Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,813.0 |
4,773.0 |
-40.0 |
-0.8% |
4,843.0 |
High |
4,815.0 |
4,774.0 |
-41.0 |
-0.9% |
4,870.0 |
Low |
4,758.0 |
4,684.0 |
-74.0 |
-1.6% |
4,766.0 |
Close |
4,773.0 |
4,689.0 |
-84.0 |
-1.8% |
4,864.0 |
Range |
57.0 |
90.0 |
33.0 |
57.9% |
104.0 |
ATR |
46.3 |
49.4 |
3.1 |
6.8% |
0.0 |
Volume |
32,195 |
49,823 |
17,628 |
54.8% |
147,633 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.7 |
4,927.3 |
4,738.5 |
|
R3 |
4,895.7 |
4,837.3 |
4,713.8 |
|
R2 |
4,805.7 |
4,805.7 |
4,705.5 |
|
R1 |
4,747.3 |
4,747.3 |
4,697.3 |
4,731.5 |
PP |
4,715.7 |
4,715.7 |
4,715.7 |
4,707.8 |
S1 |
4,657.3 |
4,657.3 |
4,680.8 |
4,641.5 |
S2 |
4,625.7 |
4,625.7 |
4,672.5 |
|
S3 |
4,535.7 |
4,567.3 |
4,664.3 |
|
S4 |
4,445.7 |
4,477.3 |
4,639.5 |
|
|
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 |
4,684.0 |
186.0 |
4.0% |
57.2 |
1.2% |
3% |
False |
True |
35,715 |
10 |
4,870.0 |
4,684.0 |
186.0 |
4.0% |
47.2 |
1.0% |
3% |
False |
True |
33,431 |
20 |
4,922.0 |
4,684.0 |
238.0 |
5.1% |
40.0 |
0.9% |
2% |
False |
True |
30,737 |
40 |
4,922.0 |
4,684.0 |
238.0 |
5.1% |
39.6 |
0.8% |
2% |
False |
True |
28,193 |
60 |
4,922.0 |
4,674.0 |
248.0 |
5.3% |
39.5 |
0.8% |
6% |
False |
False |
26,797 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.9% |
33.8 |
0.7% |
37% |
False |
False |
20,322 |
100 |
4,922.0 |
4,552.0 |
370.0 |
7.9% |
27.5 |
0.6% |
37% |
False |
False |
16,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,156.5 |
2.618 |
5,009.6 |
1.618 |
4,919.6 |
1.000 |
4,864.0 |
0.618 |
4,829.6 |
HIGH |
4,774.0 |
0.618 |
4,739.6 |
0.500 |
4,729.0 |
0.382 |
4,718.4 |
LOW |
4,684.0 |
0.618 |
4,628.4 |
1.000 |
4,594.0 |
1.618 |
4,538.4 |
2.618 |
4,448.4 |
4.250 |
4,301.5 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,729.0 |
4,751.0 |
PP |
4,715.7 |
4,730.3 |
S1 |
4,702.3 |
4,709.7 |
|