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 |
12,078 |
12,202 |
124 |
1.0% |
12,112 |
High |
12,245 |
12,254 |
9 |
0.1% |
12,292 |
Low |
12,062 |
12,152 |
90 |
0.7% |
11,977 |
Close |
12,199 |
12,174 |
-25 |
-0.2% |
12,154 |
Range |
183 |
102 |
-81 |
-44.3% |
315 |
ATR |
152 |
148 |
-4 |
-2.3% |
0 |
Volume |
133,651 |
143,410 |
9,759 |
7.3% |
618,632 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,499 |
12,439 |
12,230 |
|
R3 |
12,397 |
12,337 |
12,202 |
|
R2 |
12,295 |
12,295 |
12,193 |
|
R1 |
12,235 |
12,235 |
12,183 |
12,214 |
PP |
12,193 |
12,193 |
12,193 |
12,183 |
S1 |
12,133 |
12,133 |
12,165 |
12,112 |
S2 |
12,091 |
12,091 |
12,155 |
|
S3 |
11,989 |
12,031 |
12,146 |
|
S4 |
11,887 |
11,929 |
12,118 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,086 |
12,935 |
12,327 |
|
R3 |
12,771 |
12,620 |
12,241 |
|
R2 |
12,456 |
12,456 |
12,212 |
|
R1 |
12,305 |
12,305 |
12,183 |
12,381 |
PP |
12,141 |
12,141 |
12,141 |
12,179 |
S1 |
11,990 |
11,990 |
12,125 |
12,066 |
S2 |
11,826 |
11,826 |
12,096 |
|
S3 |
11,511 |
11,675 |
12,068 |
|
S4 |
11,196 |
11,360 |
11,981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,288 |
12,027 |
261 |
2.1% |
189 |
1.6% |
56% |
False |
False |
136,148 |
10 |
12,292 |
11,964 |
328 |
2.7% |
181 |
1.5% |
64% |
False |
False |
127,868 |
20 |
12,379 |
11,964 |
415 |
3.4% |
146 |
1.2% |
51% |
False |
False |
111,542 |
40 |
12,379 |
11,575 |
804 |
6.6% |
127 |
1.0% |
75% |
False |
False |
105,884 |
60 |
12,379 |
11,316 |
1,063 |
8.7% |
113 |
0.9% |
81% |
False |
False |
94,320 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
119 |
1.0% |
87% |
False |
False |
72,448 |
100 |
12,379 |
10,794 |
1,585 |
13.0% |
121 |
1.0% |
87% |
False |
False |
57,972 |
120 |
12,379 |
10,432 |
1,947 |
16.0% |
122 |
1.0% |
89% |
False |
False |
48,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,688 |
2.618 |
12,521 |
1.618 |
12,419 |
1.000 |
12,356 |
0.618 |
12,317 |
HIGH |
12,254 |
0.618 |
12,215 |
0.500 |
12,203 |
0.382 |
12,191 |
LOW |
12,152 |
0.618 |
12,089 |
1.000 |
12,050 |
1.618 |
11,987 |
2.618 |
11,885 |
4.250 |
11,719 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,203 |
12,163 |
PP |
12,193 |
12,152 |
S1 |
12,184 |
12,141 |
|