Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,430.9 |
1,432.8 |
1.9 |
0.1% |
1,410.3 |
High |
1,438.1 |
1,433.1 |
-5.0 |
-0.3% |
1,442.2 |
Low |
1,424.8 |
1,404.5 |
-20.3 |
-1.4% |
1,406.7 |
Close |
1,431.2 |
1,414.1 |
-17.1 |
-1.2% |
1,430.1 |
Range |
13.3 |
28.6 |
15.3 |
115.0% |
35.5 |
ATR |
17.7 |
18.5 |
0.8 |
4.4% |
0.0 |
Volume |
15,779 |
15,563 |
-216 |
-1.4% |
53,305 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.0 |
1,487.2 |
1,429.8 |
|
R3 |
1,474.4 |
1,458.6 |
1,422.0 |
|
R2 |
1,445.8 |
1,445.8 |
1,419.3 |
|
R1 |
1,430.0 |
1,430.0 |
1,416.7 |
1,423.6 |
PP |
1,417.2 |
1,417.2 |
1,417.2 |
1,414.1 |
S1 |
1,401.4 |
1,401.4 |
1,411.5 |
1,395.0 |
S2 |
1,388.6 |
1,388.6 |
1,408.9 |
|
S3 |
1,360.0 |
1,372.8 |
1,406.2 |
|
S4 |
1,331.4 |
1,344.2 |
1,398.4 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.8 |
1,517.0 |
1,449.6 |
|
R3 |
1,497.3 |
1,481.5 |
1,439.9 |
|
R2 |
1,461.8 |
1,461.8 |
1,436.6 |
|
R1 |
1,446.0 |
1,446.0 |
1,433.4 |
1,453.9 |
PP |
1,426.3 |
1,426.3 |
1,426.3 |
1,430.3 |
S1 |
1,410.5 |
1,410.5 |
1,426.8 |
1,418.4 |
S2 |
1,390.8 |
1,390.8 |
1,423.6 |
|
S3 |
1,355.3 |
1,375.0 |
1,420.3 |
|
S4 |
1,319.8 |
1,339.5 |
1,410.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.2 |
1,404.5 |
42.7 |
3.0% |
18.2 |
1.3% |
22% |
False |
True |
12,026 |
10 |
1,447.2 |
1,401.5 |
45.7 |
3.2% |
17.9 |
1.3% |
28% |
False |
False |
11,808 |
20 |
1,447.2 |
1,353.1 |
94.1 |
6.7% |
17.0 |
1.2% |
65% |
False |
False |
8,132 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.4 |
1.3% |
76% |
False |
False |
6,355 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
17.7 |
1.2% |
76% |
False |
False |
4,956 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.4 |
1.3% |
76% |
False |
False |
4,454 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
19.6 |
1.4% |
76% |
False |
False |
4,005 |
120 |
1,447.2 |
1,278.2 |
169.0 |
12.0% |
18.7 |
1.3% |
80% |
False |
False |
3,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.7 |
2.618 |
1,508.0 |
1.618 |
1,479.4 |
1.000 |
1,461.7 |
0.618 |
1,450.8 |
HIGH |
1,433.1 |
0.618 |
1,422.2 |
0.500 |
1,418.8 |
0.382 |
1,415.4 |
LOW |
1,404.5 |
0.618 |
1,386.8 |
1.000 |
1,375.9 |
1.618 |
1,358.2 |
2.618 |
1,329.6 |
4.250 |
1,283.0 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,418.8 |
1,421.6 |
PP |
1,417.2 |
1,419.1 |
S1 |
1,415.7 |
1,416.6 |
|