Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,259.75 |
1,272.25 |
12.50 |
1.0% |
1,302.25 |
High |
1,279.25 |
1,293.25 |
14.00 |
1.1% |
1,305.75 |
Low |
1,246.50 |
1,266.25 |
19.75 |
1.6% |
1,246.50 |
Close |
1,273.75 |
1,287.71 |
13.96 |
1.1% |
1,287.71 |
Range |
32.75 |
27.00 |
-5.75 |
-17.6% |
59.25 |
ATR |
22.84 |
23.14 |
0.30 |
1.3% |
0.00 |
Volume |
464,247 |
89,360 |
-374,887 |
-80.8% |
3,139,288 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.50 |
1,352.50 |
1,302.50 |
|
R3 |
1,336.50 |
1,325.50 |
1,295.25 |
|
R2 |
1,309.50 |
1,309.50 |
1,292.75 |
|
R1 |
1,298.50 |
1,298.50 |
1,290.25 |
1,304.00 |
PP |
1,282.50 |
1,282.50 |
1,282.50 |
1,285.00 |
S1 |
1,271.50 |
1,271.50 |
1,285.25 |
1,277.00 |
S2 |
1,255.50 |
1,255.50 |
1,282.75 |
|
S3 |
1,228.50 |
1,244.50 |
1,280.25 |
|
S4 |
1,201.50 |
1,217.50 |
1,272.75 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.75 |
1,432.00 |
1,320.25 |
|
R3 |
1,398.50 |
1,372.75 |
1,304.00 |
|
R2 |
1,339.25 |
1,339.25 |
1,298.50 |
|
R1 |
1,313.50 |
1,313.50 |
1,293.25 |
1,296.75 |
PP |
1,280.00 |
1,280.00 |
1,280.00 |
1,271.50 |
S1 |
1,254.25 |
1,254.25 |
1,282.25 |
1,237.50 |
S2 |
1,220.75 |
1,220.75 |
1,276.75 |
|
S3 |
1,161.50 |
1,195.00 |
1,271.50 |
|
S4 |
1,102.25 |
1,135.75 |
1,255.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,305.75 |
1,246.50 |
59.25 |
4.6% |
32.25 |
2.5% |
70% |
False |
False |
627,857 |
10 |
1,327.25 |
1,246.50 |
80.75 |
6.3% |
27.00 |
2.1% |
51% |
False |
False |
1,396,643 |
20 |
1,343.00 |
1,246.50 |
96.50 |
7.5% |
24.50 |
1.9% |
43% |
False |
False |
1,810,953 |
40 |
1,343.00 |
1,246.50 |
96.50 |
7.5% |
19.00 |
1.5% |
43% |
False |
False |
1,815,840 |
60 |
1,343.00 |
1,245.50 |
97.50 |
7.6% |
16.50 |
1.3% |
43% |
False |
False |
1,676,574 |
80 |
1,343.00 |
1,167.25 |
175.75 |
13.6% |
16.00 |
1.2% |
69% |
False |
False |
1,434,752 |
100 |
1,343.00 |
1,163.00 |
180.00 |
14.0% |
15.75 |
1.2% |
69% |
False |
False |
1,148,404 |
120 |
1,343.00 |
1,121.75 |
221.25 |
17.2% |
15.75 |
1.2% |
75% |
False |
False |
957,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.00 |
2.618 |
1,364.00 |
1.618 |
1,337.00 |
1.000 |
1,320.25 |
0.618 |
1,310.00 |
HIGH |
1,293.25 |
0.618 |
1,283.00 |
0.500 |
1,279.75 |
0.382 |
1,276.50 |
LOW |
1,266.25 |
0.618 |
1,249.50 |
1.000 |
1,239.25 |
1.618 |
1,222.50 |
2.618 |
1,195.50 |
4.250 |
1,151.50 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,285.00 |
1,281.75 |
PP |
1,282.50 |
1,275.75 |
S1 |
1,279.75 |
1,270.00 |
|