Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,400.5 |
1,395.0 |
-5.5 |
-0.4% |
1,436.0 |
High |
1,408.1 |
1,407.8 |
-0.3 |
0.0% |
1,447.0 |
Low |
1,395.2 |
1,389.8 |
-5.4 |
-0.4% |
1,407.0 |
Close |
1,398.8 |
1,406.9 |
8.1 |
0.6% |
1,424.7 |
Range |
12.9 |
18.0 |
5.1 |
39.5% |
40.0 |
ATR |
17.5 |
17.5 |
0.0 |
0.2% |
0.0 |
Volume |
352 |
417 |
65 |
18.5% |
11,474 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.5 |
1,449.2 |
1,416.8 |
|
R3 |
1,437.5 |
1,431.2 |
1,411.9 |
|
R2 |
1,419.5 |
1,419.5 |
1,410.2 |
|
R1 |
1,413.2 |
1,413.2 |
1,408.6 |
1,416.4 |
PP |
1,401.5 |
1,401.5 |
1,401.5 |
1,403.1 |
S1 |
1,395.2 |
1,395.2 |
1,405.3 |
1,398.4 |
S2 |
1,383.5 |
1,383.5 |
1,403.6 |
|
S3 |
1,365.5 |
1,377.2 |
1,402.0 |
|
S4 |
1,347.5 |
1,359.2 |
1,397.0 |
|
|
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 |
1,433.4 |
1,389.8 |
43.6 |
3.1% |
19.9 |
1.4% |
39% |
False |
True |
1,269 |
10 |
1,447.0 |
1,389.8 |
57.2 |
4.1% |
17.8 |
1.3% |
30% |
False |
True |
1,689 |
20 |
1,447.0 |
1,380.5 |
66.5 |
4.7% |
16.1 |
1.1% |
40% |
False |
False |
1,402 |
40 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
16.5 |
1.2% |
70% |
False |
False |
1,333 |
60 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.2 |
1.1% |
70% |
False |
False |
1,094 |
80 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.1 |
1.1% |
70% |
False |
False |
912 |
100 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
14.8 |
1.1% |
70% |
False |
False |
1,001 |
120 |
1,447.0 |
1,305.0 |
142.0 |
10.1% |
13.0 |
0.9% |
72% |
False |
False |
890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.3 |
2.618 |
1,454.9 |
1.618 |
1,436.9 |
1.000 |
1,425.8 |
0.618 |
1,418.9 |
HIGH |
1,407.8 |
0.618 |
1,400.9 |
0.500 |
1,398.8 |
0.382 |
1,396.7 |
LOW |
1,389.8 |
0.618 |
1,378.7 |
1.000 |
1,371.8 |
1.618 |
1,360.7 |
2.618 |
1,342.7 |
4.250 |
1,313.3 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,404.2 |
1,409.7 |
PP |
1,401.5 |
1,408.7 |
S1 |
1,398.8 |
1,407.8 |
|