Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,438.0 |
1,433.5 |
-4.5 |
-0.3% |
1,424.2 |
High |
1,448.6 |
1,438.1 |
-10.5 |
-0.7% |
1,448.6 |
Low |
1,423.7 |
1,422.0 |
-1.7 |
-0.1% |
1,419.5 |
Close |
1,434.9 |
1,426.2 |
-8.7 |
-0.6% |
1,426.2 |
Range |
24.9 |
16.1 |
-8.8 |
-35.3% |
29.1 |
ATR |
19.8 |
19.5 |
-0.3 |
-1.3% |
0.0 |
Volume |
173,360 |
172,957 |
-403 |
-0.2% |
691,435 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.1 |
1,467.7 |
1,435.1 |
|
R3 |
1,461.0 |
1,451.6 |
1,430.6 |
|
R2 |
1,444.9 |
1,444.9 |
1,429.2 |
|
R1 |
1,435.5 |
1,435.5 |
1,427.7 |
1,432.2 |
PP |
1,428.8 |
1,428.8 |
1,428.8 |
1,427.1 |
S1 |
1,419.4 |
1,419.4 |
1,424.7 |
1,416.1 |
S2 |
1,412.7 |
1,412.7 |
1,423.2 |
|
S3 |
1,396.6 |
1,403.3 |
1,421.8 |
|
S4 |
1,380.5 |
1,387.2 |
1,417.3 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.7 |
1,501.6 |
1,442.2 |
|
R3 |
1,489.6 |
1,472.5 |
1,434.2 |
|
R2 |
1,460.5 |
1,460.5 |
1,431.5 |
|
R1 |
1,443.4 |
1,443.4 |
1,428.9 |
1,452.0 |
PP |
1,431.4 |
1,431.4 |
1,431.4 |
1,435.7 |
S1 |
1,414.3 |
1,414.3 |
1,423.5 |
1,422.9 |
S2 |
1,402.3 |
1,402.3 |
1,420.9 |
|
S3 |
1,373.2 |
1,385.2 |
1,418.2 |
|
S4 |
1,344.1 |
1,356.1 |
1,410.2 |
|
|
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 |
1,419.5 |
29.1 |
2.0% |
16.2 |
1.1% |
23% |
False |
False |
138,287 |
10 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.9 |
1.4% |
67% |
False |
False |
139,282 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.4 |
1.4% |
67% |
False |
False |
142,485 |
40 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
18.8 |
1.3% |
84% |
False |
False |
130,093 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.1 |
1.3% |
84% |
False |
False |
96,239 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
18.9 |
1.3% |
84% |
False |
False |
73,134 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
20.0 |
1.4% |
84% |
False |
False |
59,316 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
20.0 |
1.4% |
84% |
False |
False |
49,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.5 |
2.618 |
1,480.2 |
1.618 |
1,464.1 |
1.000 |
1,454.2 |
0.618 |
1,448.0 |
HIGH |
1,438.1 |
0.618 |
1,431.9 |
0.500 |
1,430.1 |
0.382 |
1,428.2 |
LOW |
1,422.0 |
0.618 |
1,412.1 |
1.000 |
1,405.9 |
1.618 |
1,396.0 |
2.618 |
1,379.9 |
4.250 |
1,353.6 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,430.1 |
1,435.3 |
PP |
1,428.8 |
1,432.3 |
S1 |
1,427.5 |
1,429.2 |
|