Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,431.1 |
1,411.8 |
-19.3 |
-1.3% |
1,435.0 |
High |
1,431.8 |
1,424.6 |
-7.2 |
-0.5% |
1,445.7 |
Low |
1,403.0 |
1,404.8 |
1.8 |
0.1% |
1,403.0 |
Close |
1,412.5 |
1,421.8 |
9.3 |
0.7% |
1,421.8 |
Range |
28.8 |
19.8 |
-9.0 |
-31.3% |
42.7 |
ATR |
18.8 |
18.9 |
0.1 |
0.4% |
0.0 |
Volume |
186,862 |
158,041 |
-28,821 |
-15.4% |
731,518 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.5 |
1,468.9 |
1,432.7 |
|
R3 |
1,456.7 |
1,449.1 |
1,427.2 |
|
R2 |
1,436.9 |
1,436.9 |
1,425.4 |
|
R1 |
1,429.3 |
1,429.3 |
1,423.6 |
1,433.1 |
PP |
1,417.1 |
1,417.1 |
1,417.1 |
1,419.0 |
S1 |
1,409.5 |
1,409.5 |
1,420.0 |
1,413.3 |
S2 |
1,397.3 |
1,397.3 |
1,418.2 |
|
S3 |
1,377.5 |
1,389.7 |
1,416.4 |
|
S4 |
1,357.7 |
1,369.9 |
1,410.9 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.6 |
1,529.4 |
1,445.3 |
|
R3 |
1,508.9 |
1,486.7 |
1,433.5 |
|
R2 |
1,466.2 |
1,466.2 |
1,429.6 |
|
R1 |
1,444.0 |
1,444.0 |
1,425.7 |
1,433.8 |
PP |
1,423.5 |
1,423.5 |
1,423.5 |
1,418.4 |
S1 |
1,401.3 |
1,401.3 |
1,417.9 |
1,391.1 |
S2 |
1,380.8 |
1,380.8 |
1,414.0 |
|
S3 |
1,338.1 |
1,358.6 |
1,410.1 |
|
S4 |
1,295.4 |
1,315.9 |
1,398.3 |
|
|
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% |
18.6 |
1.3% |
44% |
False |
False |
146,303 |
10 |
1,445.7 |
1,403.0 |
42.7 |
3.0% |
18.9 |
1.3% |
44% |
False |
False |
145,688 |
20 |
1,445.7 |
1,354.3 |
91.4 |
6.4% |
17.6 |
1.2% |
74% |
False |
False |
125,774 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.2 |
1.3% |
83% |
False |
False |
105,916 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.4 |
1.3% |
83% |
False |
False |
73,720 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
83% |
False |
False |
56,417 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.1 |
1.4% |
83% |
False |
False |
45,603 |
120 |
1,445.7 |
1,277.4 |
168.3 |
11.8% |
19.1 |
1.3% |
86% |
False |
False |
38,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.8 |
2.618 |
1,476.4 |
1.618 |
1,456.6 |
1.000 |
1,444.4 |
0.618 |
1,436.8 |
HIGH |
1,424.6 |
0.618 |
1,417.0 |
0.500 |
1,414.7 |
0.382 |
1,412.4 |
LOW |
1,404.8 |
0.618 |
1,392.6 |
1.000 |
1,385.0 |
1.618 |
1,372.8 |
2.618 |
1,353.0 |
4.250 |
1,320.7 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,419.4 |
1,421.2 |
PP |
1,417.1 |
1,420.5 |
S1 |
1,414.7 |
1,419.9 |
|