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 |
7,150.5 |
7,087.5 |
-63.0 |
-0.9% |
7,179.5 |
High |
7,220.0 |
7,111.5 |
-108.5 |
-1.5% |
7,360.5 |
Low |
7,109.5 |
7,023.0 |
-86.5 |
-1.2% |
7,125.5 |
Close |
7,128.0 |
7,055.0 |
-73.0 |
-1.0% |
7,173.0 |
Range |
110.5 |
88.5 |
-22.0 |
-19.9% |
235.0 |
ATR |
112.3 |
111.8 |
-0.5 |
-0.5% |
0.0 |
Volume |
168,756 |
187,794 |
19,038 |
11.3% |
661,024 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,328.7 |
7,280.3 |
7,103.7 |
|
R3 |
7,240.2 |
7,191.8 |
7,079.3 |
|
R2 |
7,151.7 |
7,151.7 |
7,071.2 |
|
R1 |
7,103.3 |
7,103.3 |
7,063.1 |
7,083.3 |
PP |
7,063.2 |
7,063.2 |
7,063.2 |
7,053.1 |
S1 |
7,014.8 |
7,014.8 |
7,046.9 |
6,994.8 |
S2 |
6,974.7 |
6,974.7 |
7,038.8 |
|
S3 |
6,886.2 |
6,926.3 |
7,030.7 |
|
S4 |
6,797.7 |
6,837.8 |
7,006.3 |
|
|
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 |
7,023.0 |
292.0 |
4.1% |
137.6 |
2.0% |
11% |
False |
True |
186,108 |
10 |
7,360.5 |
7,023.0 |
337.5 |
4.8% |
129.7 |
1.8% |
9% |
False |
True |
152,829 |
20 |
7,443.5 |
7,023.0 |
420.5 |
6.0% |
105.7 |
1.5% |
8% |
False |
True |
141,248 |
40 |
7,443.5 |
6,952.0 |
491.5 |
7.0% |
92.5 |
1.3% |
21% |
False |
False |
127,659 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.5% |
86.9 |
1.2% |
35% |
False |
False |
116,211 |
80 |
7,443.5 |
6,674.0 |
769.5 |
10.9% |
87.6 |
1.2% |
50% |
False |
False |
88,303 |
100 |
7,443.5 |
6,485.0 |
958.5 |
13.6% |
85.2 |
1.2% |
59% |
False |
False |
70,768 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.5% |
86.4 |
1.2% |
70% |
False |
False |
59,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,487.6 |
2.618 |
7,343.2 |
1.618 |
7,254.7 |
1.000 |
7,200.0 |
0.618 |
7,166.2 |
HIGH |
7,111.5 |
0.618 |
7,077.7 |
0.500 |
7,067.3 |
0.382 |
7,056.8 |
LOW |
7,023.0 |
0.618 |
6,968.3 |
1.000 |
6,934.5 |
1.618 |
6,879.8 |
2.618 |
6,791.3 |
4.250 |
6,646.9 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,067.3 |
7,124.8 |
PP |
7,063.2 |
7,101.5 |
S1 |
7,059.1 |
7,078.3 |
|