Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,428.0 |
1,398.3 |
-29.7 |
-2.1% |
1,436.1 |
High |
1,428.8 |
1,407.4 |
-21.4 |
-1.5% |
1,447.2 |
Low |
1,382.4 |
1,393.8 |
11.4 |
0.8% |
1,404.5 |
Close |
1,394.2 |
1,397.5 |
3.3 |
0.2% |
1,423.2 |
Range |
46.4 |
13.6 |
-32.8 |
-70.7% |
42.7 |
ATR |
20.3 |
19.8 |
-0.5 |
-2.4% |
0.0 |
Volume |
25,633 |
11,161 |
-14,472 |
-56.5% |
89,476 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.4 |
1,432.5 |
1,405.0 |
|
R3 |
1,426.8 |
1,418.9 |
1,401.2 |
|
R2 |
1,413.2 |
1,413.2 |
1,400.0 |
|
R1 |
1,405.3 |
1,405.3 |
1,398.7 |
1,402.5 |
PP |
1,399.6 |
1,399.6 |
1,399.6 |
1,398.1 |
S1 |
1,391.7 |
1,391.7 |
1,396.3 |
1,388.9 |
S2 |
1,386.0 |
1,386.0 |
1,395.0 |
|
S3 |
1,372.4 |
1,378.1 |
1,393.8 |
|
S4 |
1,358.8 |
1,364.5 |
1,390.0 |
|
|
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 |
1,434.4 |
1,382.4 |
52.0 |
3.7% |
24.6 |
1.8% |
29% |
False |
False |
20,288 |
10 |
1,447.2 |
1,382.4 |
64.8 |
4.6% |
21.2 |
1.5% |
23% |
False |
False |
16,323 |
20 |
1,447.2 |
1,370.0 |
77.2 |
5.5% |
18.8 |
1.3% |
36% |
False |
False |
11,903 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
19.0 |
1.4% |
64% |
False |
False |
8,139 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
18.0 |
1.3% |
64% |
False |
False |
6,212 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
18.5 |
1.3% |
64% |
False |
False |
5,410 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.8% |
19.6 |
1.4% |
64% |
False |
False |
4,813 |
120 |
1,447.2 |
1,288.6 |
158.6 |
11.3% |
19.2 |
1.4% |
69% |
False |
False |
4,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.2 |
2.618 |
1,443.0 |
1.618 |
1,429.4 |
1.000 |
1,421.0 |
0.618 |
1,415.8 |
HIGH |
1,407.4 |
0.618 |
1,402.2 |
0.500 |
1,400.6 |
0.382 |
1,399.0 |
LOW |
1,393.8 |
0.618 |
1,385.4 |
1.000 |
1,380.2 |
1.618 |
1,371.8 |
2.618 |
1,358.2 |
4.250 |
1,336.0 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,400.6 |
1,408.4 |
PP |
1,399.6 |
1,404.8 |
S1 |
1,398.5 |
1,401.1 |
|