Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,450 |
10,580 |
130 |
1.2% |
10,550 |
High |
10,625 |
10,660 |
35 |
0.3% |
10,790 |
Low |
10,445 |
10,515 |
70 |
0.7% |
10,460 |
Close |
10,570 |
10,565 |
-5 |
0.0% |
10,650 |
Range |
180 |
145 |
-35 |
-19.4% |
330 |
ATR |
171 |
169 |
-2 |
-1.1% |
0 |
Volume |
38,122 |
16,765 |
-21,357 |
-56.0% |
63,920 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,015 |
10,935 |
10,645 |
|
R3 |
10,870 |
10,790 |
10,605 |
|
R2 |
10,725 |
10,725 |
10,592 |
|
R1 |
10,645 |
10,645 |
10,578 |
10,613 |
PP |
10,580 |
10,580 |
10,580 |
10,564 |
S1 |
10,500 |
10,500 |
10,552 |
10,468 |
S2 |
10,435 |
10,435 |
10,539 |
|
S3 |
10,290 |
10,355 |
10,525 |
|
S4 |
10,145 |
10,210 |
10,485 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,623 |
11,467 |
10,832 |
|
R3 |
11,293 |
11,137 |
10,741 |
|
R2 |
10,963 |
10,963 |
10,711 |
|
R1 |
10,807 |
10,807 |
10,680 |
10,885 |
PP |
10,633 |
10,633 |
10,633 |
10,673 |
S1 |
10,477 |
10,477 |
10,620 |
10,555 |
S2 |
10,303 |
10,303 |
10,590 |
|
S3 |
9,973 |
10,147 |
10,559 |
|
S4 |
9,643 |
9,817 |
10,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,775 |
10,425 |
350 |
3.3% |
196 |
1.9% |
40% |
False |
False |
21,445 |
10 |
10,790 |
10,340 |
450 |
4.3% |
190 |
1.8% |
50% |
False |
False |
16,764 |
20 |
10,910 |
10,340 |
570 |
5.4% |
168 |
1.6% |
39% |
False |
False |
12,480 |
40 |
10,910 |
10,170 |
740 |
7.0% |
152 |
1.4% |
53% |
False |
False |
10,888 |
60 |
10,910 |
10,150 |
760 |
7.2% |
142 |
1.3% |
55% |
False |
False |
9,204 |
80 |
10,910 |
9,735 |
1,175 |
11.1% |
126 |
1.2% |
71% |
False |
False |
7,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,276 |
2.618 |
11,040 |
1.618 |
10,895 |
1.000 |
10,805 |
0.618 |
10,750 |
HIGH |
10,660 |
0.618 |
10,605 |
0.500 |
10,588 |
0.382 |
10,571 |
LOW |
10,515 |
0.618 |
10,426 |
1.000 |
10,370 |
1.618 |
10,281 |
2.618 |
10,136 |
4.250 |
9,899 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,588 |
10,558 |
PP |
10,580 |
10,550 |
S1 |
10,573 |
10,543 |
|