Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,429.7 |
1,431.1 |
1.4 |
0.1% |
1,411.2 |
High |
1,436.8 |
1,431.8 |
-5.0 |
-0.3% |
1,441.0 |
Low |
1,423.2 |
1,403.0 |
-20.2 |
-1.4% |
1,405.2 |
Close |
1,429.6 |
1,412.5 |
-17.1 |
-1.2% |
1,428.6 |
Range |
13.6 |
28.8 |
15.2 |
111.8% |
35.8 |
ATR |
18.1 |
18.8 |
0.8 |
4.3% |
0.0 |
Volume |
114,476 |
186,862 |
72,386 |
63.2% |
725,370 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.2 |
1,486.1 |
1,428.3 |
|
R3 |
1,473.4 |
1,457.3 |
1,420.4 |
|
R2 |
1,444.6 |
1,444.6 |
1,417.8 |
|
R1 |
1,428.5 |
1,428.5 |
1,415.1 |
1,422.2 |
PP |
1,415.8 |
1,415.8 |
1,415.8 |
1,412.6 |
S1 |
1,399.7 |
1,399.7 |
1,409.9 |
1,393.4 |
S2 |
1,387.0 |
1,387.0 |
1,407.2 |
|
S3 |
1,358.2 |
1,370.9 |
1,404.6 |
|
S4 |
1,329.4 |
1,342.1 |
1,396.7 |
|
|
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 |
1,403.0 |
42.7 |
3.0% |
18.5 |
1.3% |
22% |
False |
True |
141,344 |
10 |
1,445.7 |
1,400.1 |
45.6 |
3.2% |
18.1 |
1.3% |
27% |
False |
False |
141,117 |
20 |
1,445.7 |
1,351.4 |
94.3 |
6.7% |
17.4 |
1.2% |
65% |
False |
False |
123,474 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
19.0 |
1.3% |
76% |
False |
False |
102,550 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
18.3 |
1.3% |
76% |
False |
False |
71,145 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
19.0 |
1.3% |
76% |
False |
False |
54,492 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
20.1 |
1.4% |
76% |
False |
False |
44,040 |
120 |
1,445.7 |
1,277.4 |
168.3 |
11.9% |
19.0 |
1.3% |
80% |
False |
False |
36,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.2 |
2.618 |
1,507.2 |
1.618 |
1,478.4 |
1.000 |
1,460.6 |
0.618 |
1,449.6 |
HIGH |
1,431.8 |
0.618 |
1,420.8 |
0.500 |
1,417.4 |
0.382 |
1,414.0 |
LOW |
1,403.0 |
0.618 |
1,385.2 |
1.000 |
1,374.2 |
1.618 |
1,356.4 |
2.618 |
1,327.6 |
4.250 |
1,280.6 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,417.4 |
1,420.1 |
PP |
1,415.8 |
1,417.6 |
S1 |
1,414.1 |
1,415.0 |
|