Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,773.0 |
4,658.0 |
-115.0 |
-2.4% |
4,839.0 |
High |
4,774.0 |
4,672.0 |
-102.0 |
-2.1% |
4,846.0 |
Low |
4,684.0 |
4,629.0 |
-55.0 |
-1.2% |
4,629.0 |
Close |
4,689.0 |
4,631.0 |
-58.0 |
-1.2% |
4,631.0 |
Range |
90.0 |
43.0 |
-47.0 |
-52.2% |
217.0 |
ATR |
49.4 |
50.1 |
0.8 |
1.5% |
0.0 |
Volume |
49,823 |
58,444 |
8,621 |
17.3% |
210,691 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,773.0 |
4,745.0 |
4,654.7 |
|
R3 |
4,730.0 |
4,702.0 |
4,642.8 |
|
R2 |
4,687.0 |
4,687.0 |
4,638.9 |
|
R1 |
4,659.0 |
4,659.0 |
4,634.9 |
4,651.5 |
PP |
4,644.0 |
4,644.0 |
4,644.0 |
4,640.3 |
S1 |
4,616.0 |
4,616.0 |
4,627.1 |
4,608.5 |
S2 |
4,601.0 |
4,601.0 |
4,623.1 |
|
S3 |
4,558.0 |
4,573.0 |
4,619.2 |
|
S4 |
4,515.0 |
4,530.0 |
4,607.4 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.0 |
5,209.0 |
4,750.4 |
|
R3 |
5,136.0 |
4,992.0 |
4,690.7 |
|
R2 |
4,919.0 |
4,919.0 |
4,670.8 |
|
R1 |
4,775.0 |
4,775.0 |
4,650.9 |
4,738.5 |
PP |
4,702.0 |
4,702.0 |
4,702.0 |
4,683.8 |
S1 |
4,558.0 |
4,558.0 |
4,611.1 |
4,521.5 |
S2 |
4,485.0 |
4,485.0 |
4,591.2 |
|
S3 |
4,268.0 |
4,341.0 |
4,571.3 |
|
S4 |
4,051.0 |
4,124.0 |
4,511.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,846.0 |
4,629.0 |
217.0 |
4.7% |
59.2 |
1.3% |
1% |
False |
True |
42,138 |
10 |
4,870.0 |
4,629.0 |
241.0 |
5.2% |
45.7 |
1.0% |
1% |
False |
True |
35,832 |
20 |
4,922.0 |
4,629.0 |
293.0 |
6.3% |
40.4 |
0.9% |
1% |
False |
True |
32,523 |
40 |
4,922.0 |
4,629.0 |
293.0 |
6.3% |
39.2 |
0.8% |
1% |
False |
True |
29,025 |
60 |
4,922.0 |
4,629.0 |
293.0 |
6.3% |
39.8 |
0.9% |
1% |
False |
True |
27,150 |
80 |
4,922.0 |
4,552.0 |
370.0 |
8.0% |
34.3 |
0.7% |
21% |
False |
False |
21,053 |
100 |
4,922.0 |
4,552.0 |
370.0 |
8.0% |
27.9 |
0.6% |
21% |
False |
False |
16,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,854.8 |
2.618 |
4,784.6 |
1.618 |
4,741.6 |
1.000 |
4,715.0 |
0.618 |
4,698.6 |
HIGH |
4,672.0 |
0.618 |
4,655.6 |
0.500 |
4,650.5 |
0.382 |
4,645.4 |
LOW |
4,629.0 |
0.618 |
4,602.4 |
1.000 |
4,586.0 |
1.618 |
4,559.4 |
2.618 |
4,516.4 |
4.250 |
4,446.3 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,650.5 |
4,722.0 |
PP |
4,644.0 |
4,691.7 |
S1 |
4,637.5 |
4,661.3 |
|