Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,429.3 |
1,400.5 |
-28.8 |
-2.0% |
1,436.0 |
High |
1,429.5 |
1,408.1 |
-21.4 |
-1.5% |
1,447.0 |
Low |
1,390.7 |
1,395.2 |
4.5 |
0.3% |
1,407.0 |
Close |
1,395.5 |
1,398.8 |
3.3 |
0.2% |
1,424.7 |
Range |
38.8 |
12.9 |
-25.9 |
-66.8% |
40.0 |
ATR |
17.8 |
17.5 |
-0.4 |
-2.0% |
0.0 |
Volume |
2,369 |
352 |
-2,017 |
-85.1% |
11,474 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.4 |
1,432.0 |
1,405.9 |
|
R3 |
1,426.5 |
1,419.1 |
1,402.3 |
|
R2 |
1,413.6 |
1,413.6 |
1,401.2 |
|
R1 |
1,406.2 |
1,406.2 |
1,400.0 |
1,403.5 |
PP |
1,400.7 |
1,400.7 |
1,400.7 |
1,399.3 |
S1 |
1,393.3 |
1,393.3 |
1,397.6 |
1,390.6 |
S2 |
1,387.8 |
1,387.8 |
1,396.4 |
|
S3 |
1,374.9 |
1,380.4 |
1,395.3 |
|
S4 |
1,362.0 |
1,367.5 |
1,391.7 |
|
|
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 |
1,433.9 |
1,390.7 |
43.2 |
3.1% |
21.6 |
1.5% |
19% |
False |
False |
1,754 |
10 |
1,447.0 |
1,390.7 |
56.3 |
4.0% |
18.4 |
1.3% |
14% |
False |
False |
1,794 |
20 |
1,447.0 |
1,374.5 |
72.5 |
5.2% |
15.8 |
1.1% |
34% |
False |
False |
1,416 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
16.3 |
1.2% |
64% |
False |
False |
1,382 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
15.0 |
1.1% |
64% |
False |
False |
1,090 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
15.1 |
1.1% |
64% |
False |
False |
918 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.5% |
14.7 |
1.1% |
64% |
False |
False |
998 |
120 |
1,447.0 |
1,296.1 |
150.9 |
10.8% |
12.9 |
0.9% |
68% |
False |
False |
887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.9 |
2.618 |
1,441.9 |
1.618 |
1,429.0 |
1.000 |
1,421.0 |
0.618 |
1,416.1 |
HIGH |
1,408.1 |
0.618 |
1,403.2 |
0.500 |
1,401.7 |
0.382 |
1,400.1 |
LOW |
1,395.2 |
0.618 |
1,387.2 |
1.000 |
1,382.3 |
1.618 |
1,374.3 |
2.618 |
1,361.4 |
4.250 |
1,340.4 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,401.7 |
1,412.1 |
PP |
1,400.7 |
1,407.6 |
S1 |
1,399.8 |
1,403.2 |
|