Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,421.9 |
1,428.9 |
7.0 |
0.5% |
1,435.0 |
High |
1,433.5 |
1,429.0 |
-4.5 |
-0.3% |
1,445.7 |
Low |
1,418.2 |
1,380.7 |
-37.5 |
-2.6% |
1,403.0 |
Close |
1,424.9 |
1,392.8 |
-32.1 |
-2.3% |
1,421.8 |
Range |
15.3 |
48.3 |
33.0 |
215.7% |
42.7 |
ATR |
18.6 |
20.8 |
2.1 |
11.4% |
0.0 |
Volume |
102,550 |
227,675 |
125,125 |
122.0% |
731,518 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.7 |
1,517.6 |
1,419.4 |
|
R3 |
1,497.4 |
1,469.3 |
1,406.1 |
|
R2 |
1,449.1 |
1,449.1 |
1,401.7 |
|
R1 |
1,421.0 |
1,421.0 |
1,397.2 |
1,410.9 |
PP |
1,400.8 |
1,400.8 |
1,400.8 |
1,395.8 |
S1 |
1,372.7 |
1,372.7 |
1,388.4 |
1,362.6 |
S2 |
1,352.5 |
1,352.5 |
1,383.9 |
|
S3 |
1,304.2 |
1,324.4 |
1,379.5 |
|
S4 |
1,255.9 |
1,276.1 |
1,366.2 |
|
|
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 |
1,436.8 |
1,380.7 |
56.1 |
4.0% |
25.2 |
1.8% |
22% |
False |
True |
157,920 |
10 |
1,445.7 |
1,380.7 |
65.0 |
4.7% |
21.5 |
1.5% |
19% |
False |
True |
152,331 |
20 |
1,445.7 |
1,361.3 |
84.4 |
6.1% |
19.3 |
1.4% |
37% |
False |
False |
131,679 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
19.6 |
1.4% |
61% |
False |
False |
112,622 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
18.7 |
1.3% |
61% |
False |
False |
79,012 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
19.2 |
1.4% |
61% |
False |
False |
60,470 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
20.2 |
1.4% |
61% |
False |
False |
48,877 |
120 |
1,445.7 |
1,282.5 |
163.2 |
11.7% |
19.5 |
1.4% |
68% |
False |
False |
40,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.3 |
2.618 |
1,555.4 |
1.618 |
1,507.1 |
1.000 |
1,477.3 |
0.618 |
1,458.8 |
HIGH |
1,429.0 |
0.618 |
1,410.5 |
0.500 |
1,404.9 |
0.382 |
1,399.2 |
LOW |
1,380.7 |
0.618 |
1,350.9 |
1.000 |
1,332.4 |
1.618 |
1,302.6 |
2.618 |
1,254.3 |
4.250 |
1,175.4 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,404.9 |
1,407.1 |
PP |
1,400.8 |
1,402.3 |
S1 |
1,396.8 |
1,397.6 |
|