Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,432.8 |
1,413.0 |
-19.8 |
-1.4% |
1,436.1 |
High |
1,433.1 |
1,425.9 |
-7.2 |
-0.5% |
1,447.2 |
Low |
1,404.5 |
1,406.3 |
1.8 |
0.1% |
1,404.5 |
Close |
1,414.1 |
1,423.2 |
9.1 |
0.6% |
1,423.2 |
Range |
28.6 |
19.6 |
-9.0 |
-31.5% |
42.7 |
ATR |
18.5 |
18.5 |
0.1 |
0.4% |
0.0 |
Volume |
15,563 |
33,719 |
18,156 |
116.7% |
89,476 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.3 |
1,469.8 |
1,434.0 |
|
R3 |
1,457.7 |
1,450.2 |
1,428.6 |
|
R2 |
1,438.1 |
1,438.1 |
1,426.8 |
|
R1 |
1,430.6 |
1,430.6 |
1,425.0 |
1,434.4 |
PP |
1,418.5 |
1,418.5 |
1,418.5 |
1,420.3 |
S1 |
1,411.0 |
1,411.0 |
1,421.4 |
1,414.8 |
S2 |
1,398.9 |
1,398.9 |
1,419.6 |
|
S3 |
1,379.3 |
1,391.4 |
1,417.8 |
|
S4 |
1,359.7 |
1,371.8 |
1,412.4 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.1 |
1,530.8 |
1,446.7 |
|
R3 |
1,510.4 |
1,488.1 |
1,434.9 |
|
R2 |
1,467.7 |
1,467.7 |
1,431.0 |
|
R1 |
1,445.4 |
1,445.4 |
1,427.1 |
1,435.2 |
PP |
1,425.0 |
1,425.0 |
1,425.0 |
1,419.9 |
S1 |
1,402.7 |
1,402.7 |
1,419.3 |
1,392.5 |
S2 |
1,382.3 |
1,382.3 |
1,415.4 |
|
S3 |
1,339.6 |
1,360.0 |
1,411.5 |
|
S4 |
1,296.9 |
1,317.3 |
1,399.7 |
|
|
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% |
18.4 |
1.3% |
44% |
False |
False |
17,895 |
10 |
1,447.2 |
1,404.5 |
42.7 |
3.0% |
18.7 |
1.3% |
44% |
False |
False |
14,278 |
20 |
1,447.2 |
1,355.9 |
91.3 |
6.4% |
17.3 |
1.2% |
74% |
False |
False |
9,682 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.6 |
1.3% |
82% |
False |
False |
7,117 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
17.7 |
1.2% |
82% |
False |
False |
5,476 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.4 |
1.3% |
82% |
False |
False |
4,831 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
19.6 |
1.4% |
82% |
False |
False |
4,326 |
120 |
1,447.2 |
1,278.2 |
169.0 |
11.9% |
18.8 |
1.3% |
86% |
False |
False |
3,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,509.2 |
2.618 |
1,477.2 |
1.618 |
1,457.6 |
1.000 |
1,445.5 |
0.618 |
1,438.0 |
HIGH |
1,425.9 |
0.618 |
1,418.4 |
0.500 |
1,416.1 |
0.382 |
1,413.8 |
LOW |
1,406.3 |
0.618 |
1,394.2 |
1.000 |
1,386.7 |
1.618 |
1,374.6 |
2.618 |
1,355.0 |
4.250 |
1,323.0 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,420.8 |
1,422.6 |
PP |
1,418.5 |
1,421.9 |
S1 |
1,416.1 |
1,421.3 |
|