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 |
7,194.0 |
7,150.5 |
-43.5 |
-0.6% |
7,179.5 |
High |
7,226.5 |
7,220.0 |
-6.5 |
-0.1% |
7,360.5 |
Low |
7,072.0 |
7,109.5 |
37.5 |
0.5% |
7,125.5 |
Close |
7,164.0 |
7,128.0 |
-36.0 |
-0.5% |
7,173.0 |
Range |
154.5 |
110.5 |
-44.0 |
-28.5% |
235.0 |
ATR |
112.4 |
112.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
205,137 |
168,756 |
-36,381 |
-17.7% |
661,024 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,484.0 |
7,416.5 |
7,188.8 |
|
R3 |
7,373.5 |
7,306.0 |
7,158.4 |
|
R2 |
7,263.0 |
7,263.0 |
7,148.3 |
|
R1 |
7,195.5 |
7,195.5 |
7,138.1 |
7,174.0 |
PP |
7,152.5 |
7,152.5 |
7,152.5 |
7,141.8 |
S1 |
7,085.0 |
7,085.0 |
7,117.9 |
7,063.5 |
S2 |
7,042.0 |
7,042.0 |
7,107.7 |
|
S3 |
6,931.5 |
6,974.5 |
7,097.6 |
|
S4 |
6,821.0 |
6,864.0 |
7,067.2 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,924.7 |
7,783.8 |
7,302.3 |
|
R3 |
7,689.7 |
7,548.8 |
7,237.6 |
|
R2 |
7,454.7 |
7,454.7 |
7,216.1 |
|
R1 |
7,313.8 |
7,313.8 |
7,194.5 |
7,266.8 |
PP |
7,219.7 |
7,219.7 |
7,219.7 |
7,196.1 |
S1 |
7,078.8 |
7,078.8 |
7,151.5 |
7,031.8 |
S2 |
6,984.7 |
6,984.7 |
7,129.9 |
|
S3 |
6,749.7 |
6,843.8 |
7,108.4 |
|
S4 |
6,514.7 |
6,608.8 |
7,043.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,315.0 |
7,072.0 |
243.0 |
3.4% |
141.0 |
2.0% |
23% |
False |
False |
148,549 |
10 |
7,360.5 |
7,072.0 |
288.5 |
4.0% |
130.8 |
1.8% |
19% |
False |
False |
153,182 |
20 |
7,443.5 |
7,072.0 |
371.5 |
5.2% |
103.3 |
1.4% |
15% |
False |
False |
137,690 |
40 |
7,443.5 |
6,867.0 |
576.5 |
8.1% |
92.6 |
1.3% |
45% |
False |
False |
126,248 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
86.0 |
1.2% |
48% |
False |
False |
113,742 |
80 |
7,443.5 |
6,674.0 |
769.5 |
10.8% |
88.1 |
1.2% |
59% |
False |
False |
85,959 |
100 |
7,443.5 |
6,485.0 |
958.5 |
13.4% |
85.2 |
1.2% |
67% |
False |
False |
68,899 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.3% |
86.5 |
1.2% |
76% |
False |
False |
57,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,689.6 |
2.618 |
7,509.3 |
1.618 |
7,398.8 |
1.000 |
7,330.5 |
0.618 |
7,288.3 |
HIGH |
7,220.0 |
0.618 |
7,177.8 |
0.500 |
7,164.8 |
0.382 |
7,151.7 |
LOW |
7,109.5 |
0.618 |
7,041.2 |
1.000 |
6,999.0 |
1.618 |
6,930.7 |
2.618 |
6,820.2 |
4.250 |
6,639.9 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,164.8 |
7,173.0 |
PP |
7,152.5 |
7,158.0 |
S1 |
7,140.3 |
7,143.0 |
|