Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,658.0 |
4,612.0 |
-46.0 |
-1.0% |
4,839.0 |
High |
4,672.0 |
4,629.0 |
-43.0 |
-0.9% |
4,846.0 |
Low |
4,629.0 |
4,561.0 |
-68.0 |
-1.5% |
4,629.0 |
Close |
4,631.0 |
4,609.0 |
-22.0 |
-0.5% |
4,631.0 |
Range |
43.0 |
68.0 |
25.0 |
58.1% |
217.0 |
ATR |
50.1 |
51.6 |
1.4 |
2.8% |
0.0 |
Volume |
58,444 |
101,187 |
42,743 |
73.1% |
210,691 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.7 |
4,774.3 |
4,646.4 |
|
R3 |
4,735.7 |
4,706.3 |
4,627.7 |
|
R2 |
4,667.7 |
4,667.7 |
4,621.5 |
|
R1 |
4,638.3 |
4,638.3 |
4,615.2 |
4,619.0 |
PP |
4,599.7 |
4,599.7 |
4,599.7 |
4,590.0 |
S1 |
4,570.3 |
4,570.3 |
4,602.8 |
4,551.0 |
S2 |
4,531.7 |
4,531.7 |
4,596.5 |
|
S3 |
4,463.7 |
4,502.3 |
4,590.3 |
|
S4 |
4,395.7 |
4,434.3 |
4,571.6 |
|
|
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 |
4,818.0 |
4,561.0 |
257.0 |
5.6% |
61.4 |
1.3% |
19% |
False |
True |
54,829 |
10 |
4,870.0 |
4,561.0 |
309.0 |
6.7% |
48.4 |
1.1% |
16% |
False |
True |
43,019 |
20 |
4,922.0 |
4,561.0 |
361.0 |
7.8% |
42.0 |
0.9% |
13% |
False |
True |
36,175 |
40 |
4,922.0 |
4,561.0 |
361.0 |
7.8% |
40.4 |
0.9% |
13% |
False |
True |
31,150 |
60 |
4,922.0 |
4,561.0 |
361.0 |
7.8% |
40.6 |
0.9% |
13% |
False |
True |
27,371 |
80 |
4,922.0 |
4,552.0 |
370.0 |
8.0% |
35.1 |
0.8% |
15% |
False |
False |
22,317 |
100 |
4,922.0 |
4,552.0 |
370.0 |
8.0% |
28.6 |
0.6% |
15% |
False |
False |
17,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,918.0 |
2.618 |
4,807.0 |
1.618 |
4,739.0 |
1.000 |
4,697.0 |
0.618 |
4,671.0 |
HIGH |
4,629.0 |
0.618 |
4,603.0 |
0.500 |
4,595.0 |
0.382 |
4,587.0 |
LOW |
4,561.0 |
0.618 |
4,519.0 |
1.000 |
4,493.0 |
1.618 |
4,451.0 |
2.618 |
4,383.0 |
4.250 |
4,272.0 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,604.3 |
4,667.5 |
PP |
4,599.7 |
4,648.0 |
S1 |
4,595.0 |
4,628.5 |
|