Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,177 |
11,976 |
-201 |
-1.7% |
12,164 |
High |
12,191 |
12,088 |
-103 |
-0.8% |
12,254 |
Low |
11,965 |
11,891 |
-74 |
-0.6% |
11,891 |
Close |
11,983 |
12,065 |
82 |
0.7% |
12,065 |
Range |
226 |
197 |
-29 |
-12.8% |
363 |
ATR |
154 |
157 |
3 |
2.0% |
0 |
Volume |
144,624 |
69,738 |
-74,886 |
-51.8% |
630,244 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,606 |
12,532 |
12,173 |
|
R3 |
12,409 |
12,335 |
12,119 |
|
R2 |
12,212 |
12,212 |
12,101 |
|
R1 |
12,138 |
12,138 |
12,083 |
12,175 |
PP |
12,015 |
12,015 |
12,015 |
12,033 |
S1 |
11,941 |
11,941 |
12,047 |
11,978 |
S2 |
11,818 |
11,818 |
12,029 |
|
S3 |
11,621 |
11,744 |
12,011 |
|
S4 |
11,424 |
11,547 |
11,957 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,159 |
12,975 |
12,265 |
|
R3 |
12,796 |
12,612 |
12,165 |
|
R2 |
12,433 |
12,433 |
12,132 |
|
R1 |
12,249 |
12,249 |
12,098 |
12,160 |
PP |
12,070 |
12,070 |
12,070 |
12,025 |
S1 |
11,886 |
11,886 |
12,032 |
11,797 |
S2 |
11,707 |
11,707 |
11,999 |
|
S3 |
11,344 |
11,523 |
11,965 |
|
S4 |
10,981 |
11,160 |
11,865 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,254 |
11,891 |
363 |
3.0% |
183 |
1.5% |
48% |
False |
True |
126,048 |
10 |
12,292 |
11,891 |
401 |
3.3% |
194 |
1.6% |
43% |
False |
True |
124,887 |
20 |
12,379 |
11,891 |
488 |
4.0% |
159 |
1.3% |
36% |
False |
True |
111,046 |
40 |
12,379 |
11,627 |
752 |
6.2% |
133 |
1.1% |
58% |
False |
False |
106,555 |
60 |
12,379 |
11,353 |
1,026 |
8.5% |
117 |
1.0% |
69% |
False |
False |
94,507 |
80 |
12,379 |
10,855 |
1,524 |
12.6% |
122 |
1.0% |
79% |
False |
False |
75,126 |
100 |
12,379 |
10,794 |
1,585 |
13.1% |
122 |
1.0% |
80% |
False |
False |
60,114 |
120 |
12,379 |
10,512 |
1,867 |
15.5% |
124 |
1.0% |
83% |
False |
False |
50,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,925 |
2.618 |
12,604 |
1.618 |
12,407 |
1.000 |
12,285 |
0.618 |
12,210 |
HIGH |
12,088 |
0.618 |
12,013 |
0.500 |
11,990 |
0.382 |
11,966 |
LOW |
11,891 |
0.618 |
11,769 |
1.000 |
11,694 |
1.618 |
11,572 |
2.618 |
11,375 |
4.250 |
11,054 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,040 |
12,073 |
PP |
12,015 |
12,070 |
S1 |
11,990 |
12,068 |
|