Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,431.4 |
1,441.2 |
9.8 |
0.7% |
1,431.3 |
High |
1,443.7 |
1,451.1 |
7.4 |
0.5% |
1,433.4 |
Low |
1,430.1 |
1,427.7 |
-2.4 |
-0.2% |
1,389.8 |
Close |
1,440.9 |
1,437.8 |
-3.1 |
-0.2% |
1,418.9 |
Range |
13.6 |
23.4 |
9.8 |
72.1% |
43.6 |
ATR |
16.9 |
17.3 |
0.5 |
2.8% |
0.0 |
Volume |
1,722 |
1,283 |
-439 |
-25.5% |
5,825 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.1 |
1,496.8 |
1,450.7 |
|
R3 |
1,485.7 |
1,473.4 |
1,444.2 |
|
R2 |
1,462.3 |
1,462.3 |
1,442.1 |
|
R1 |
1,450.0 |
1,450.0 |
1,439.9 |
1,444.5 |
PP |
1,438.9 |
1,438.9 |
1,438.9 |
1,436.1 |
S1 |
1,426.6 |
1,426.6 |
1,435.7 |
1,421.1 |
S2 |
1,415.5 |
1,415.5 |
1,433.5 |
|
S3 |
1,392.1 |
1,403.2 |
1,431.4 |
|
S4 |
1,368.7 |
1,379.8 |
1,424.9 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.8 |
1,525.5 |
1,442.9 |
|
R3 |
1,501.2 |
1,481.9 |
1,430.9 |
|
R2 |
1,457.6 |
1,457.6 |
1,426.9 |
|
R1 |
1,438.3 |
1,438.3 |
1,422.9 |
1,426.2 |
PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,408.0 |
S1 |
1,394.7 |
1,394.7 |
1,414.9 |
1,382.6 |
S2 |
1,370.4 |
1,370.4 |
1,410.9 |
|
S3 |
1,326.8 |
1,351.1 |
1,406.9 |
|
S4 |
1,283.2 |
1,307.5 |
1,394.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.1 |
1,411.0 |
40.1 |
2.8% |
14.5 |
1.0% |
67% |
True |
False |
1,559 |
10 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
17.2 |
1.2% |
78% |
True |
False |
1,414 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.3 |
1.1% |
78% |
True |
False |
1,562 |
40 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
16.2 |
1.1% |
90% |
True |
False |
1,446 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.9 |
1.1% |
90% |
True |
False |
1,200 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.0 |
1.0% |
90% |
True |
False |
993 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.5 |
1.1% |
90% |
True |
False |
1,065 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
13.5 |
0.9% |
90% |
True |
False |
944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.6 |
2.618 |
1,512.4 |
1.618 |
1,489.0 |
1.000 |
1,474.5 |
0.618 |
1,465.6 |
HIGH |
1,451.1 |
0.618 |
1,442.2 |
0.500 |
1,439.4 |
0.382 |
1,436.6 |
LOW |
1,427.7 |
0.618 |
1,413.2 |
1.000 |
1,404.3 |
1.618 |
1,389.8 |
2.618 |
1,366.4 |
4.250 |
1,328.3 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,439.4 |
1,437.5 |
PP |
1,438.9 |
1,437.1 |
S1 |
1,438.3 |
1,436.8 |
|