Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,837 |
11,647 |
-190 |
-1.6% |
12,164 |
High |
11,911 |
11,797 |
-114 |
-1.0% |
12,254 |
Low |
11,558 |
11,535 |
-23 |
-0.2% |
11,891 |
Close |
11,641 |
11,776 |
135 |
1.2% |
12,065 |
Range |
353 |
262 |
-91 |
-25.8% |
363 |
ATR |
183 |
188 |
6 |
3.1% |
0 |
Volume |
38,400 |
15,528 |
-22,872 |
-59.6% |
630,244 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,489 |
12,394 |
11,920 |
|
R3 |
12,227 |
12,132 |
11,848 |
|
R2 |
11,965 |
11,965 |
11,824 |
|
R1 |
11,870 |
11,870 |
11,800 |
11,918 |
PP |
11,703 |
11,703 |
11,703 |
11,726 |
S1 |
11,608 |
11,608 |
11,752 |
11,656 |
S2 |
11,441 |
11,441 |
11,728 |
|
S3 |
11,179 |
11,346 |
11,704 |
|
S4 |
10,917 |
11,084 |
11,632 |
|
|
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 |
12,088 |
11,535 |
553 |
4.7% |
261 |
2.2% |
44% |
False |
True |
42,244 |
10 |
12,288 |
11,535 |
753 |
6.4% |
225 |
1.9% |
32% |
False |
True |
92,426 |
20 |
12,379 |
11,535 |
844 |
7.2% |
198 |
1.7% |
29% |
False |
True |
98,744 |
40 |
12,379 |
11,535 |
844 |
7.2% |
150 |
1.3% |
29% |
False |
True |
100,821 |
60 |
12,379 |
11,402 |
977 |
8.3% |
129 |
1.1% |
38% |
False |
False |
91,053 |
80 |
12,379 |
10,855 |
1,524 |
12.9% |
129 |
1.1% |
60% |
False |
False |
76,891 |
100 |
12,379 |
10,855 |
1,524 |
12.9% |
128 |
1.1% |
60% |
False |
False |
61,526 |
120 |
12,379 |
10,575 |
1,804 |
15.3% |
129 |
1.1% |
67% |
False |
False |
51,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,911 |
2.618 |
12,483 |
1.618 |
12,221 |
1.000 |
12,059 |
0.618 |
11,959 |
HIGH |
11,797 |
0.618 |
11,697 |
0.500 |
11,666 |
0.382 |
11,635 |
LOW |
11,535 |
0.618 |
11,373 |
1.000 |
11,273 |
1.618 |
11,111 |
2.618 |
10,849 |
4.250 |
10,422 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,739 |
11,773 |
PP |
11,703 |
11,770 |
S1 |
11,666 |
11,767 |
|