Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,439.7 |
1,433.4 |
-6.3 |
-0.4% |
1,423.6 |
High |
1,450.0 |
1,439.5 |
-10.5 |
-0.7% |
1,450.0 |
Low |
1,425.4 |
1,423.5 |
-1.9 |
-0.1% |
1,421.0 |
Close |
1,436.4 |
1,427.6 |
-8.8 |
-0.6% |
1,427.6 |
Range |
24.6 |
16.0 |
-8.6 |
-35.0% |
29.0 |
ATR |
19.4 |
19.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
45,130 |
75,923 |
30,793 |
68.2% |
192,131 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.2 |
1,468.9 |
1,436.4 |
|
R3 |
1,462.2 |
1,452.9 |
1,432.0 |
|
R2 |
1,446.2 |
1,446.2 |
1,430.5 |
|
R1 |
1,436.9 |
1,436.9 |
1,429.1 |
1,433.6 |
PP |
1,430.2 |
1,430.2 |
1,430.2 |
1,428.5 |
S1 |
1,420.9 |
1,420.9 |
1,426.1 |
1,417.6 |
S2 |
1,414.2 |
1,414.2 |
1,424.7 |
|
S3 |
1,398.2 |
1,404.9 |
1,423.2 |
|
S4 |
1,382.2 |
1,388.9 |
1,418.8 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.9 |
1,502.7 |
1,443.6 |
|
R3 |
1,490.9 |
1,473.7 |
1,435.6 |
|
R2 |
1,461.9 |
1,461.9 |
1,432.9 |
|
R1 |
1,444.7 |
1,444.7 |
1,430.3 |
1,453.3 |
PP |
1,432.9 |
1,432.9 |
1,432.9 |
1,437.2 |
S1 |
1,415.7 |
1,415.7 |
1,424.9 |
1,424.3 |
S2 |
1,403.9 |
1,403.9 |
1,422.3 |
|
S3 |
1,374.9 |
1,386.7 |
1,419.6 |
|
S4 |
1,345.9 |
1,357.7 |
1,411.7 |
|
|
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 |
1,421.0 |
29.0 |
2.0% |
16.2 |
1.1% |
23% |
False |
False |
38,426 |
10 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
19.6 |
1.4% |
67% |
False |
False |
26,366 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
19.1 |
1.3% |
67% |
False |
False |
20,322 |
40 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.4 |
1.3% |
84% |
False |
False |
12,731 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.6 |
1.3% |
84% |
False |
False |
9,580 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.4 |
1.3% |
84% |
False |
False |
7,721 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.6 |
1.4% |
84% |
False |
False |
6,807 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.5 |
1.4% |
84% |
False |
False |
5,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.5 |
2.618 |
1,481.4 |
1.618 |
1,465.4 |
1.000 |
1,455.5 |
0.618 |
1,449.4 |
HIGH |
1,439.5 |
0.618 |
1,433.4 |
0.500 |
1,431.5 |
0.382 |
1,429.6 |
LOW |
1,423.5 |
0.618 |
1,413.6 |
1.000 |
1,407.5 |
1.618 |
1,397.6 |
2.618 |
1,381.6 |
4.250 |
1,355.5 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,431.5 |
1,436.8 |
PP |
1,430.2 |
1,433.7 |
S1 |
1,428.9 |
1,430.7 |
|