Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,580 |
10,560 |
-20 |
-0.2% |
10,550 |
High |
10,660 |
10,560 |
-100 |
-0.9% |
10,790 |
Low |
10,515 |
10,330 |
-185 |
-1.8% |
10,460 |
Close |
10,565 |
10,335 |
-230 |
-2.2% |
10,650 |
Range |
145 |
230 |
85 |
58.6% |
330 |
ATR |
169 |
174 |
5 |
2.8% |
0 |
Volume |
16,765 |
6,039 |
-10,726 |
-64.0% |
63,920 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,098 |
10,947 |
10,462 |
|
R3 |
10,868 |
10,717 |
10,398 |
|
R2 |
10,638 |
10,638 |
10,377 |
|
R1 |
10,487 |
10,487 |
10,356 |
10,448 |
PP |
10,408 |
10,408 |
10,408 |
10,389 |
S1 |
10,257 |
10,257 |
10,314 |
10,218 |
S2 |
10,178 |
10,178 |
10,293 |
|
S3 |
9,948 |
10,027 |
10,272 |
|
S4 |
9,718 |
9,797 |
10,209 |
|
|
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 |
10,330 |
445 |
4.3% |
197 |
1.9% |
1% |
False |
True |
19,662 |
10 |
10,790 |
10,330 |
460 |
4.5% |
191 |
1.8% |
1% |
False |
True |
15,622 |
20 |
10,910 |
10,330 |
580 |
5.6% |
173 |
1.7% |
1% |
False |
True |
12,390 |
40 |
10,910 |
10,170 |
740 |
7.2% |
155 |
1.5% |
22% |
False |
False |
10,856 |
60 |
10,910 |
10,150 |
760 |
7.4% |
144 |
1.4% |
24% |
False |
False |
9,183 |
80 |
10,910 |
9,735 |
1,175 |
11.4% |
129 |
1.2% |
51% |
False |
False |
7,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,538 |
2.618 |
11,162 |
1.618 |
10,932 |
1.000 |
10,790 |
0.618 |
10,702 |
HIGH |
10,560 |
0.618 |
10,472 |
0.500 |
10,445 |
0.382 |
10,418 |
LOW |
10,330 |
0.618 |
10,188 |
1.000 |
10,100 |
1.618 |
9,958 |
2.618 |
9,728 |
4.250 |
9,353 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,445 |
10,495 |
PP |
10,408 |
10,442 |
S1 |
10,372 |
10,388 |
|