Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,424.2 |
1,427.3 |
3.1 |
0.2% |
1,421.9 |
High |
1,435.1 |
1,432.3 |
-2.8 |
-0.2% |
1,433.5 |
Low |
1,423.5 |
1,419.5 |
-4.0 |
-0.3% |
1,380.7 |
Close |
1,426.4 |
1,427.6 |
1.2 |
0.1% |
1,416.1 |
Range |
11.6 |
12.8 |
1.2 |
10.3% |
52.8 |
ATR |
20.2 |
19.7 |
-0.5 |
-2.6% |
0.0 |
Volume |
116,106 |
109,022 |
-7,084 |
-6.1% |
701,386 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.9 |
1,459.0 |
1,434.6 |
|
R3 |
1,452.1 |
1,446.2 |
1,431.1 |
|
R2 |
1,439.3 |
1,439.3 |
1,429.9 |
|
R1 |
1,433.4 |
1,433.4 |
1,428.8 |
1,436.4 |
PP |
1,426.5 |
1,426.5 |
1,426.5 |
1,427.9 |
S1 |
1,420.6 |
1,420.6 |
1,426.4 |
1,423.6 |
S2 |
1,413.7 |
1,413.7 |
1,425.3 |
|
S3 |
1,400.9 |
1,407.8 |
1,424.1 |
|
S4 |
1,388.1 |
1,395.0 |
1,420.6 |
|
|
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 |
1,386.8 |
48.3 |
3.4% |
15.8 |
1.1% |
84% |
False |
False |
119,257 |
10 |
1,436.8 |
1,380.7 |
56.1 |
3.9% |
20.5 |
1.4% |
84% |
False |
False |
138,589 |
20 |
1,445.7 |
1,380.7 |
65.0 |
4.6% |
19.6 |
1.4% |
72% |
False |
False |
140,451 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.3 |
1.3% |
87% |
False |
False |
124,017 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
87% |
False |
False |
88,651 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
87% |
False |
False |
67,617 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.0 |
1.4% |
87% |
False |
False |
54,689 |
120 |
1,445.7 |
1,302.7 |
143.0 |
10.0% |
19.8 |
1.4% |
87% |
False |
False |
45,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.7 |
2.618 |
1,465.8 |
1.618 |
1,453.0 |
1.000 |
1,445.1 |
0.618 |
1,440.2 |
HIGH |
1,432.3 |
0.618 |
1,427.4 |
0.500 |
1,425.9 |
0.382 |
1,424.4 |
LOW |
1,419.5 |
0.618 |
1,411.6 |
1.000 |
1,406.7 |
1.618 |
1,398.8 |
2.618 |
1,386.0 |
4.250 |
1,365.1 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,427.0 |
1,424.6 |
PP |
1,426.5 |
1,421.6 |
S1 |
1,425.9 |
1,418.7 |
|