Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,293.75 |
1,302.25 |
8.50 |
0.7% |
1,320.25 |
High |
1,308.75 |
1,305.75 |
-3.00 |
-0.2% |
1,327.25 |
Low |
1,283.00 |
1,286.00 |
3.00 |
0.2% |
1,283.00 |
Close |
1,306.00 |
1,295.50 |
-10.50 |
-0.8% |
1,306.00 |
Range |
25.75 |
19.75 |
-6.00 |
-23.3% |
44.25 |
ATR |
18.96 |
19.04 |
0.07 |
0.4% |
0.00 |
Volume |
1,121,697 |
817,826 |
-303,871 |
-27.1% |
10,827,149 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.00 |
1,345.00 |
1,306.25 |
|
R3 |
1,335.25 |
1,325.25 |
1,301.00 |
|
R2 |
1,315.50 |
1,315.50 |
1,299.00 |
|
R1 |
1,305.50 |
1,305.50 |
1,297.25 |
1,300.50 |
PP |
1,295.75 |
1,295.75 |
1,295.75 |
1,293.25 |
S1 |
1,285.75 |
1,285.75 |
1,293.75 |
1,281.00 |
S2 |
1,276.00 |
1,276.00 |
1,292.00 |
|
S3 |
1,256.25 |
1,266.00 |
1,290.00 |
|
S4 |
1,236.50 |
1,246.25 |
1,284.75 |
|
|
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 |
1,325.75 |
1,283.00 |
42.75 |
3.3% |
20.75 |
1.6% |
29% |
False |
False |
1,788,774 |
10 |
1,336.50 |
1,283.00 |
53.50 |
4.1% |
23.00 |
1.8% |
23% |
False |
False |
2,266,858 |
20 |
1,343.00 |
1,283.00 |
60.00 |
4.6% |
19.25 |
1.5% |
21% |
False |
False |
1,999,508 |
40 |
1,343.00 |
1,262.25 |
80.75 |
6.2% |
17.00 |
1.3% |
41% |
False |
False |
1,955,428 |
60 |
1,343.00 |
1,227.50 |
115.50 |
8.9% |
14.75 |
1.1% |
59% |
False |
False |
1,723,418 |
80 |
1,343.00 |
1,167.25 |
175.75 |
13.6% |
15.00 |
1.2% |
73% |
False |
False |
1,406,019 |
100 |
1,343.00 |
1,155.50 |
187.50 |
14.5% |
15.00 |
1.2% |
75% |
False |
False |
1,125,227 |
120 |
1,343.00 |
1,112.75 |
230.25 |
17.8% |
15.25 |
1.2% |
79% |
False |
False |
937,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.75 |
2.618 |
1,357.50 |
1.618 |
1,337.75 |
1.000 |
1,325.50 |
0.618 |
1,318.00 |
HIGH |
1,305.75 |
0.618 |
1,298.25 |
0.500 |
1,296.00 |
0.382 |
1,293.50 |
LOW |
1,286.00 |
0.618 |
1,273.75 |
1.000 |
1,266.25 |
1.618 |
1,254.00 |
2.618 |
1,234.25 |
4.250 |
1,202.00 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,296.00 |
1,300.00 |
PP |
1,295.75 |
1,298.50 |
S1 |
1,295.50 |
1,297.00 |
|