Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,986 |
11,837 |
-149 |
-1.2% |
12,164 |
High |
11,999 |
11,911 |
-88 |
-0.7% |
12,254 |
Low |
11,672 |
11,558 |
-114 |
-1.0% |
11,891 |
Close |
11,853 |
11,641 |
-212 |
-1.8% |
12,065 |
Range |
327 |
353 |
26 |
8.0% |
363 |
ATR |
170 |
183 |
13 |
7.7% |
0 |
Volume |
44,606 |
38,400 |
-6,206 |
-13.9% |
630,244 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,762 |
12,555 |
11,835 |
|
R3 |
12,409 |
12,202 |
11,738 |
|
R2 |
12,056 |
12,056 |
11,706 |
|
R1 |
11,849 |
11,849 |
11,673 |
11,776 |
PP |
11,703 |
11,703 |
11,703 |
11,667 |
S1 |
11,496 |
11,496 |
11,609 |
11,423 |
S2 |
11,350 |
11,350 |
11,576 |
|
S3 |
10,997 |
11,143 |
11,544 |
|
S4 |
10,644 |
10,790 |
11,447 |
|
|
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 |
12,191 |
11,558 |
633 |
5.4% |
254 |
2.2% |
13% |
False |
True |
68,063 |
10 |
12,288 |
11,558 |
730 |
6.3% |
222 |
1.9% |
11% |
False |
True |
102,106 |
20 |
12,379 |
11,558 |
821 |
7.1% |
189 |
1.6% |
10% |
False |
True |
104,069 |
40 |
12,379 |
11,558 |
821 |
7.1% |
146 |
1.3% |
10% |
False |
True |
103,049 |
60 |
12,379 |
11,378 |
1,001 |
8.6% |
127 |
1.1% |
26% |
False |
False |
92,046 |
80 |
12,379 |
10,855 |
1,524 |
13.1% |
127 |
1.1% |
52% |
False |
False |
76,697 |
100 |
12,379 |
10,855 |
1,524 |
13.1% |
126 |
1.1% |
52% |
False |
False |
61,371 |
120 |
12,379 |
10,534 |
1,845 |
15.8% |
128 |
1.1% |
60% |
False |
False |
51,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,411 |
2.618 |
12,835 |
1.618 |
12,482 |
1.000 |
12,264 |
0.618 |
12,129 |
HIGH |
11,911 |
0.618 |
11,776 |
0.500 |
11,735 |
0.382 |
11,693 |
LOW |
11,558 |
0.618 |
11,340 |
1.000 |
11,205 |
1.618 |
10,987 |
2.618 |
10,634 |
4.250 |
10,058 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,735 |
11,812 |
PP |
11,703 |
11,755 |
S1 |
11,672 |
11,698 |
|