Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,398.3 |
1,401.2 |
2.9 |
0.2% |
1,436.1 |
High |
1,407.4 |
1,406.7 |
-0.7 |
0.0% |
1,447.2 |
Low |
1,393.8 |
1,388.4 |
-5.4 |
-0.4% |
1,404.5 |
Close |
1,397.5 |
1,405.6 |
8.1 |
0.6% |
1,423.2 |
Range |
13.6 |
18.3 |
4.7 |
34.6% |
42.7 |
ATR |
19.8 |
19.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
11,161 |
7,169 |
-3,992 |
-35.8% |
89,476 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.1 |
1,448.7 |
1,415.7 |
|
R3 |
1,436.8 |
1,430.4 |
1,410.6 |
|
R2 |
1,418.5 |
1,418.5 |
1,409.0 |
|
R1 |
1,412.1 |
1,412.1 |
1,407.3 |
1,415.3 |
PP |
1,400.2 |
1,400.2 |
1,400.2 |
1,401.9 |
S1 |
1,393.8 |
1,393.8 |
1,403.9 |
1,397.0 |
S2 |
1,381.9 |
1,381.9 |
1,402.2 |
|
S3 |
1,363.6 |
1,375.5 |
1,400.6 |
|
S4 |
1,345.3 |
1,357.2 |
1,395.5 |
|
|
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% |
22.5 |
1.6% |
45% |
False |
False |
18,609 |
10 |
1,447.2 |
1,382.4 |
64.8 |
4.6% |
20.4 |
1.5% |
36% |
False |
False |
15,317 |
20 |
1,447.2 |
1,376.2 |
71.0 |
5.1% |
19.0 |
1.4% |
41% |
False |
False |
12,176 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.7% |
19.1 |
1.4% |
69% |
False |
False |
8,185 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.7% |
18.2 |
1.3% |
69% |
False |
False |
6,309 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.7% |
18.5 |
1.3% |
69% |
False |
False |
5,464 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.7% |
19.6 |
1.4% |
69% |
False |
False |
4,878 |
120 |
1,447.2 |
1,288.6 |
158.6 |
11.3% |
19.3 |
1.4% |
74% |
False |
False |
4,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.5 |
2.618 |
1,454.6 |
1.618 |
1,436.3 |
1.000 |
1,425.0 |
0.618 |
1,418.0 |
HIGH |
1,406.7 |
0.618 |
1,399.7 |
0.500 |
1,397.6 |
0.382 |
1,395.4 |
LOW |
1,388.4 |
0.618 |
1,377.1 |
1.000 |
1,370.1 |
1.618 |
1,358.8 |
2.618 |
1,340.5 |
4.250 |
1,310.6 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,402.9 |
1,405.6 |
PP |
1,400.2 |
1,405.6 |
S1 |
1,397.6 |
1,405.6 |
|