Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,315.75 |
1,293.75 |
-22.00 |
-1.7% |
1,320.25 |
High |
1,317.25 |
1,308.75 |
-8.50 |
-0.6% |
1,327.25 |
Low |
1,292.75 |
1,283.00 |
-9.75 |
-0.8% |
1,283.00 |
Close |
1,294.25 |
1,306.00 |
11.75 |
0.9% |
1,306.00 |
Range |
24.50 |
25.75 |
1.25 |
5.1% |
44.25 |
ATR |
18.44 |
18.96 |
0.52 |
2.8% |
0.00 |
Volume |
2,602,250 |
1,121,697 |
-1,480,553 |
-56.9% |
10,827,149 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.50 |
1,367.00 |
1,320.25 |
|
R3 |
1,350.75 |
1,341.25 |
1,313.00 |
|
R2 |
1,325.00 |
1,325.00 |
1,310.75 |
|
R1 |
1,315.50 |
1,315.50 |
1,308.25 |
1,320.25 |
PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,301.50 |
S1 |
1,289.75 |
1,289.75 |
1,303.75 |
1,294.50 |
S2 |
1,273.50 |
1,273.50 |
1,301.25 |
|
S3 |
1,247.75 |
1,264.00 |
1,299.00 |
|
S4 |
1,222.00 |
1,238.25 |
1,291.75 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.25 |
1,416.25 |
1,330.25 |
|
R3 |
1,394.00 |
1,372.00 |
1,318.25 |
|
R2 |
1,349.75 |
1,349.75 |
1,314.00 |
|
R1 |
1,327.75 |
1,327.75 |
1,310.00 |
1,316.50 |
PP |
1,305.50 |
1,305.50 |
1,305.50 |
1,299.75 |
S1 |
1,283.50 |
1,283.50 |
1,302.00 |
1,272.50 |
S2 |
1,261.25 |
1,261.25 |
1,298.00 |
|
S3 |
1,217.00 |
1,239.25 |
1,293.75 |
|
S4 |
1,172.75 |
1,195.00 |
1,281.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.25 |
1,283.00 |
44.25 |
3.4% |
21.50 |
1.7% |
52% |
False |
True |
2,165,429 |
10 |
1,336.50 |
1,283.00 |
53.50 |
4.1% |
22.75 |
1.7% |
43% |
False |
True |
2,377,944 |
20 |
1,343.00 |
1,283.00 |
60.00 |
4.6% |
19.00 |
1.5% |
38% |
False |
True |
2,052,607 |
40 |
1,343.00 |
1,262.25 |
80.75 |
6.2% |
16.75 |
1.3% |
54% |
False |
False |
1,976,755 |
60 |
1,343.00 |
1,227.50 |
115.50 |
8.8% |
14.50 |
1.1% |
68% |
False |
False |
1,745,025 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.6% |
15.00 |
1.2% |
79% |
False |
False |
1,395,806 |
100 |
1,343.00 |
1,150.50 |
192.50 |
14.7% |
15.00 |
1.1% |
81% |
False |
False |
1,117,054 |
120 |
1,343.00 |
1,112.75 |
230.25 |
17.6% |
15.00 |
1.2% |
84% |
False |
False |
931,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.25 |
2.618 |
1,376.25 |
1.618 |
1,350.50 |
1.000 |
1,334.50 |
0.618 |
1,324.75 |
HIGH |
1,308.75 |
0.618 |
1,299.00 |
0.500 |
1,296.00 |
0.382 |
1,292.75 |
LOW |
1,283.00 |
0.618 |
1,267.00 |
1.000 |
1,257.25 |
1.618 |
1,241.25 |
2.618 |
1,215.50 |
4.250 |
1,173.50 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,302.50 |
1,305.25 |
PP |
1,299.25 |
1,304.75 |
S1 |
1,296.00 |
1,304.00 |
|