Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,226.49 |
12,057.34 |
-169.15 |
-1.4% |
12,389.74 |
High |
12,261.38 |
12,115.12 |
-146.26 |
-1.2% |
12,389.82 |
Low |
12,054.99 |
12,018.63 |
-36.36 |
-0.3% |
11,983.17 |
Close |
12,058.02 |
12,066.80 |
8.78 |
0.1% |
12,130.45 |
Range |
206.39 |
96.49 |
-109.90 |
-53.2% |
406.65 |
ATR |
108.83 |
107.94 |
-0.88 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,356.32 |
12,308.05 |
12,119.87 |
|
R3 |
12,259.83 |
12,211.56 |
12,093.33 |
|
R2 |
12,163.34 |
12,163.34 |
12,084.49 |
|
R1 |
12,115.07 |
12,115.07 |
12,075.64 |
12,139.21 |
PP |
12,066.85 |
12,066.85 |
12,066.85 |
12,078.92 |
S1 |
12,018.58 |
12,018.58 |
12,057.96 |
12,042.72 |
S2 |
11,970.36 |
11,970.36 |
12,049.11 |
|
S3 |
11,873.87 |
11,922.09 |
12,040.27 |
|
S4 |
11,777.38 |
11,825.60 |
12,013.73 |
|
|
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% |
128.86 |
1.1% |
30% |
False |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
126.50 |
1.0% |
20% |
False |
False |
|
20 |
12,391.29 |
11,981.05 |
410.24 |
3.4% |
101.23 |
0.8% |
21% |
False |
False |
|
40 |
12,391.29 |
11,573.87 |
817.42 |
6.8% |
97.08 |
0.8% |
60% |
False |
False |
|
60 |
12,391.29 |
11,327.49 |
1,063.80 |
8.8% |
87.05 |
0.7% |
69% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
97.54 |
0.8% |
78% |
False |
False |
|
100 |
12,391.29 |
10,913.84 |
1,477.45 |
12.2% |
103.28 |
0.9% |
78% |
False |
False |
|
120 |
12,391.29 |
10,403.17 |
1,988.12 |
16.5% |
105.53 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,525.20 |
2.618 |
12,367.73 |
1.618 |
12,271.24 |
1.000 |
12,211.61 |
0.618 |
12,174.75 |
HIGH |
12,115.12 |
0.618 |
12,078.26 |
0.500 |
12,066.88 |
0.382 |
12,055.49 |
LOW |
12,018.63 |
0.618 |
11,959.00 |
1.000 |
11,922.14 |
1.618 |
11,862.51 |
2.618 |
11,766.02 |
4.250 |
11,608.55 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,066.88 |
12,140.01 |
PP |
12,066.85 |
12,115.60 |
S1 |
12,066.83 |
12,091.20 |
|