Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,430.0 |
1,433.5 |
3.5 |
0.2% |
1,416.9 |
High |
1,438.9 |
1,437.7 |
-1.2 |
-0.1% |
1,443.1 |
Low |
1,428.0 |
1,426.3 |
-1.7 |
-0.1% |
1,408.9 |
Close |
1,430.2 |
1,432.7 |
2.5 |
0.2% |
1,431.5 |
Range |
10.9 |
11.4 |
0.5 |
4.6% |
34.2 |
ATR |
16.0 |
15.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
1,370 |
2,037 |
667 |
48.7% |
7,733 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.4 |
1,461.0 |
1,439.0 |
|
R3 |
1,455.0 |
1,449.6 |
1,435.8 |
|
R2 |
1,443.6 |
1,443.6 |
1,434.8 |
|
R1 |
1,438.2 |
1,438.2 |
1,433.7 |
1,435.2 |
PP |
1,432.2 |
1,432.2 |
1,432.2 |
1,430.8 |
S1 |
1,426.8 |
1,426.8 |
1,431.7 |
1,423.8 |
S2 |
1,420.8 |
1,420.8 |
1,430.6 |
|
S3 |
1,409.4 |
1,415.4 |
1,429.6 |
|
S4 |
1,398.0 |
1,404.0 |
1,426.4 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.4 |
1,515.2 |
1,450.3 |
|
R3 |
1,496.2 |
1,481.0 |
1,440.9 |
|
R2 |
1,462.0 |
1,462.0 |
1,437.8 |
|
R1 |
1,446.8 |
1,446.8 |
1,434.6 |
1,454.4 |
PP |
1,427.8 |
1,427.8 |
1,427.8 |
1,431.7 |
S1 |
1,412.6 |
1,412.6 |
1,428.4 |
1,420.2 |
S2 |
1,393.6 |
1,393.6 |
1,425.2 |
|
S3 |
1,359.4 |
1,378.4 |
1,422.1 |
|
S4 |
1,325.2 |
1,344.2 |
1,412.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.0 |
1,414.6 |
32.4 |
2.3% |
15.2 |
1.1% |
56% |
False |
False |
1,833 |
10 |
1,447.0 |
1,398.8 |
48.2 |
3.4% |
14.9 |
1.0% |
70% |
False |
False |
1,593 |
20 |
1,447.0 |
1,356.3 |
90.7 |
6.3% |
12.9 |
0.9% |
84% |
False |
False |
1,452 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.4 |
1.1% |
89% |
False |
False |
1,264 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.3 |
1.0% |
89% |
False |
False |
969 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.0 |
1.0% |
89% |
False |
False |
852 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
13.9 |
1.0% |
89% |
False |
False |
933 |
120 |
1,447.0 |
1,280.4 |
166.6 |
11.6% |
12.1 |
0.8% |
91% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.2 |
2.618 |
1,467.5 |
1.618 |
1,456.1 |
1.000 |
1,449.1 |
0.618 |
1,444.7 |
HIGH |
1,437.7 |
0.618 |
1,433.3 |
0.500 |
1,432.0 |
0.382 |
1,430.7 |
LOW |
1,426.3 |
0.618 |
1,419.3 |
1.000 |
1,414.9 |
1.618 |
1,407.9 |
2.618 |
1,396.5 |
4.250 |
1,377.9 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,432.5 |
1,436.7 |
PP |
1,432.2 |
1,435.3 |
S1 |
1,432.0 |
1,434.0 |
|