Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,405.8 |
1,423.6 |
17.8 |
1.3% |
1,423.2 |
High |
1,425.4 |
1,436.2 |
10.8 |
0.8% |
1,434.4 |
Low |
1,403.8 |
1,423.6 |
19.8 |
1.4% |
1,382.4 |
Close |
1,417.5 |
1,427.8 |
10.3 |
0.7% |
1,417.5 |
Range |
21.6 |
12.6 |
-9.0 |
-41.7% |
52.0 |
ATR |
19.8 |
19.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
12,203 |
24,936 |
12,733 |
104.3% |
71,531 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.0 |
1,460.0 |
1,434.7 |
|
R3 |
1,454.4 |
1,447.4 |
1,431.3 |
|
R2 |
1,441.8 |
1,441.8 |
1,430.1 |
|
R1 |
1,434.8 |
1,434.8 |
1,429.0 |
1,438.3 |
PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,431.0 |
S1 |
1,422.2 |
1,422.2 |
1,426.6 |
1,425.7 |
S2 |
1,416.6 |
1,416.6 |
1,425.5 |
|
S3 |
1,404.0 |
1,409.6 |
1,424.3 |
|
S4 |
1,391.4 |
1,397.0 |
1,420.9 |
|
|
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 |
1,436.2 |
1,382.4 |
53.8 |
3.8% |
22.5 |
1.6% |
84% |
True |
False |
16,220 |
10 |
1,438.6 |
1,382.4 |
56.2 |
3.9% |
20.2 |
1.4% |
81% |
False |
False |
16,970 |
20 |
1,447.2 |
1,382.4 |
64.8 |
4.5% |
19.7 |
1.4% |
70% |
False |
False |
13,906 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.0 |
1.3% |
86% |
False |
False |
8,850 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.5 |
1.3% |
86% |
False |
False |
6,876 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.5 |
1.3% |
86% |
False |
False |
5,839 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.7 |
1.4% |
86% |
False |
False |
5,207 |
120 |
1,447.2 |
1,305.0 |
142.2 |
10.0% |
19.3 |
1.4% |
86% |
False |
False |
4,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.8 |
2.618 |
1,469.2 |
1.618 |
1,456.6 |
1.000 |
1,448.8 |
0.618 |
1,444.0 |
HIGH |
1,436.2 |
0.618 |
1,431.4 |
0.500 |
1,429.9 |
0.382 |
1,428.4 |
LOW |
1,423.6 |
0.618 |
1,415.8 |
1.000 |
1,411.0 |
1.618 |
1,403.2 |
2.618 |
1,390.6 |
4.250 |
1,370.1 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,429.9 |
1,422.6 |
PP |
1,429.2 |
1,417.5 |
S1 |
1,428.5 |
1,412.3 |
|