Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,258.88 |
12,171.09 |
-87.79 |
-0.7% |
12,130.45 |
High |
12,271.37 |
12,243.44 |
-27.93 |
-0.2% |
12,283.10 |
Low |
12,079.51 |
12,041.60 |
-37.91 |
-0.3% |
12,018.63 |
Close |
12,169.88 |
12,090.03 |
-79.85 |
-0.7% |
12,169.88 |
Range |
191.86 |
201.84 |
9.98 |
5.2% |
264.47 |
ATR |
121.13 |
126.89 |
5.77 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,730.54 |
12,612.13 |
12,201.04 |
|
R3 |
12,528.70 |
12,410.29 |
12,145.54 |
|
R2 |
12,326.86 |
12,326.86 |
12,127.03 |
|
R1 |
12,208.45 |
12,208.45 |
12,108.53 |
12,166.74 |
PP |
12,125.02 |
12,125.02 |
12,125.02 |
12,104.17 |
S1 |
12,006.61 |
12,006.61 |
12,071.53 |
11,964.90 |
S2 |
11,923.18 |
11,923.18 |
12,053.03 |
|
S3 |
11,721.34 |
11,804.77 |
12,034.52 |
|
S4 |
11,519.50 |
11,602.93 |
11,979.02 |
|
|
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% |
182.33 |
1.5% |
27% |
False |
False |
|
10 |
12,389.82 |
11,983.17 |
406.65 |
3.4% |
162.43 |
1.3% |
26% |
False |
False |
|
20 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
121.40 |
1.0% |
26% |
False |
False |
|
40 |
12,391.29 |
11,573.87 |
817.42 |
6.8% |
106.76 |
0.9% |
63% |
False |
False |
|
60 |
12,391.29 |
11,331.50 |
1,059.79 |
8.8% |
93.86 |
0.8% |
72% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
101.99 |
0.8% |
79% |
False |
False |
|
100 |
12,391.29 |
10,917.62 |
1,473.67 |
12.2% |
106.42 |
0.9% |
80% |
False |
False |
|
120 |
12,391.29 |
10,480.78 |
1,910.51 |
15.8% |
108.39 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,101.26 |
2.618 |
12,771.86 |
1.618 |
12,570.02 |
1.000 |
12,445.28 |
0.618 |
12,368.18 |
HIGH |
12,243.44 |
0.618 |
12,166.34 |
0.500 |
12,142.52 |
0.382 |
12,118.70 |
LOW |
12,041.60 |
0.618 |
11,916.86 |
1.000 |
11,839.76 |
1.618 |
11,715.02 |
2.618 |
11,513.18 |
4.250 |
11,183.78 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,142.52 |
12,162.35 |
PP |
12,125.02 |
12,138.24 |
S1 |
12,107.53 |
12,114.14 |
|