Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,432.4 |
1,415.0 |
-17.4 |
-1.2% |
1,436.0 |
High |
1,433.9 |
1,427.2 |
-6.7 |
-0.5% |
1,447.0 |
Low |
1,407.0 |
1,407.9 |
0.9 |
0.1% |
1,407.0 |
Close |
1,415.5 |
1,424.7 |
9.2 |
0.6% |
1,424.7 |
Range |
26.9 |
19.3 |
-7.6 |
-28.3% |
40.0 |
ATR |
16.4 |
16.6 |
0.2 |
1.2% |
0.0 |
Volume |
2,843 |
2,478 |
-365 |
-12.8% |
11,474 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.8 |
1,470.6 |
1,435.3 |
|
R3 |
1,458.5 |
1,451.3 |
1,430.0 |
|
R2 |
1,439.2 |
1,439.2 |
1,428.2 |
|
R1 |
1,432.0 |
1,432.0 |
1,426.5 |
1,435.6 |
PP |
1,419.9 |
1,419.9 |
1,419.9 |
1,421.8 |
S1 |
1,412.7 |
1,412.7 |
1,422.9 |
1,416.3 |
S2 |
1,400.6 |
1,400.6 |
1,421.2 |
|
S3 |
1,381.3 |
1,393.4 |
1,419.4 |
|
S4 |
1,362.0 |
1,374.1 |
1,414.1 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.2 |
1,525.5 |
1,446.7 |
|
R3 |
1,506.2 |
1,485.5 |
1,435.7 |
|
R2 |
1,466.2 |
1,466.2 |
1,432.0 |
|
R1 |
1,445.5 |
1,445.5 |
1,428.4 |
1,435.9 |
PP |
1,426.2 |
1,426.2 |
1,426.2 |
1,421.4 |
S1 |
1,405.5 |
1,405.5 |
1,421.0 |
1,395.9 |
S2 |
1,386.2 |
1,386.2 |
1,417.4 |
|
S3 |
1,346.2 |
1,365.5 |
1,413.7 |
|
S4 |
1,306.2 |
1,325.5 |
1,402.7 |
|
|
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% |
16.3 |
1.1% |
44% |
False |
False |
2,294 |
10 |
1,447.0 |
1,407.0 |
40.0 |
2.8% |
16.6 |
1.2% |
44% |
False |
False |
1,920 |
20 |
1,447.0 |
1,357.5 |
89.5 |
6.3% |
14.3 |
1.0% |
75% |
False |
False |
1,508 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
16.1 |
1.1% |
83% |
False |
False |
1,366 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.6 |
1.0% |
83% |
False |
False |
1,050 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.0 |
1.1% |
83% |
False |
False |
886 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.2 |
1.0% |
83% |
False |
False |
968 |
120 |
1,447.0 |
1,280.4 |
166.6 |
11.7% |
12.5 |
0.9% |
87% |
False |
False |
868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,509.2 |
2.618 |
1,477.7 |
1.618 |
1,458.4 |
1.000 |
1,446.5 |
0.618 |
1,439.1 |
HIGH |
1,427.2 |
0.618 |
1,419.8 |
0.500 |
1,417.6 |
0.382 |
1,415.3 |
LOW |
1,407.9 |
0.618 |
1,396.0 |
1.000 |
1,388.6 |
1.618 |
1,376.7 |
2.618 |
1,357.4 |
4.250 |
1,325.9 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,422.3 |
1,423.9 |
PP |
1,419.9 |
1,423.1 |
S1 |
1,417.6 |
1,422.4 |
|