Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,415.0 |
1,431.3 |
16.3 |
1.2% |
1,436.0 |
High |
1,427.2 |
1,433.4 |
6.2 |
0.4% |
1,447.0 |
Low |
1,407.9 |
1,423.1 |
15.2 |
1.1% |
1,407.0 |
Close |
1,424.7 |
1,427.7 |
3.0 |
0.2% |
1,424.7 |
Range |
19.3 |
10.3 |
-9.0 |
-46.6% |
40.0 |
ATR |
16.6 |
16.2 |
-0.5 |
-2.7% |
0.0 |
Volume |
2,478 |
731 |
-1,747 |
-70.5% |
11,474 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.0 |
1,453.6 |
1,433.4 |
|
R3 |
1,448.7 |
1,443.3 |
1,430.5 |
|
R2 |
1,438.4 |
1,438.4 |
1,429.6 |
|
R1 |
1,433.0 |
1,433.0 |
1,428.6 |
1,430.6 |
PP |
1,428.1 |
1,428.1 |
1,428.1 |
1,426.8 |
S1 |
1,422.7 |
1,422.7 |
1,426.8 |
1,420.3 |
S2 |
1,417.8 |
1,417.8 |
1,425.8 |
|
S3 |
1,407.5 |
1,412.4 |
1,424.9 |
|
S4 |
1,397.2 |
1,402.1 |
1,422.0 |
|
|
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 |
1,438.9 |
1,407.0 |
31.9 |
2.2% |
15.8 |
1.1% |
65% |
False |
False |
1,891 |
10 |
1,447.0 |
1,407.0 |
40.0 |
2.8% |
16.6 |
1.2% |
52% |
False |
False |
1,897 |
20 |
1,447.0 |
1,358.0 |
89.0 |
6.2% |
14.1 |
1.0% |
78% |
False |
False |
1,484 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.9 |
1.1% |
85% |
False |
False |
1,370 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.5 |
1.0% |
85% |
False |
False |
1,059 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.7 |
1.0% |
85% |
False |
False |
889 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.3 |
1.0% |
85% |
False |
False |
972 |
120 |
1,447.0 |
1,296.1 |
150.9 |
10.6% |
12.5 |
0.9% |
87% |
False |
False |
873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.2 |
2.618 |
1,460.4 |
1.618 |
1,450.1 |
1.000 |
1,443.7 |
0.618 |
1,439.8 |
HIGH |
1,433.4 |
0.618 |
1,429.5 |
0.500 |
1,428.3 |
0.382 |
1,427.0 |
LOW |
1,423.1 |
0.618 |
1,416.7 |
1.000 |
1,412.8 |
1.618 |
1,406.4 |
2.618 |
1,396.1 |
4.250 |
1,379.3 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,428.3 |
1,425.3 |
PP |
1,428.1 |
1,422.9 |
S1 |
1,427.9 |
1,420.5 |
|