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 |
12,202 |
12,177 |
-25 |
-0.2% |
12,112 |
High |
12,254 |
12,191 |
-63 |
-0.5% |
12,292 |
Low |
12,152 |
11,965 |
-187 |
-1.5% |
11,977 |
Close |
12,174 |
11,983 |
-191 |
-1.6% |
12,154 |
Range |
102 |
226 |
124 |
121.6% |
315 |
ATR |
148 |
154 |
6 |
3.8% |
0 |
Volume |
143,410 |
144,624 |
1,214 |
0.8% |
618,632 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,724 |
12,580 |
12,107 |
|
R3 |
12,498 |
12,354 |
12,045 |
|
R2 |
12,272 |
12,272 |
12,025 |
|
R1 |
12,128 |
12,128 |
12,004 |
12,087 |
PP |
12,046 |
12,046 |
12,046 |
12,026 |
S1 |
11,902 |
11,902 |
11,962 |
11,861 |
S2 |
11,820 |
11,820 |
11,942 |
|
S3 |
11,594 |
11,676 |
11,921 |
|
S4 |
11,368 |
11,450 |
11,859 |
|
|
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 |
11,965 |
323 |
2.7% |
188 |
1.6% |
6% |
False |
True |
142,608 |
10 |
12,292 |
11,965 |
327 |
2.7% |
187 |
1.6% |
6% |
False |
True |
126,892 |
20 |
12,379 |
11,964 |
415 |
3.5% |
154 |
1.3% |
5% |
False |
False |
113,357 |
40 |
12,379 |
11,605 |
774 |
6.5% |
131 |
1.1% |
49% |
False |
False |
106,998 |
60 |
12,379 |
11,349 |
1,030 |
8.6% |
115 |
1.0% |
62% |
False |
False |
95,079 |
80 |
12,379 |
10,855 |
1,524 |
12.7% |
121 |
1.0% |
74% |
False |
False |
74,255 |
100 |
12,379 |
10,794 |
1,585 |
13.2% |
122 |
1.0% |
75% |
False |
False |
59,417 |
120 |
12,379 |
10,476 |
1,903 |
15.9% |
123 |
1.0% |
79% |
False |
False |
49,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,152 |
2.618 |
12,783 |
1.618 |
12,557 |
1.000 |
12,417 |
0.618 |
12,331 |
HIGH |
12,191 |
0.618 |
12,105 |
0.500 |
12,078 |
0.382 |
12,051 |
LOW |
11,965 |
0.618 |
11,825 |
1.000 |
11,739 |
1.618 |
11,599 |
2.618 |
11,373 |
4.250 |
11,005 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,078 |
12,110 |
PP |
12,046 |
12,067 |
S1 |
12,015 |
12,025 |
|