Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,427.3 |
1,428.9 |
1.6 |
0.1% |
1,421.9 |
High |
1,432.3 |
1,441.2 |
8.9 |
0.6% |
1,433.5 |
Low |
1,419.5 |
1,425.8 |
6.3 |
0.4% |
1,380.7 |
Close |
1,427.6 |
1,438.0 |
10.4 |
0.7% |
1,416.1 |
Range |
12.8 |
15.4 |
2.6 |
20.3% |
52.8 |
ATR |
19.7 |
19.4 |
-0.3 |
-1.6% |
0.0 |
Volume |
109,022 |
119,990 |
10,968 |
10.1% |
701,386 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.2 |
1,475.0 |
1,446.5 |
|
R3 |
1,465.8 |
1,459.6 |
1,442.2 |
|
R2 |
1,450.4 |
1,450.4 |
1,440.8 |
|
R1 |
1,444.2 |
1,444.2 |
1,439.4 |
1,447.3 |
PP |
1,435.0 |
1,435.0 |
1,435.0 |
1,436.6 |
S1 |
1,428.8 |
1,428.8 |
1,436.6 |
1,431.9 |
S2 |
1,419.6 |
1,419.6 |
1,435.2 |
|
S3 |
1,404.2 |
1,413.4 |
1,433.8 |
|
S4 |
1,388.8 |
1,398.0 |
1,429.5 |
|
|
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 |
1,441.2 |
1,386.8 |
54.4 |
3.8% |
16.1 |
1.1% |
94% |
True |
False |
115,236 |
10 |
1,441.2 |
1,380.7 |
60.5 |
4.2% |
20.7 |
1.4% |
95% |
True |
False |
139,140 |
20 |
1,445.7 |
1,380.7 |
65.0 |
4.5% |
19.3 |
1.3% |
88% |
False |
False |
139,581 |
40 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
19.3 |
1.3% |
94% |
False |
False |
125,379 |
60 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
19.0 |
1.3% |
94% |
False |
False |
90,624 |
80 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
18.9 |
1.3% |
94% |
False |
False |
69,062 |
100 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
20.0 |
1.4% |
94% |
False |
False |
55,875 |
120 |
1,445.7 |
1,309.1 |
136.6 |
9.5% |
19.7 |
1.4% |
94% |
False |
False |
46,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.7 |
2.618 |
1,481.5 |
1.618 |
1,466.1 |
1.000 |
1,456.6 |
0.618 |
1,450.7 |
HIGH |
1,441.2 |
0.618 |
1,435.3 |
0.500 |
1,433.5 |
0.382 |
1,431.7 |
LOW |
1,425.8 |
0.618 |
1,416.3 |
1.000 |
1,410.4 |
1.618 |
1,400.9 |
2.618 |
1,385.5 |
4.250 |
1,360.4 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,436.5 |
1,435.5 |
PP |
1,435.0 |
1,432.9 |
S1 |
1,433.5 |
1,430.4 |
|