Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,428.9 |
1,438.0 |
9.1 |
0.6% |
1,421.9 |
High |
1,441.2 |
1,448.6 |
7.4 |
0.5% |
1,433.5 |
Low |
1,425.8 |
1,423.7 |
-2.1 |
-0.1% |
1,380.7 |
Close |
1,438.0 |
1,434.9 |
-3.1 |
-0.2% |
1,416.1 |
Range |
15.4 |
24.9 |
9.5 |
61.7% |
52.8 |
ATR |
19.4 |
19.8 |
0.4 |
2.0% |
0.0 |
Volume |
119,990 |
173,360 |
53,370 |
44.5% |
701,386 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.4 |
1,497.6 |
1,448.6 |
|
R3 |
1,485.5 |
1,472.7 |
1,441.7 |
|
R2 |
1,460.6 |
1,460.6 |
1,439.5 |
|
R1 |
1,447.8 |
1,447.8 |
1,437.2 |
1,441.8 |
PP |
1,435.7 |
1,435.7 |
1,435.7 |
1,432.7 |
S1 |
1,422.9 |
1,422.9 |
1,432.6 |
1,416.9 |
S2 |
1,410.8 |
1,410.8 |
1,430.3 |
|
S3 |
1,385.9 |
1,398.0 |
1,428.1 |
|
S4 |
1,361.0 |
1,373.1 |
1,421.2 |
|
|
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 |
1,448.6 |
1,402.2 |
46.4 |
3.2% |
17.3 |
1.2% |
70% |
True |
False |
129,069 |
10 |
1,448.6 |
1,380.7 |
67.9 |
4.7% |
20.3 |
1.4% |
80% |
True |
False |
137,790 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.7% |
19.2 |
1.3% |
80% |
True |
False |
139,453 |
40 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.3 |
1.3% |
90% |
True |
False |
127,906 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.0 |
1.3% |
90% |
True |
False |
93,491 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.0 |
1.3% |
90% |
True |
False |
71,086 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
20.0 |
1.4% |
90% |
True |
False |
57,598 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.9 |
1.4% |
90% |
True |
False |
48,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.4 |
2.618 |
1,513.8 |
1.618 |
1,488.9 |
1.000 |
1,473.5 |
0.618 |
1,464.0 |
HIGH |
1,448.6 |
0.618 |
1,439.1 |
0.500 |
1,436.2 |
0.382 |
1,433.2 |
LOW |
1,423.7 |
0.618 |
1,408.3 |
1.000 |
1,398.8 |
1.618 |
1,383.4 |
2.618 |
1,358.5 |
4.250 |
1,317.9 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,436.2 |
1,434.6 |
PP |
1,435.7 |
1,434.3 |
S1 |
1,435.3 |
1,434.1 |
|