Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,432.3 |
1,429.7 |
-2.6 |
-0.2% |
1,411.2 |
High |
1,437.2 |
1,436.8 |
-0.4 |
0.0% |
1,441.0 |
Low |
1,423.6 |
1,423.2 |
-0.4 |
0.0% |
1,405.2 |
Close |
1,427.2 |
1,429.6 |
2.4 |
0.2% |
1,428.6 |
Range |
13.6 |
13.6 |
0.0 |
0.0% |
35.8 |
ATR |
18.4 |
18.1 |
-0.3 |
-1.9% |
0.0 |
Volume |
116,286 |
114,476 |
-1,810 |
-1.6% |
725,370 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.7 |
1,463.7 |
1,437.1 |
|
R3 |
1,457.1 |
1,450.1 |
1,433.3 |
|
R2 |
1,443.5 |
1,443.5 |
1,432.1 |
|
R1 |
1,436.5 |
1,436.5 |
1,430.8 |
1,433.2 |
PP |
1,429.9 |
1,429.9 |
1,429.9 |
1,428.2 |
S1 |
1,422.9 |
1,422.9 |
1,428.4 |
1,419.6 |
S2 |
1,416.3 |
1,416.3 |
1,427.1 |
|
S3 |
1,402.7 |
1,409.3 |
1,425.9 |
|
S4 |
1,389.1 |
1,395.7 |
1,422.1 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.3 |
1,516.3 |
1,448.3 |
|
R3 |
1,496.5 |
1,480.5 |
1,438.4 |
|
R2 |
1,460.7 |
1,460.7 |
1,435.2 |
|
R1 |
1,444.7 |
1,444.7 |
1,431.9 |
1,452.7 |
PP |
1,424.9 |
1,424.9 |
1,424.9 |
1,429.0 |
S1 |
1,408.9 |
1,408.9 |
1,425.3 |
1,416.9 |
S2 |
1,389.1 |
1,389.1 |
1,422.0 |
|
S3 |
1,353.3 |
1,373.1 |
1,418.8 |
|
S4 |
1,317.5 |
1,337.3 |
1,408.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,445.7 |
1,410.6 |
35.1 |
2.5% |
18.0 |
1.3% |
54% |
False |
False |
141,357 |
10 |
1,445.7 |
1,392.2 |
53.5 |
3.7% |
17.9 |
1.3% |
70% |
False |
False |
140,021 |
20 |
1,445.7 |
1,351.4 |
94.3 |
6.6% |
16.4 |
1.1% |
83% |
False |
False |
119,099 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.6 |
1.3% |
88% |
False |
False |
98,440 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.1 |
1.3% |
88% |
False |
False |
68,111 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.2 |
1.3% |
88% |
False |
False |
52,183 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.0 |
1.4% |
88% |
False |
False |
42,214 |
120 |
1,445.7 |
1,277.3 |
168.4 |
11.8% |
18.8 |
1.3% |
90% |
False |
False |
35,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.6 |
2.618 |
1,472.4 |
1.618 |
1,458.8 |
1.000 |
1,450.4 |
0.618 |
1,445.2 |
HIGH |
1,436.8 |
0.618 |
1,431.6 |
0.500 |
1,430.0 |
0.382 |
1,428.4 |
LOW |
1,423.2 |
0.618 |
1,414.8 |
1.000 |
1,409.6 |
1.618 |
1,401.2 |
2.618 |
1,387.6 |
4.250 |
1,365.4 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,430.0 |
1,434.5 |
PP |
1,429.9 |
1,432.8 |
S1 |
1,429.7 |
1,431.2 |
|