Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,976 |
12,041 |
65 |
0.5% |
12,164 |
High |
12,088 |
12,065 |
-23 |
-0.2% |
12,254 |
Low |
11,891 |
11,898 |
7 |
0.1% |
11,891 |
Close |
12,065 |
11,988 |
-77 |
-0.6% |
12,065 |
Range |
197 |
167 |
-30 |
-15.2% |
363 |
ATR |
157 |
158 |
1 |
0.5% |
0 |
Volume |
69,738 |
42,950 |
-26,788 |
-38.4% |
630,244 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,485 |
12,403 |
12,080 |
|
R3 |
12,318 |
12,236 |
12,034 |
|
R2 |
12,151 |
12,151 |
12,019 |
|
R1 |
12,069 |
12,069 |
12,003 |
12,027 |
PP |
11,984 |
11,984 |
11,984 |
11,962 |
S1 |
11,902 |
11,902 |
11,973 |
11,860 |
S2 |
11,817 |
11,817 |
11,958 |
|
S3 |
11,650 |
11,735 |
11,942 |
|
S4 |
11,483 |
11,568 |
11,896 |
|
|
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% |
175 |
1.5% |
27% |
False |
False |
106,874 |
10 |
12,292 |
11,891 |
401 |
3.3% |
194 |
1.6% |
24% |
False |
False |
120,145 |
20 |
12,379 |
11,891 |
488 |
4.1% |
161 |
1.3% |
20% |
False |
False |
108,666 |
40 |
12,379 |
11,627 |
752 |
6.3% |
135 |
1.1% |
48% |
False |
False |
105,424 |
60 |
12,379 |
11,353 |
1,026 |
8.6% |
118 |
1.0% |
62% |
False |
False |
93,361 |
80 |
12,379 |
10,855 |
1,524 |
12.7% |
121 |
1.0% |
74% |
False |
False |
75,662 |
100 |
12,379 |
10,841 |
1,538 |
12.8% |
122 |
1.0% |
75% |
False |
False |
60,543 |
120 |
12,379 |
10,512 |
1,867 |
15.6% |
124 |
1.0% |
79% |
False |
False |
50,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,775 |
2.618 |
12,502 |
1.618 |
12,335 |
1.000 |
12,232 |
0.618 |
12,168 |
HIGH |
12,065 |
0.618 |
12,001 |
0.500 |
11,982 |
0.382 |
11,962 |
LOW |
11,898 |
0.618 |
11,795 |
1.000 |
11,731 |
1.618 |
11,628 |
2.618 |
11,461 |
4.250 |
11,188 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,986 |
12,041 |
PP |
11,984 |
12,023 |
S1 |
11,982 |
12,006 |
|