Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,394.8 |
1,400.0 |
5.2 |
0.4% |
1,435.0 |
High |
1,406.6 |
1,405.4 |
-1.2 |
-0.1% |
1,445.7 |
Low |
1,392.3 |
1,386.8 |
-5.5 |
-0.4% |
1,403.0 |
Close |
1,396.1 |
1,404.2 |
8.1 |
0.6% |
1,421.8 |
Range |
14.3 |
18.6 |
4.3 |
30.1% |
42.7 |
ATR |
20.3 |
20.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
140,097 |
104,197 |
-35,900 |
-25.6% |
731,518 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.6 |
1,448.0 |
1,414.4 |
|
R3 |
1,436.0 |
1,429.4 |
1,409.3 |
|
R2 |
1,417.4 |
1,417.4 |
1,407.6 |
|
R1 |
1,410.8 |
1,410.8 |
1,405.9 |
1,414.1 |
PP |
1,398.8 |
1,398.8 |
1,398.8 |
1,400.5 |
S1 |
1,392.2 |
1,392.2 |
1,402.5 |
1,395.5 |
S2 |
1,380.2 |
1,380.2 |
1,400.8 |
|
S3 |
1,361.6 |
1,373.6 |
1,399.1 |
|
S4 |
1,343.0 |
1,355.0 |
1,394.0 |
|
|
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% |
23.3 |
1.7% |
45% |
False |
False |
146,512 |
10 |
1,445.7 |
1,380.7 |
65.0 |
4.6% |
20.9 |
1.5% |
36% |
False |
False |
143,928 |
20 |
1,445.7 |
1,374.6 |
71.1 |
5.1% |
19.4 |
1.4% |
42% |
False |
False |
132,630 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
19.7 |
1.4% |
70% |
False |
False |
117,619 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
18.8 |
1.3% |
70% |
False |
False |
82,883 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
19.1 |
1.4% |
70% |
False |
False |
63,379 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.7% |
20.1 |
1.4% |
70% |
False |
False |
51,303 |
120 |
1,445.7 |
1,282.5 |
163.2 |
11.6% |
19.7 |
1.4% |
75% |
False |
False |
42,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.5 |
2.618 |
1,454.1 |
1.618 |
1,435.5 |
1.000 |
1,424.0 |
0.618 |
1,416.9 |
HIGH |
1,405.4 |
0.618 |
1,398.3 |
0.500 |
1,396.1 |
0.382 |
1,393.9 |
LOW |
1,386.8 |
0.618 |
1,375.3 |
1.000 |
1,368.2 |
1.618 |
1,356.7 |
2.618 |
1,338.1 |
4.250 |
1,307.8 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,401.5 |
1,404.9 |
PP |
1,398.8 |
1,404.6 |
S1 |
1,396.1 |
1,404.4 |
|