Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,401.2 |
1,405.8 |
4.6 |
0.3% |
1,423.2 |
High |
1,406.7 |
1,425.4 |
18.7 |
1.3% |
1,434.4 |
Low |
1,388.4 |
1,403.8 |
15.4 |
1.1% |
1,382.4 |
Close |
1,405.6 |
1,417.5 |
11.9 |
0.8% |
1,417.5 |
Range |
18.3 |
21.6 |
3.3 |
18.0% |
52.0 |
ATR |
19.7 |
19.8 |
0.1 |
0.7% |
0.0 |
Volume |
7,169 |
12,203 |
5,034 |
70.2% |
71,531 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.4 |
1,470.5 |
1,429.4 |
|
R3 |
1,458.8 |
1,448.9 |
1,423.4 |
|
R2 |
1,437.2 |
1,437.2 |
1,421.5 |
|
R1 |
1,427.3 |
1,427.3 |
1,419.5 |
1,432.3 |
PP |
1,415.6 |
1,415.6 |
1,415.6 |
1,418.0 |
S1 |
1,405.7 |
1,405.7 |
1,415.5 |
1,410.7 |
S2 |
1,394.0 |
1,394.0 |
1,413.5 |
|
S3 |
1,372.4 |
1,384.1 |
1,411.6 |
|
S4 |
1,350.8 |
1,362.5 |
1,405.6 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.4 |
1,544.5 |
1,446.1 |
|
R3 |
1,515.4 |
1,492.5 |
1,431.8 |
|
R2 |
1,463.4 |
1,463.4 |
1,427.0 |
|
R1 |
1,440.5 |
1,440.5 |
1,422.3 |
1,426.0 |
PP |
1,411.4 |
1,411.4 |
1,411.4 |
1,404.2 |
S1 |
1,388.5 |
1,388.5 |
1,412.7 |
1,374.0 |
S2 |
1,359.4 |
1,359.4 |
1,408.0 |
|
S3 |
1,307.4 |
1,336.5 |
1,403.2 |
|
S4 |
1,255.4 |
1,284.5 |
1,388.9 |
|
|
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% |
22.9 |
1.6% |
68% |
False |
False |
14,306 |
10 |
1,447.2 |
1,382.4 |
64.8 |
4.6% |
20.7 |
1.5% |
54% |
False |
False |
16,100 |
20 |
1,447.2 |
1,382.4 |
64.8 |
4.6% |
19.6 |
1.4% |
54% |
False |
False |
12,721 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
19.0 |
1.3% |
78% |
False |
False |
8,386 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.4 |
1.3% |
78% |
False |
False |
6,473 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
18.6 |
1.3% |
78% |
False |
False |
5,602 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.6% |
19.7 |
1.4% |
78% |
False |
False |
4,998 |
120 |
1,447.2 |
1,288.6 |
158.6 |
11.2% |
19.4 |
1.4% |
81% |
False |
False |
4,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.2 |
2.618 |
1,481.9 |
1.618 |
1,460.3 |
1.000 |
1,447.0 |
0.618 |
1,438.7 |
HIGH |
1,425.4 |
0.618 |
1,417.1 |
0.500 |
1,414.6 |
0.382 |
1,412.1 |
LOW |
1,403.8 |
0.618 |
1,390.5 |
1.000 |
1,382.2 |
1.618 |
1,368.9 |
2.618 |
1,347.3 |
4.250 |
1,312.0 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,416.5 |
1,414.0 |
PP |
1,415.6 |
1,410.4 |
S1 |
1,414.6 |
1,406.9 |
|