Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,772.0 |
4,813.0 |
41.0 |
0.9% |
4,843.0 |
High |
4,818.0 |
4,815.0 |
-3.0 |
-0.1% |
4,870.0 |
Low |
4,769.0 |
4,758.0 |
-11.0 |
-0.2% |
4,766.0 |
Close |
4,806.0 |
4,773.0 |
-33.0 |
-0.7% |
4,864.0 |
Range |
49.0 |
57.0 |
8.0 |
16.3% |
104.0 |
ATR |
45.4 |
46.3 |
0.8 |
1.8% |
0.0 |
Volume |
32,497 |
32,195 |
-302 |
-0.9% |
147,633 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,953.0 |
4,920.0 |
4,804.4 |
|
R3 |
4,896.0 |
4,863.0 |
4,788.7 |
|
R2 |
4,839.0 |
4,839.0 |
4,783.5 |
|
R1 |
4,806.0 |
4,806.0 |
4,778.2 |
4,794.0 |
PP |
4,782.0 |
4,782.0 |
4,782.0 |
4,776.0 |
S1 |
4,749.0 |
4,749.0 |
4,767.8 |
4,737.0 |
S2 |
4,725.0 |
4,725.0 |
4,762.6 |
|
S3 |
4,668.0 |
4,692.0 |
4,757.3 |
|
S4 |
4,611.0 |
4,635.0 |
4,741.7 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.3 |
5,108.7 |
4,921.2 |
|
R3 |
5,041.3 |
5,004.7 |
4,892.6 |
|
R2 |
4,937.3 |
4,937.3 |
4,883.1 |
|
R1 |
4,900.7 |
4,900.7 |
4,873.5 |
4,919.0 |
PP |
4,833.3 |
4,833.3 |
4,833.3 |
4,842.5 |
S1 |
4,796.7 |
4,796.7 |
4,854.5 |
4,815.0 |
S2 |
4,729.3 |
4,729.3 |
4,844.9 |
|
S3 |
4,625.3 |
4,692.7 |
4,835.4 |
|
S4 |
4,521.3 |
4,588.7 |
4,806.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,870.0 |
4,758.0 |
112.0 |
2.3% |
44.0 |
0.9% |
13% |
False |
True |
30,905 |
10 |
4,870.0 |
4,758.0 |
112.0 |
2.3% |
41.4 |
0.9% |
13% |
False |
True |
31,382 |
20 |
4,922.0 |
4,758.0 |
164.0 |
3.4% |
36.4 |
0.8% |
9% |
False |
True |
29,446 |
40 |
4,922.0 |
4,688.0 |
234.0 |
4.9% |
38.0 |
0.8% |
36% |
False |
False |
27,340 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
38.2 |
0.8% |
40% |
False |
False |
26,147 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.8% |
32.7 |
0.7% |
60% |
False |
False |
19,700 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.8% |
26.6 |
0.6% |
60% |
False |
False |
15,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,057.3 |
2.618 |
4,964.2 |
1.618 |
4,907.2 |
1.000 |
4,872.0 |
0.618 |
4,850.2 |
HIGH |
4,815.0 |
0.618 |
4,793.2 |
0.500 |
4,786.5 |
0.382 |
4,779.8 |
LOW |
4,758.0 |
0.618 |
4,722.8 |
1.000 |
4,701.0 |
1.618 |
4,665.8 |
2.618 |
4,608.8 |
4.250 |
4,515.8 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,786.5 |
4,802.0 |
PP |
4,782.0 |
4,792.3 |
S1 |
4,777.5 |
4,782.7 |
|