Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,130.45 |
12,226.49 |
96.04 |
0.8% |
12,389.74 |
High |
12,235.04 |
12,261.38 |
26.34 |
0.2% |
12,389.82 |
Low |
12,130.15 |
12,054.99 |
-75.16 |
-0.6% |
11,983.17 |
Close |
12,226.34 |
12,058.02 |
-168.32 |
-1.4% |
12,130.45 |
Range |
104.89 |
206.39 |
101.50 |
96.8% |
406.65 |
ATR |
101.32 |
108.83 |
7.50 |
7.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,743.97 |
12,607.38 |
12,171.53 |
|
R3 |
12,537.58 |
12,400.99 |
12,114.78 |
|
R2 |
12,331.19 |
12,331.19 |
12,095.86 |
|
R1 |
12,194.60 |
12,194.60 |
12,076.94 |
12,159.70 |
PP |
12,124.80 |
12,124.80 |
12,124.80 |
12,107.35 |
S1 |
11,988.21 |
11,988.21 |
12,039.10 |
11,953.31 |
S2 |
11,918.41 |
11,918.41 |
12,020.18 |
|
S3 |
11,712.02 |
11,781.82 |
12,001.26 |
|
S4 |
11,505.63 |
11,575.43 |
11,944.51 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,387.76 |
13,165.76 |
12,354.11 |
|
R3 |
12,981.11 |
12,759.11 |
12,242.28 |
|
R2 |
12,574.46 |
12,574.46 |
12,205.00 |
|
R1 |
12,352.46 |
12,352.46 |
12,167.73 |
12,260.14 |
PP |
12,167.81 |
12,167.81 |
12,167.81 |
12,121.65 |
S1 |
11,945.81 |
11,945.81 |
12,093.17 |
11,853.49 |
S2 |
11,761.16 |
11,761.16 |
12,055.90 |
|
S3 |
11,354.51 |
11,539.16 |
12,018.62 |
|
S4 |
10,947.86 |
11,132.51 |
11,906.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,261.38 |
11,983.17 |
278.21 |
2.3% |
141.10 |
1.2% |
27% |
True |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
124.29 |
1.0% |
18% |
False |
False |
|
20 |
12,391.29 |
11,892.50 |
498.79 |
4.1% |
104.32 |
0.9% |
33% |
False |
False |
|
40 |
12,391.29 |
11,573.87 |
817.42 |
6.8% |
98.02 |
0.8% |
59% |
False |
False |
|
60 |
12,391.29 |
11,318.82 |
1,072.47 |
8.9% |
86.61 |
0.7% |
69% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
99.13 |
0.8% |
77% |
False |
False |
|
100 |
12,391.29 |
10,892.76 |
1,498.53 |
12.4% |
103.37 |
0.9% |
78% |
False |
False |
|
120 |
12,391.29 |
10,386.63 |
2,004.66 |
16.6% |
105.48 |
0.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,138.54 |
2.618 |
12,801.71 |
1.618 |
12,595.32 |
1.000 |
12,467.77 |
0.618 |
12,388.93 |
HIGH |
12,261.38 |
0.618 |
12,182.54 |
0.500 |
12,158.19 |
0.382 |
12,133.83 |
LOW |
12,054.99 |
0.618 |
11,927.44 |
1.000 |
11,848.60 |
1.618 |
11,721.05 |
2.618 |
11,514.66 |
4.250 |
11,177.83 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,158.19 |
12,158.19 |
PP |
12,124.80 |
12,124.80 |
S1 |
12,091.41 |
12,091.41 |
|