Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,423.6 |
1,428.7 |
5.1 |
0.4% |
1,423.2 |
High |
1,436.2 |
1,433.6 |
-2.6 |
-0.2% |
1,434.4 |
Low |
1,423.6 |
1,421.0 |
-2.6 |
-0.2% |
1,382.4 |
Close |
1,427.8 |
1,429.1 |
1.3 |
0.1% |
1,417.5 |
Range |
12.6 |
12.6 |
0.0 |
0.0% |
52.0 |
ATR |
19.8 |
19.2 |
-0.5 |
-2.6% |
0.0 |
Volume |
24,936 |
22,625 |
-2,311 |
-9.3% |
71,531 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.7 |
1,460.0 |
1,436.0 |
|
R3 |
1,453.1 |
1,447.4 |
1,432.6 |
|
R2 |
1,440.5 |
1,440.5 |
1,431.4 |
|
R1 |
1,434.8 |
1,434.8 |
1,430.3 |
1,437.7 |
PP |
1,427.9 |
1,427.9 |
1,427.9 |
1,429.3 |
S1 |
1,422.2 |
1,422.2 |
1,427.9 |
1,425.1 |
S2 |
1,415.3 |
1,415.3 |
1,426.8 |
|
S3 |
1,402.7 |
1,409.6 |
1,425.6 |
|
S4 |
1,390.1 |
1,397.0 |
1,422.2 |
|
|
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 |
1,388.4 |
47.8 |
3.3% |
15.7 |
1.1% |
85% |
False |
False |
15,618 |
10 |
1,438.1 |
1,382.4 |
55.7 |
3.9% |
20.1 |
1.4% |
84% |
False |
False |
18,415 |
20 |
1,447.2 |
1,382.4 |
64.8 |
4.5% |
19.3 |
1.3% |
72% |
False |
False |
15,037 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.8 |
1.3% |
87% |
False |
False |
9,352 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.4 |
1.3% |
87% |
False |
False |
7,223 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.5 |
1.3% |
87% |
False |
False |
6,059 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.6 |
1.4% |
87% |
False |
False |
5,406 |
120 |
1,447.2 |
1,305.0 |
142.2 |
10.0% |
19.3 |
1.4% |
87% |
False |
False |
4,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.2 |
2.618 |
1,466.6 |
1.618 |
1,454.0 |
1.000 |
1,446.2 |
0.618 |
1,441.4 |
HIGH |
1,433.6 |
0.618 |
1,428.8 |
0.500 |
1,427.3 |
0.382 |
1,425.8 |
LOW |
1,421.0 |
0.618 |
1,413.2 |
1.000 |
1,408.4 |
1.618 |
1,400.6 |
2.618 |
1,388.0 |
4.250 |
1,367.5 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,428.5 |
1,426.1 |
PP |
1,427.9 |
1,423.0 |
S1 |
1,427.3 |
1,420.0 |
|