Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,433.5 |
1,432.4 |
-1.1 |
-0.1% |
1,416.9 |
High |
1,437.7 |
1,433.9 |
-3.8 |
-0.3% |
1,443.1 |
Low |
1,426.3 |
1,407.0 |
-19.3 |
-1.4% |
1,408.9 |
Close |
1,432.7 |
1,415.5 |
-17.2 |
-1.2% |
1,431.5 |
Range |
11.4 |
26.9 |
15.5 |
136.0% |
34.2 |
ATR |
15.6 |
16.4 |
0.8 |
5.1% |
0.0 |
Volume |
2,037 |
2,843 |
806 |
39.6% |
7,733 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.5 |
1,484.4 |
1,430.3 |
|
R3 |
1,472.6 |
1,457.5 |
1,422.9 |
|
R2 |
1,445.7 |
1,445.7 |
1,420.4 |
|
R1 |
1,430.6 |
1,430.6 |
1,418.0 |
1,424.7 |
PP |
1,418.8 |
1,418.8 |
1,418.8 |
1,415.9 |
S1 |
1,403.7 |
1,403.7 |
1,413.0 |
1,397.8 |
S2 |
1,391.9 |
1,391.9 |
1,410.6 |
|
S3 |
1,365.0 |
1,376.8 |
1,408.1 |
|
S4 |
1,338.1 |
1,349.9 |
1,400.7 |
|
|
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 |
1,407.0 |
40.0 |
2.8% |
15.8 |
1.1% |
21% |
False |
True |
2,108 |
10 |
1,447.0 |
1,405.0 |
42.0 |
3.0% |
15.5 |
1.1% |
25% |
False |
False |
1,710 |
20 |
1,447.0 |
1,356.3 |
90.7 |
6.4% |
14.0 |
1.0% |
65% |
False |
False |
1,495 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.9 |
1.1% |
76% |
False |
False |
1,318 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
14.5 |
1.0% |
76% |
False |
False |
1,011 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.0 |
1.1% |
76% |
False |
False |
882 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
14.1 |
1.0% |
76% |
False |
False |
945 |
120 |
1,447.0 |
1,280.4 |
166.6 |
11.8% |
12.3 |
0.9% |
81% |
False |
False |
847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.2 |
2.618 |
1,504.3 |
1.618 |
1,477.4 |
1.000 |
1,460.8 |
0.618 |
1,450.5 |
HIGH |
1,433.9 |
0.618 |
1,423.6 |
0.500 |
1,420.5 |
0.382 |
1,417.3 |
LOW |
1,407.0 |
0.618 |
1,390.4 |
1.000 |
1,380.1 |
1.618 |
1,363.5 |
2.618 |
1,336.6 |
4.250 |
1,292.7 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,420.5 |
1,423.0 |
PP |
1,418.8 |
1,420.5 |
S1 |
1,417.2 |
1,418.0 |
|