Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,413.0 |
1,423.2 |
10.2 |
0.7% |
1,436.1 |
High |
1,425.9 |
1,434.4 |
8.5 |
0.6% |
1,447.2 |
Low |
1,406.3 |
1,419.6 |
13.3 |
0.9% |
1,404.5 |
Close |
1,423.2 |
1,426.3 |
3.1 |
0.2% |
1,423.2 |
Range |
19.6 |
14.8 |
-4.8 |
-24.5% |
42.7 |
ATR |
18.5 |
18.3 |
-0.3 |
-1.4% |
0.0 |
Volume |
33,719 |
15,365 |
-18,354 |
-54.4% |
89,476 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.2 |
1,463.5 |
1,434.4 |
|
R3 |
1,456.4 |
1,448.7 |
1,430.4 |
|
R2 |
1,441.6 |
1,441.6 |
1,429.0 |
|
R1 |
1,433.9 |
1,433.9 |
1,427.7 |
1,437.8 |
PP |
1,426.8 |
1,426.8 |
1,426.8 |
1,428.7 |
S1 |
1,419.1 |
1,419.1 |
1,424.9 |
1,423.0 |
S2 |
1,412.0 |
1,412.0 |
1,423.6 |
|
S3 |
1,397.2 |
1,404.3 |
1,422.2 |
|
S4 |
1,382.4 |
1,389.5 |
1,418.2 |
|
|
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 |
1,438.6 |
1,404.5 |
34.1 |
2.4% |
17.9 |
1.3% |
64% |
False |
False |
17,720 |
10 |
1,447.2 |
1,404.5 |
42.7 |
3.0% |
19.0 |
1.3% |
51% |
False |
False |
15,159 |
20 |
1,447.2 |
1,356.0 |
91.2 |
6.4% |
17.2 |
1.2% |
77% |
False |
False |
10,362 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.4 |
1.3% |
85% |
False |
False |
7,407 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
17.7 |
1.2% |
85% |
False |
False |
5,706 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.2 |
1.3% |
85% |
False |
False |
4,988 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
19.4 |
1.4% |
85% |
False |
False |
4,467 |
120 |
1,447.2 |
1,288.6 |
158.6 |
11.1% |
18.8 |
1.3% |
87% |
False |
False |
3,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.3 |
2.618 |
1,473.1 |
1.618 |
1,458.3 |
1.000 |
1,449.2 |
0.618 |
1,443.5 |
HIGH |
1,434.4 |
0.618 |
1,428.7 |
0.500 |
1,427.0 |
0.382 |
1,425.3 |
LOW |
1,419.6 |
0.618 |
1,410.5 |
1.000 |
1,404.8 |
1.618 |
1,395.7 |
2.618 |
1,380.9 |
4.250 |
1,356.7 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,427.0 |
1,424.0 |
PP |
1,426.8 |
1,421.7 |
S1 |
1,426.5 |
1,419.5 |
|