Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,057.34 |
12,068.01 |
10.67 |
0.1% |
12,389.74 |
High |
12,115.12 |
12,283.10 |
167.98 |
1.4% |
12,389.82 |
Low |
12,018.63 |
12,068.01 |
49.38 |
0.4% |
11,983.17 |
Close |
12,066.80 |
12,258.20 |
191.40 |
1.6% |
12,130.45 |
Range |
96.49 |
215.09 |
118.60 |
122.9% |
406.65 |
ATR |
107.94 |
115.68 |
7.74 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,848.37 |
12,768.38 |
12,376.50 |
|
R3 |
12,633.28 |
12,553.29 |
12,317.35 |
|
R2 |
12,418.19 |
12,418.19 |
12,297.63 |
|
R1 |
12,338.20 |
12,338.20 |
12,277.92 |
12,378.20 |
PP |
12,203.10 |
12,203.10 |
12,203.10 |
12,223.10 |
S1 |
12,123.11 |
12,123.11 |
12,238.48 |
12,163.11 |
S2 |
11,988.01 |
11,988.01 |
12,218.77 |
|
S3 |
11,772.92 |
11,908.02 |
12,199.05 |
|
S4 |
11,557.83 |
11,692.93 |
12,139.90 |
|
|
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 |
12,283.10 |
12,018.63 |
264.47 |
2.2% |
142.59 |
1.2% |
91% |
True |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.3% |
139.67 |
1.1% |
67% |
False |
False |
|
20 |
12,391.29 |
11,981.05 |
410.24 |
3.3% |
110.02 |
0.9% |
68% |
False |
False |
|
40 |
12,391.29 |
11,573.87 |
817.42 |
6.7% |
100.89 |
0.8% |
84% |
False |
False |
|
60 |
12,391.29 |
11,327.49 |
1,063.80 |
8.7% |
89.94 |
0.7% |
87% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
11.9% |
99.51 |
0.8% |
91% |
False |
False |
|
100 |
12,391.29 |
10,913.84 |
1,477.45 |
12.1% |
104.40 |
0.9% |
91% |
False |
False |
|
120 |
12,391.29 |
10,458.60 |
1,932.69 |
15.8% |
106.75 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,197.23 |
2.618 |
12,846.21 |
1.618 |
12,631.12 |
1.000 |
12,498.19 |
0.618 |
12,416.03 |
HIGH |
12,283.10 |
0.618 |
12,200.94 |
0.500 |
12,175.56 |
0.382 |
12,150.17 |
LOW |
12,068.01 |
0.618 |
11,935.08 |
1.000 |
11,852.92 |
1.618 |
11,719.99 |
2.618 |
11,504.90 |
4.250 |
11,153.88 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,230.65 |
12,222.42 |
PP |
12,203.10 |
12,186.64 |
S1 |
12,175.56 |
12,150.87 |
|