Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,430.3 |
1,439.7 |
9.4 |
0.7% |
1,423.2 |
High |
1,442.7 |
1,450.0 |
7.3 |
0.5% |
1,434.4 |
Low |
1,427.3 |
1,425.4 |
-1.9 |
-0.1% |
1,382.4 |
Close |
1,439.5 |
1,436.4 |
-3.1 |
-0.2% |
1,417.5 |
Range |
15.4 |
24.6 |
9.2 |
59.7% |
52.0 |
ATR |
19.0 |
19.4 |
0.4 |
2.1% |
0.0 |
Volume |
23,517 |
45,130 |
21,613 |
91.9% |
71,531 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.1 |
1,498.3 |
1,449.9 |
|
R3 |
1,486.5 |
1,473.7 |
1,443.2 |
|
R2 |
1,461.9 |
1,461.9 |
1,440.9 |
|
R1 |
1,449.1 |
1,449.1 |
1,438.7 |
1,443.2 |
PP |
1,437.3 |
1,437.3 |
1,437.3 |
1,434.3 |
S1 |
1,424.5 |
1,424.5 |
1,434.1 |
1,418.6 |
S2 |
1,412.7 |
1,412.7 |
1,431.9 |
|
S3 |
1,388.1 |
1,399.9 |
1,429.6 |
|
S4 |
1,363.5 |
1,375.3 |
1,422.9 |
|
|
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 |
1,450.0 |
1,403.8 |
46.2 |
3.2% |
17.4 |
1.2% |
71% |
True |
False |
25,682 |
10 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
20.0 |
1.4% |
80% |
True |
False |
22,145 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
18.9 |
1.3% |
80% |
True |
False |
16,977 |
40 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.9 |
1.3% |
90% |
True |
False |
10,938 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.5 |
1.3% |
90% |
True |
False |
8,342 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.5 |
1.3% |
90% |
True |
False |
6,831 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.6 |
1.4% |
90% |
True |
False |
6,069 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.4 |
1.4% |
90% |
True |
False |
5,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.6 |
2.618 |
1,514.4 |
1.618 |
1,489.8 |
1.000 |
1,474.6 |
0.618 |
1,465.2 |
HIGH |
1,450.0 |
0.618 |
1,440.6 |
0.500 |
1,437.7 |
0.382 |
1,434.8 |
LOW |
1,425.4 |
0.618 |
1,410.2 |
1.000 |
1,400.8 |
1.618 |
1,385.6 |
2.618 |
1,361.0 |
4.250 |
1,320.9 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,437.7 |
1,436.1 |
PP |
1,437.3 |
1,435.8 |
S1 |
1,436.8 |
1,435.5 |
|