Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,423.2 |
1,428.0 |
4.8 |
0.3% |
1,436.1 |
High |
1,434.4 |
1,428.8 |
-5.6 |
-0.4% |
1,447.2 |
Low |
1,419.6 |
1,382.4 |
-37.2 |
-2.6% |
1,404.5 |
Close |
1,426.3 |
1,394.2 |
-32.1 |
-2.3% |
1,423.2 |
Range |
14.8 |
46.4 |
31.6 |
213.5% |
42.7 |
ATR |
18.3 |
20.3 |
2.0 |
11.0% |
0.0 |
Volume |
15,365 |
25,633 |
10,268 |
66.8% |
89,476 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,541.0 |
1,514.0 |
1,419.7 |
|
R3 |
1,494.6 |
1,467.6 |
1,407.0 |
|
R2 |
1,448.2 |
1,448.2 |
1,402.7 |
|
R1 |
1,421.2 |
1,421.2 |
1,398.5 |
1,411.5 |
PP |
1,401.8 |
1,401.8 |
1,401.8 |
1,397.0 |
S1 |
1,374.8 |
1,374.8 |
1,389.9 |
1,365.1 |
S2 |
1,355.4 |
1,355.4 |
1,385.7 |
|
S3 |
1,309.0 |
1,328.4 |
1,381.4 |
|
S4 |
1,262.6 |
1,282.0 |
1,368.7 |
|
|
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 |
1,438.1 |
1,382.4 |
55.7 |
4.0% |
24.5 |
1.8% |
21% |
False |
True |
21,211 |
10 |
1,447.2 |
1,382.4 |
64.8 |
4.6% |
21.0 |
1.5% |
18% |
False |
True |
16,028 |
20 |
1,447.2 |
1,363.1 |
84.1 |
6.0% |
18.9 |
1.4% |
37% |
False |
False |
11,463 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
19.0 |
1.4% |
61% |
False |
False |
7,913 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
18.0 |
1.3% |
61% |
False |
False |
6,059 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
18.6 |
1.3% |
61% |
False |
False |
5,289 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
19.7 |
1.4% |
61% |
False |
False |
4,711 |
120 |
1,447.2 |
1,288.6 |
158.6 |
11.4% |
19.1 |
1.4% |
67% |
False |
False |
4,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,626.0 |
2.618 |
1,550.3 |
1.618 |
1,503.9 |
1.000 |
1,475.2 |
0.618 |
1,457.5 |
HIGH |
1,428.8 |
0.618 |
1,411.1 |
0.500 |
1,405.6 |
0.382 |
1,400.1 |
LOW |
1,382.4 |
0.618 |
1,353.7 |
1.000 |
1,336.0 |
1.618 |
1,307.3 |
2.618 |
1,260.9 |
4.250 |
1,185.2 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,405.6 |
1,408.4 |
PP |
1,401.8 |
1,403.7 |
S1 |
1,398.0 |
1,398.9 |
|