Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,441.2 |
1,435.0 |
-6.2 |
-0.4% |
1,427.0 |
High |
1,451.1 |
1,441.0 |
-10.1 |
-0.7% |
1,451.1 |
Low |
1,427.7 |
1,425.0 |
-2.7 |
-0.2% |
1,422.4 |
Close |
1,437.8 |
1,429.1 |
-8.7 |
-0.6% |
1,429.1 |
Range |
23.4 |
16.0 |
-7.4 |
-31.6% |
28.7 |
ATR |
17.3 |
17.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,283 |
4,754 |
3,471 |
270.5% |
10,593 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.7 |
1,470.4 |
1,437.9 |
|
R3 |
1,463.7 |
1,454.4 |
1,433.5 |
|
R2 |
1,447.7 |
1,447.7 |
1,432.0 |
|
R1 |
1,438.4 |
1,438.4 |
1,430.6 |
1,435.1 |
PP |
1,431.7 |
1,431.7 |
1,431.7 |
1,430.0 |
S1 |
1,422.4 |
1,422.4 |
1,427.6 |
1,419.1 |
S2 |
1,415.7 |
1,415.7 |
1,426.2 |
|
S3 |
1,399.7 |
1,406.4 |
1,424.7 |
|
S4 |
1,383.7 |
1,390.4 |
1,420.3 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.3 |
1,503.4 |
1,444.9 |
|
R3 |
1,491.6 |
1,474.7 |
1,437.0 |
|
R2 |
1,462.9 |
1,462.9 |
1,434.4 |
|
R1 |
1,446.0 |
1,446.0 |
1,431.7 |
1,454.5 |
PP |
1,434.2 |
1,434.2 |
1,434.2 |
1,438.4 |
S1 |
1,417.3 |
1,417.3 |
1,426.5 |
1,425.8 |
S2 |
1,405.5 |
1,405.5 |
1,423.8 |
|
S3 |
1,376.8 |
1,388.6 |
1,421.2 |
|
S4 |
1,348.1 |
1,359.9 |
1,413.3 |
|
|
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 |
1,422.4 |
28.7 |
2.0% |
14.7 |
1.0% |
23% |
False |
False |
2,118 |
10 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.8 |
1.2% |
64% |
False |
False |
1,641 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.7 |
1.2% |
64% |
False |
False |
1,781 |
40 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.7 |
1.1% |
84% |
False |
False |
1,550 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
16.1 |
1.1% |
84% |
False |
False |
1,276 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
14.9 |
1.0% |
84% |
False |
False |
1,050 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.7 |
1.1% |
84% |
False |
False |
1,110 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
13.6 |
1.0% |
84% |
False |
False |
982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,509.0 |
2.618 |
1,482.9 |
1.618 |
1,466.9 |
1.000 |
1,457.0 |
0.618 |
1,450.9 |
HIGH |
1,441.0 |
0.618 |
1,434.9 |
0.500 |
1,433.0 |
0.382 |
1,431.1 |
LOW |
1,425.0 |
0.618 |
1,415.1 |
1.000 |
1,409.0 |
1.618 |
1,399.1 |
2.618 |
1,383.1 |
4.250 |
1,357.0 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,433.0 |
1,438.1 |
PP |
1,431.7 |
1,435.1 |
S1 |
1,430.4 |
1,432.1 |
|