Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,599.0 |
4,521.0 |
-78.0 |
-1.7% |
4,839.0 |
High |
4,615.0 |
4,578.0 |
-37.0 |
-0.8% |
4,846.0 |
Low |
4,470.0 |
4,468.0 |
-2.0 |
0.0% |
4,629.0 |
Close |
4,535.0 |
4,567.0 |
32.0 |
0.7% |
4,631.0 |
Range |
145.0 |
110.0 |
-35.0 |
-24.1% |
217.0 |
ATR |
58.2 |
61.9 |
3.7 |
6.3% |
0.0 |
Volume |
152,179 |
106,353 |
-45,826 |
-30.1% |
210,691 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,867.7 |
4,827.3 |
4,627.5 |
|
R3 |
4,757.7 |
4,717.3 |
4,597.3 |
|
R2 |
4,647.7 |
4,647.7 |
4,587.2 |
|
R1 |
4,607.3 |
4,607.3 |
4,577.1 |
4,627.5 |
PP |
4,537.7 |
4,537.7 |
4,537.7 |
4,547.8 |
S1 |
4,497.3 |
4,497.3 |
4,556.9 |
4,517.5 |
S2 |
4,427.7 |
4,427.7 |
4,546.8 |
|
S3 |
4,317.7 |
4,387.3 |
4,536.8 |
|
S4 |
4,207.7 |
4,277.3 |
4,506.5 |
|
|
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 |
4,774.0 |
4,468.0 |
306.0 |
6.7% |
91.2 |
2.0% |
32% |
False |
True |
93,597 |
10 |
4,870.0 |
4,468.0 |
402.0 |
8.8% |
67.6 |
1.5% |
25% |
False |
True |
62,251 |
20 |
4,922.0 |
4,468.0 |
454.0 |
9.9% |
52.3 |
1.1% |
22% |
False |
True |
46,544 |
40 |
4,922.0 |
4,468.0 |
454.0 |
9.9% |
44.1 |
1.0% |
22% |
False |
True |
36,490 |
60 |
4,922.0 |
4,468.0 |
454.0 |
9.9% |
43.8 |
1.0% |
22% |
False |
True |
30,250 |
80 |
4,922.0 |
4,468.0 |
454.0 |
9.9% |
38.3 |
0.8% |
22% |
False |
True |
25,548 |
100 |
4,922.0 |
4,468.0 |
454.0 |
9.9% |
31.0 |
0.7% |
22% |
False |
True |
20,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,045.5 |
2.618 |
4,866.0 |
1.618 |
4,756.0 |
1.000 |
4,688.0 |
0.618 |
4,646.0 |
HIGH |
4,578.0 |
0.618 |
4,536.0 |
0.500 |
4,523.0 |
0.382 |
4,510.0 |
LOW |
4,468.0 |
0.618 |
4,400.0 |
1.000 |
4,358.0 |
1.618 |
4,290.0 |
2.618 |
4,180.0 |
4.250 |
4,000.5 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
4,552.3 |
4,560.8 |
PP |
4,537.7 |
4,554.7 |
S1 |
4,523.0 |
4,548.5 |
|