Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,428.7 |
1,430.3 |
1.6 |
0.1% |
1,423.2 |
High |
1,433.6 |
1,442.7 |
9.1 |
0.6% |
1,434.4 |
Low |
1,421.0 |
1,427.3 |
6.3 |
0.4% |
1,382.4 |
Close |
1,429.1 |
1,439.5 |
10.4 |
0.7% |
1,417.5 |
Range |
12.6 |
15.4 |
2.8 |
22.2% |
52.0 |
ATR |
19.2 |
19.0 |
-0.3 |
-1.4% |
0.0 |
Volume |
22,625 |
23,517 |
892 |
3.9% |
71,531 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.7 |
1,476.5 |
1,448.0 |
|
R3 |
1,467.3 |
1,461.1 |
1,443.7 |
|
R2 |
1,451.9 |
1,451.9 |
1,442.3 |
|
R1 |
1,445.7 |
1,445.7 |
1,440.9 |
1,448.8 |
PP |
1,436.5 |
1,436.5 |
1,436.5 |
1,438.1 |
S1 |
1,430.3 |
1,430.3 |
1,438.1 |
1,433.4 |
S2 |
1,421.1 |
1,421.1 |
1,436.7 |
|
S3 |
1,405.7 |
1,414.9 |
1,435.3 |
|
S4 |
1,390.3 |
1,399.5 |
1,431.0 |
|
|
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 |
1,442.7 |
1,388.4 |
54.3 |
3.8% |
16.1 |
1.1% |
94% |
True |
False |
18,090 |
10 |
1,442.7 |
1,382.4 |
60.3 |
4.2% |
20.4 |
1.4% |
95% |
True |
False |
19,189 |
20 |
1,447.2 |
1,382.4 |
64.8 |
4.5% |
19.0 |
1.3% |
88% |
False |
False |
15,982 |
40 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.8 |
1.3% |
94% |
False |
False |
9,870 |
60 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.5 |
1.3% |
94% |
False |
False |
7,594 |
80 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
18.4 |
1.3% |
94% |
False |
False |
6,314 |
100 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.5 |
1.4% |
94% |
False |
False |
5,632 |
120 |
1,447.2 |
1,310.9 |
136.3 |
9.5% |
19.3 |
1.3% |
94% |
False |
False |
4,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.2 |
2.618 |
1,483.0 |
1.618 |
1,467.6 |
1.000 |
1,458.1 |
0.618 |
1,452.2 |
HIGH |
1,442.7 |
0.618 |
1,436.8 |
0.500 |
1,435.0 |
0.382 |
1,433.2 |
LOW |
1,427.3 |
0.618 |
1,417.8 |
1.000 |
1,411.9 |
1.618 |
1,402.4 |
2.618 |
1,387.0 |
4.250 |
1,361.9 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,438.0 |
1,437.0 |
PP |
1,436.5 |
1,434.4 |
S1 |
1,435.0 |
1,431.9 |
|