Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,428.9 |
1,394.8 |
-34.1 |
-2.4% |
1,435.0 |
High |
1,429.0 |
1,406.6 |
-22.4 |
-1.6% |
1,445.7 |
Low |
1,380.7 |
1,392.3 |
11.6 |
0.8% |
1,403.0 |
Close |
1,392.8 |
1,396.1 |
3.3 |
0.2% |
1,421.8 |
Range |
48.3 |
14.3 |
-34.0 |
-70.4% |
42.7 |
ATR |
20.8 |
20.3 |
-0.5 |
-2.2% |
0.0 |
Volume |
227,675 |
140,097 |
-87,578 |
-38.5% |
731,518 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.2 |
1,433.0 |
1,404.0 |
|
R3 |
1,426.9 |
1,418.7 |
1,400.0 |
|
R2 |
1,412.6 |
1,412.6 |
1,398.7 |
|
R1 |
1,404.4 |
1,404.4 |
1,397.4 |
1,408.5 |
PP |
1,398.3 |
1,398.3 |
1,398.3 |
1,400.4 |
S1 |
1,390.1 |
1,390.1 |
1,394.8 |
1,394.2 |
S2 |
1,384.0 |
1,384.0 |
1,393.5 |
|
S3 |
1,369.7 |
1,375.8 |
1,392.2 |
|
S4 |
1,355.4 |
1,361.5 |
1,388.2 |
|
|
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 |
1,433.5 |
1,380.7 |
52.8 |
3.8% |
25.3 |
1.8% |
29% |
False |
False |
163,045 |
10 |
1,445.7 |
1,380.7 |
65.0 |
4.7% |
21.6 |
1.6% |
24% |
False |
False |
152,201 |
20 |
1,445.7 |
1,368.3 |
77.4 |
5.5% |
19.2 |
1.4% |
36% |
False |
False |
133,661 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
19.5 |
1.4% |
64% |
False |
False |
115,598 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
18.7 |
1.3% |
64% |
False |
False |
81,175 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
19.1 |
1.4% |
64% |
False |
False |
62,187 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.8% |
20.0 |
1.4% |
64% |
False |
False |
50,268 |
120 |
1,445.7 |
1,282.5 |
163.2 |
11.7% |
19.5 |
1.4% |
70% |
False |
False |
42,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.4 |
2.618 |
1,444.0 |
1.618 |
1,429.7 |
1.000 |
1,420.9 |
0.618 |
1,415.4 |
HIGH |
1,406.6 |
0.618 |
1,401.1 |
0.500 |
1,399.5 |
0.382 |
1,397.8 |
LOW |
1,392.3 |
0.618 |
1,383.5 |
1.000 |
1,378.0 |
1.618 |
1,369.2 |
2.618 |
1,354.9 |
4.250 |
1,331.5 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,399.5 |
1,407.1 |
PP |
1,398.3 |
1,403.4 |
S1 |
1,397.2 |
1,399.8 |
|