Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,041 |
11,986 |
-55 |
-0.5% |
12,164 |
High |
12,065 |
11,999 |
-66 |
-0.5% |
12,254 |
Low |
11,898 |
11,672 |
-226 |
-1.9% |
11,891 |
Close |
11,988 |
11,853 |
-135 |
-1.1% |
12,065 |
Range |
167 |
327 |
160 |
95.8% |
363 |
ATR |
158 |
170 |
12 |
7.7% |
0 |
Volume |
42,950 |
44,606 |
1,656 |
3.9% |
630,244 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,822 |
12,665 |
12,033 |
|
R3 |
12,495 |
12,338 |
11,943 |
|
R2 |
12,168 |
12,168 |
11,913 |
|
R1 |
12,011 |
12,011 |
11,883 |
11,926 |
PP |
11,841 |
11,841 |
11,841 |
11,799 |
S1 |
11,684 |
11,684 |
11,823 |
11,599 |
S2 |
11,514 |
11,514 |
11,793 |
|
S3 |
11,187 |
11,357 |
11,763 |
|
S4 |
10,860 |
11,030 |
11,673 |
|
|
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 |
11,672 |
582 |
4.9% |
204 |
1.7% |
31% |
False |
True |
89,065 |
10 |
12,288 |
11,672 |
616 |
5.2% |
199 |
1.7% |
29% |
False |
True |
110,986 |
20 |
12,379 |
11,672 |
707 |
6.0% |
175 |
1.5% |
26% |
False |
True |
107,449 |
40 |
12,379 |
11,672 |
707 |
6.0% |
140 |
1.2% |
26% |
False |
True |
104,314 |
60 |
12,379 |
11,378 |
1,001 |
8.4% |
122 |
1.0% |
47% |
False |
False |
92,429 |
80 |
12,379 |
10,855 |
1,524 |
12.9% |
125 |
1.0% |
65% |
False |
False |
76,218 |
100 |
12,379 |
10,855 |
1,524 |
12.9% |
123 |
1.0% |
65% |
False |
False |
60,988 |
120 |
12,379 |
10,512 |
1,867 |
15.8% |
126 |
1.1% |
72% |
False |
False |
50,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,389 |
2.618 |
12,855 |
1.618 |
12,528 |
1.000 |
12,326 |
0.618 |
12,201 |
HIGH |
11,999 |
0.618 |
11,874 |
0.500 |
11,836 |
0.382 |
11,797 |
LOW |
11,672 |
0.618 |
11,470 |
1.000 |
11,345 |
1.618 |
11,143 |
2.618 |
10,816 |
4.250 |
10,282 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,847 |
11,880 |
PP |
11,841 |
11,871 |
S1 |
11,836 |
11,862 |
|