Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,404.9 |
1,424.2 |
19.3 |
1.4% |
1,421.9 |
High |
1,424.1 |
1,435.1 |
11.0 |
0.8% |
1,433.5 |
Low |
1,402.2 |
1,423.5 |
21.3 |
1.5% |
1,380.7 |
Close |
1,416.1 |
1,426.4 |
10.3 |
0.7% |
1,416.1 |
Range |
21.9 |
11.6 |
-10.3 |
-47.0% |
52.8 |
ATR |
20.3 |
20.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
126,867 |
116,106 |
-10,761 |
-8.5% |
701,386 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.1 |
1,456.4 |
1,432.8 |
|
R3 |
1,451.5 |
1,444.8 |
1,429.6 |
|
R2 |
1,439.9 |
1,439.9 |
1,428.5 |
|
R1 |
1,433.2 |
1,433.2 |
1,427.5 |
1,436.6 |
PP |
1,428.3 |
1,428.3 |
1,428.3 |
1,430.0 |
S1 |
1,421.6 |
1,421.6 |
1,425.3 |
1,425.0 |
S2 |
1,416.7 |
1,416.7 |
1,424.3 |
|
S3 |
1,405.1 |
1,410.0 |
1,423.2 |
|
S4 |
1,393.5 |
1,398.4 |
1,420.0 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.5 |
1,545.1 |
1,445.1 |
|
R3 |
1,515.7 |
1,492.3 |
1,430.6 |
|
R2 |
1,462.9 |
1,462.9 |
1,425.8 |
|
R1 |
1,439.5 |
1,439.5 |
1,420.9 |
1,424.8 |
PP |
1,410.1 |
1,410.1 |
1,410.1 |
1,402.8 |
S1 |
1,386.7 |
1,386.7 |
1,411.3 |
1,372.0 |
S2 |
1,357.3 |
1,357.3 |
1,406.4 |
|
S3 |
1,304.5 |
1,333.9 |
1,401.6 |
|
S4 |
1,251.7 |
1,281.1 |
1,387.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,435.1 |
1,380.7 |
54.4 |
3.8% |
22.9 |
1.6% |
84% |
True |
False |
142,988 |
10 |
1,437.2 |
1,380.7 |
56.5 |
4.0% |
20.6 |
1.4% |
81% |
False |
False |
139,315 |
20 |
1,445.7 |
1,380.7 |
65.0 |
4.6% |
20.0 |
1.4% |
70% |
False |
False |
135,000 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.5 |
1.4% |
86% |
False |
False |
121,911 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
86% |
False |
False |
86,859 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.9 |
1.3% |
86% |
False |
False |
66,365 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.2 |
1.4% |
86% |
False |
False |
53,613 |
120 |
1,445.7 |
1,302.7 |
143.0 |
10.0% |
19.7 |
1.4% |
87% |
False |
False |
44,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.4 |
2.618 |
1,465.5 |
1.618 |
1,453.9 |
1.000 |
1,446.7 |
0.618 |
1,442.3 |
HIGH |
1,435.1 |
0.618 |
1,430.7 |
0.500 |
1,429.3 |
0.382 |
1,427.9 |
LOW |
1,423.5 |
0.618 |
1,416.3 |
1.000 |
1,411.9 |
1.618 |
1,404.7 |
2.618 |
1,393.1 |
4.250 |
1,374.2 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,429.3 |
1,421.3 |
PP |
1,428.3 |
1,416.1 |
S1 |
1,427.4 |
1,411.0 |
|