Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,431.3 |
1,429.3 |
-2.0 |
-0.1% |
1,436.0 |
High |
1,433.4 |
1,429.5 |
-3.9 |
-0.3% |
1,447.0 |
Low |
1,423.1 |
1,390.7 |
-32.4 |
-2.3% |
1,407.0 |
Close |
1,427.7 |
1,395.5 |
-32.2 |
-2.3% |
1,424.7 |
Range |
10.3 |
38.8 |
28.5 |
276.7% |
40.0 |
ATR |
16.2 |
17.8 |
1.6 |
10.0% |
0.0 |
Volume |
731 |
2,369 |
1,638 |
224.1% |
11,474 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.6 |
1,497.4 |
1,416.8 |
|
R3 |
1,482.8 |
1,458.6 |
1,406.2 |
|
R2 |
1,444.0 |
1,444.0 |
1,402.6 |
|
R1 |
1,419.8 |
1,419.8 |
1,399.1 |
1,412.5 |
PP |
1,405.2 |
1,405.2 |
1,405.2 |
1,401.6 |
S1 |
1,381.0 |
1,381.0 |
1,391.9 |
1,373.7 |
S2 |
1,366.4 |
1,366.4 |
1,388.4 |
|
S3 |
1,327.6 |
1,342.2 |
1,384.8 |
|
S4 |
1,288.8 |
1,303.4 |
1,374.2 |
|
|
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 |
1,437.7 |
1,390.7 |
47.0 |
3.4% |
21.3 |
1.5% |
10% |
False |
True |
2,091 |
10 |
1,447.0 |
1,390.7 |
56.3 |
4.0% |
18.2 |
1.3% |
9% |
False |
True |
1,947 |
20 |
1,447.0 |
1,368.8 |
78.2 |
5.6% |
15.6 |
1.1% |
34% |
False |
False |
1,457 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
16.4 |
1.2% |
61% |
False |
False |
1,404 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
14.8 |
1.1% |
61% |
False |
False |
1,091 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
15.0 |
1.1% |
61% |
False |
False |
917 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
14.6 |
1.0% |
61% |
False |
False |
995 |
120 |
1,447.0 |
1,296.1 |
150.9 |
10.8% |
12.9 |
0.9% |
66% |
False |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,594.4 |
2.618 |
1,531.1 |
1.618 |
1,492.3 |
1.000 |
1,468.3 |
0.618 |
1,453.5 |
HIGH |
1,429.5 |
0.618 |
1,414.7 |
0.500 |
1,410.1 |
0.382 |
1,405.5 |
LOW |
1,390.7 |
0.618 |
1,366.7 |
1.000 |
1,351.9 |
1.618 |
1,327.9 |
2.618 |
1,289.1 |
4.250 |
1,225.8 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,410.1 |
1,412.1 |
PP |
1,405.2 |
1,406.5 |
S1 |
1,400.4 |
1,401.0 |
|