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 |
1,319.75 |
1,315.75 |
-4.00 |
-0.3% |
1,318.25 |
High |
1,325.00 |
1,317.25 |
-7.75 |
-0.6% |
1,336.50 |
Low |
1,311.50 |
1,292.75 |
-18.75 |
-1.4% |
1,296.25 |
Close |
1,315.50 |
1,294.25 |
-21.25 |
-1.6% |
1,320.25 |
Range |
13.50 |
24.50 |
11.00 |
81.5% |
40.25 |
ATR |
17.97 |
18.44 |
0.47 |
2.6% |
0.00 |
Volume |
2,195,670 |
2,602,250 |
406,580 |
18.5% |
12,952,293 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.00 |
1,359.00 |
1,307.75 |
|
R3 |
1,350.50 |
1,334.50 |
1,301.00 |
|
R2 |
1,326.00 |
1,326.00 |
1,298.75 |
|
R1 |
1,310.00 |
1,310.00 |
1,296.50 |
1,305.75 |
PP |
1,301.50 |
1,301.50 |
1,301.50 |
1,299.25 |
S1 |
1,285.50 |
1,285.50 |
1,292.00 |
1,281.25 |
S2 |
1,277.00 |
1,277.00 |
1,289.75 |
|
S3 |
1,252.50 |
1,261.00 |
1,287.50 |
|
S4 |
1,228.00 |
1,236.50 |
1,280.75 |
|
|
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 |
1,292.75 |
41.75 |
3.2% |
21.00 |
1.6% |
4% |
False |
True |
2,528,517 |
10 |
1,336.50 |
1,292.75 |
43.75 |
3.4% |
22.00 |
1.7% |
3% |
False |
True |
2,448,191 |
20 |
1,343.00 |
1,292.50 |
50.50 |
3.9% |
18.50 |
1.4% |
3% |
False |
False |
2,099,259 |
40 |
1,343.00 |
1,262.25 |
80.75 |
6.2% |
16.50 |
1.3% |
40% |
False |
False |
1,988,799 |
60 |
1,343.00 |
1,227.50 |
115.50 |
8.9% |
14.25 |
1.1% |
58% |
False |
False |
1,759,718 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.7% |
14.75 |
1.1% |
72% |
False |
False |
1,381,837 |
100 |
1,343.00 |
1,150.50 |
192.50 |
14.9% |
15.00 |
1.2% |
75% |
False |
False |
1,105,858 |
120 |
1,343.00 |
1,112.25 |
230.75 |
17.8% |
15.00 |
1.2% |
79% |
False |
False |
921,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.50 |
2.618 |
1,381.50 |
1.618 |
1,357.00 |
1.000 |
1,341.75 |
0.618 |
1,332.50 |
HIGH |
1,317.25 |
0.618 |
1,308.00 |
0.500 |
1,305.00 |
0.382 |
1,302.00 |
LOW |
1,292.75 |
0.618 |
1,277.50 |
1.000 |
1,268.25 |
1.618 |
1,253.00 |
2.618 |
1,228.50 |
4.250 |
1,188.50 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,305.00 |
1,309.25 |
PP |
1,301.50 |
1,304.25 |
S1 |
1,297.75 |
1,299.25 |
|