Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,068.01 |
12,258.88 |
190.87 |
1.6% |
12,130.45 |
High |
12,283.10 |
12,271.37 |
-11.73 |
-0.1% |
12,283.10 |
Low |
12,068.01 |
12,079.51 |
11.50 |
0.1% |
12,018.63 |
Close |
12,258.20 |
12,169.88 |
-88.32 |
-0.7% |
12,169.88 |
Range |
215.09 |
191.86 |
-23.23 |
-10.8% |
264.47 |
ATR |
115.68 |
121.13 |
5.44 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,749.17 |
12,651.38 |
12,275.40 |
|
R3 |
12,557.31 |
12,459.52 |
12,222.64 |
|
R2 |
12,365.45 |
12,365.45 |
12,205.05 |
|
R1 |
12,267.66 |
12,267.66 |
12,187.47 |
12,220.63 |
PP |
12,173.59 |
12,173.59 |
12,173.59 |
12,150.07 |
S1 |
12,075.80 |
12,075.80 |
12,152.29 |
12,028.77 |
S2 |
11,981.73 |
11,981.73 |
12,134.71 |
|
S3 |
11,789.87 |
11,883.94 |
12,117.12 |
|
S4 |
11,598.01 |
11,692.08 |
12,064.36 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,950.61 |
12,824.72 |
12,315.34 |
|
R3 |
12,686.14 |
12,560.25 |
12,242.61 |
|
R2 |
12,421.67 |
12,421.67 |
12,218.37 |
|
R1 |
12,295.78 |
12,295.78 |
12,194.12 |
12,358.73 |
PP |
12,157.20 |
12,157.20 |
12,157.20 |
12,188.68 |
S1 |
12,031.31 |
12,031.31 |
12,145.64 |
12,094.26 |
S2 |
11,892.73 |
11,892.73 |
12,121.39 |
|
S3 |
11,628.26 |
11,766.84 |
12,097.15 |
|
S4 |
11,363.79 |
11,502.37 |
12,024.42 |
|
|
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% |
162.94 |
1.3% |
57% |
False |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
151.05 |
1.2% |
46% |
False |
False |
|
20 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
114.64 |
0.9% |
46% |
False |
False |
|
40 |
12,391.29 |
11,573.87 |
817.42 |
6.7% |
103.44 |
0.8% |
73% |
False |
False |
|
60 |
12,391.29 |
11,327.49 |
1,063.80 |
8.7% |
91.52 |
0.8% |
79% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
100.94 |
0.8% |
85% |
False |
False |
|
100 |
12,391.29 |
10,913.84 |
1,477.45 |
12.1% |
105.79 |
0.9% |
85% |
False |
False |
|
120 |
12,391.29 |
10,480.78 |
1,910.51 |
15.7% |
107.45 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,086.78 |
2.618 |
12,773.66 |
1.618 |
12,581.80 |
1.000 |
12,463.23 |
0.618 |
12,389.94 |
HIGH |
12,271.37 |
0.618 |
12,198.08 |
0.500 |
12,175.44 |
0.382 |
12,152.80 |
LOW |
12,079.51 |
0.618 |
11,960.94 |
1.000 |
11,887.65 |
1.618 |
11,769.08 |
2.618 |
11,577.22 |
4.250 |
11,264.11 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,175.44 |
12,163.54 |
PP |
12,173.59 |
12,157.20 |
S1 |
12,171.73 |
12,150.87 |
|