Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,280.00 |
1,259.75 |
-20.25 |
-1.6% |
1,320.25 |
High |
1,288.25 |
1,279.25 |
-9.00 |
-0.7% |
1,327.25 |
Low |
1,248.00 |
1,246.50 |
-1.50 |
-0.1% |
1,283.00 |
Close |
1,258.75 |
1,273.75 |
15.00 |
1.2% |
1,306.00 |
Range |
40.25 |
32.75 |
-7.50 |
-18.6% |
44.25 |
ATR |
22.08 |
22.84 |
0.76 |
3.5% |
0.00 |
Volume |
761,403 |
464,247 |
-297,156 |
-39.0% |
10,827,149 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.75 |
1,352.00 |
1,291.75 |
|
R3 |
1,332.00 |
1,319.25 |
1,282.75 |
|
R2 |
1,299.25 |
1,299.25 |
1,279.75 |
|
R1 |
1,286.50 |
1,286.50 |
1,276.75 |
1,293.00 |
PP |
1,266.50 |
1,266.50 |
1,266.50 |
1,269.75 |
S1 |
1,253.75 |
1,253.75 |
1,270.75 |
1,260.00 |
S2 |
1,233.75 |
1,233.75 |
1,267.75 |
|
S3 |
1,201.00 |
1,221.00 |
1,264.75 |
|
S4 |
1,168.25 |
1,188.25 |
1,255.75 |
|
|
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 |
1,308.75 |
1,246.50 |
62.25 |
4.9% |
32.00 |
2.5% |
44% |
False |
True |
834,325 |
10 |
1,334.50 |
1,246.50 |
88.00 |
6.9% |
26.50 |
2.1% |
31% |
False |
True |
1,681,421 |
20 |
1,343.00 |
1,246.50 |
96.50 |
7.6% |
23.75 |
1.9% |
28% |
False |
True |
1,890,333 |
40 |
1,343.00 |
1,246.50 |
96.50 |
7.6% |
18.50 |
1.5% |
28% |
False |
True |
1,871,678 |
60 |
1,343.00 |
1,240.75 |
102.25 |
8.0% |
16.00 |
1.3% |
32% |
False |
False |
1,690,733 |
80 |
1,343.00 |
1,167.25 |
175.75 |
13.8% |
16.00 |
1.2% |
61% |
False |
False |
1,433,715 |
100 |
1,343.00 |
1,163.00 |
180.00 |
14.1% |
15.75 |
1.2% |
62% |
False |
False |
1,147,523 |
120 |
1,343.00 |
1,121.75 |
221.25 |
17.4% |
15.75 |
1.2% |
69% |
False |
False |
956,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.50 |
2.618 |
1,365.00 |
1.618 |
1,332.25 |
1.000 |
1,312.00 |
0.618 |
1,299.50 |
HIGH |
1,279.25 |
0.618 |
1,266.75 |
0.500 |
1,263.00 |
0.382 |
1,259.00 |
LOW |
1,246.50 |
0.618 |
1,226.25 |
1.000 |
1,213.75 |
1.618 |
1,193.50 |
2.618 |
1,160.75 |
4.250 |
1,107.25 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,270.00 |
1,273.25 |
PP |
1,266.50 |
1,272.75 |
S1 |
1,263.00 |
1,272.25 |
|