0 |
Volume |
4,260 |
10,781 |
6,521 |
153.1% |
29,335 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,170.0 |
6,130.5 |
5,962.5 |
|
R3 |
6,081.0 |
6,041.5 |
5,938.0 |
|
R2 |
5,992.0 |
5,992.0 |
5,930.0 |
|
R1 |
5,952.5 |
5,952.5 |
5,921.5 |
5,928.0 |
PP |
5,903.0 |
5,903.0 |
5,903.0 |
5,890.5 |
S1 |
5,863.5 |
5,863.5 |
5,905.5 |
5,839.0 |
S2 |
5,814.0 |
5,814.0 |
5,897.0 |
|
S3 |
5,725.0 |
5,774.5 |
5,889.0 |
|
S4 |
5,636.0 |
5,685.5 |
5,864.5 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,473.5 |
6,388.0 |
6,031.0 |
|
R3 |
6,286.0 |
6,200.5 |
5,979.5 |
|
R2 |
6,098.5 |
6,098.5 |
5,962.5 |
|
R1 |
6,013.0 |
6,013.0 |
5,945.0 |
5,962.0 |
PP |
5,911.0 |
5,911.0 |
5,911.0 |
5,885.0 |
S1 |
5,825.5 |
5,825.5 |
5,911.0 |
5,774.5 |
S2 |
5,723.5 |
5,723.5 |
5,893.5 |
|
S3 |
5,536.0 |
5,638.0 |
5,876.5 |
|
S4 |
5,348.5 |
5,450.5 |
5,825.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,996.0 |
5,808.5 |
187.5 |
3.2% |
94.0 |
1.6% |
56% |
False |
False |
8,362 |
10 |
5,996.0 |
5,798.0 |
198.0 |
3.3% |
95.0 |
1.6% |
58% |
False |
False |
4,559 |
20 |
6,042.0 |
5,798.0 |
244.0 |
4.1% |
71.0 |
1.2% |
47% |
False |
False |
2,339 |
40 |
6,042.0 |
5,787.5 |
254.5 |
4.3% |
50.5 |
0.9% |
50% |
False |
False |
1,209 |
60 |
6,042.0 |
5,729.0 |
313.0 |
5.3% |
37.0 |
0.6% |
59% |
False |
False |
814 |
80 |
6,042.0 |
5,463.0 |
579.0 |
9.8% |
35.0 |
0.6% |
78% |
False |
False |
623 |
100 |
6,042.0 |
5,463.0 |
579.0 |
9.8% |
31.0 |
0.5% |
78% |
False |
False |
502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,320.0 |
2.618 |
6,175.0 |
1.618 |
6,086.0 |
1.000 |
6,031.0 |
0.618 |
5,997.0 |
HIGH |
5,942.0 |
0.618 |
5,908.0 |
0.500 |
5,897.5 |
0.382 |
5,887.0 |
LOW |
5,853.0 |
0.618 |
5,798.0 |
1.000 |
5,764.0 |
1.618 |
5,709.0 |
2.618 |
5,620.0 |
4.250 |
5,475.0 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
5,908.0 |
5,924.5 |
PP |
5,903.0 |
5,921.0 |
S1 |
5,897.5 |
5,917.0 |
|