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 |
1,308.75 |
1,319.75 |
11.00 |
0.8% |
1,318.25 |
High |
1,325.75 |
1,325.00 |
-0.75 |
-0.1% |
1,336.50 |
Low |
1,306.00 |
1,311.50 |
5.50 |
0.4% |
1,296.25 |
Close |
1,320.00 |
1,315.50 |
-4.50 |
-0.3% |
1,320.25 |
Range |
19.75 |
13.50 |
-6.25 |
-31.6% |
40.25 |
ATR |
18.32 |
17.97 |
-0.34 |
-1.9% |
0.00 |
Volume |
2,206,427 |
2,195,670 |
-10,757 |
-0.5% |
12,952,293 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.75 |
1,350.25 |
1,323.00 |
|
R3 |
1,344.25 |
1,336.75 |
1,319.25 |
|
R2 |
1,330.75 |
1,330.75 |
1,318.00 |
|
R1 |
1,323.25 |
1,323.25 |
1,316.75 |
1,320.25 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,316.00 |
S1 |
1,309.75 |
1,309.75 |
1,314.25 |
1,306.75 |
S2 |
1,303.75 |
1,303.75 |
1,313.00 |
|
S3 |
1,290.25 |
1,296.25 |
1,311.75 |
|
S4 |
1,276.75 |
1,282.75 |
1,308.00 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.50 |
1,419.50 |
1,342.50 |
|
R3 |
1,398.25 |
1,379.25 |
1,331.25 |
|
R2 |
1,358.00 |
1,358.00 |
1,327.75 |
|
R1 |
1,339.00 |
1,339.00 |
1,324.00 |
1,348.50 |
PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,322.50 |
S1 |
1,298.75 |
1,298.75 |
1,316.50 |
1,308.25 |
S2 |
1,277.50 |
1,277.50 |
1,312.75 |
|
S3 |
1,237.25 |
1,258.50 |
1,309.25 |
|
S4 |
1,197.00 |
1,218.25 |
1,298.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.50 |
1,302.75 |
31.75 |
2.4% |
21.50 |
1.6% |
40% |
False |
False |
2,479,020 |
10 |
1,336.50 |
1,292.50 |
44.00 |
3.3% |
21.50 |
1.6% |
52% |
False |
False |
2,477,057 |
20 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
17.75 |
1.3% |
46% |
False |
False |
2,060,383 |
40 |
1,343.00 |
1,262.25 |
80.75 |
6.1% |
16.00 |
1.2% |
66% |
False |
False |
1,964,330 |
60 |
1,343.00 |
1,227.50 |
115.50 |
8.8% |
14.00 |
1.1% |
76% |
False |
False |
1,746,586 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.5% |
14.75 |
1.1% |
84% |
False |
False |
1,349,350 |
100 |
1,343.00 |
1,150.50 |
192.50 |
14.6% |
14.75 |
1.1% |
86% |
False |
False |
1,079,860 |
120 |
1,343.00 |
1,112.25 |
230.75 |
17.5% |
15.00 |
1.1% |
88% |
False |
False |
900,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.50 |
2.618 |
1,360.25 |
1.618 |
1,346.75 |
1.000 |
1,338.50 |
0.618 |
1,333.25 |
HIGH |
1,325.00 |
0.618 |
1,319.75 |
0.500 |
1,318.25 |
0.382 |
1,316.75 |
LOW |
1,311.50 |
0.618 |
1,303.25 |
1.000 |
1,298.00 |
1.618 |
1,289.75 |
2.618 |
1,276.25 |
4.250 |
1,254.00 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.25 |
1,315.25 |
PP |
1,317.25 |
1,315.25 |
S1 |
1,316.50 |
1,315.00 |
|