Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,224.0 |
7,186.5 |
-37.5 |
-0.5% |
7,202.5 |
High |
7,251.0 |
7,244.0 |
-7.0 |
-0.1% |
7,383.0 |
Low |
7,099.5 |
7,138.5 |
39.0 |
0.5% |
7,150.0 |
Close |
7,190.0 |
7,154.0 |
-36.0 |
-0.5% |
7,198.5 |
Range |
151.5 |
105.5 |
-46.0 |
-30.4% |
233.0 |
ATR |
106.7 |
106.6 |
-0.1 |
-0.1% |
0.0 |
Volume |
14,133 |
3,363 |
-10,770 |
-76.2% |
22,498 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,495.3 |
7,430.2 |
7,212.0 |
|
R3 |
7,389.8 |
7,324.7 |
7,183.0 |
|
R2 |
7,284.3 |
7,284.3 |
7,173.3 |
|
R1 |
7,219.2 |
7,219.2 |
7,163.7 |
7,199.0 |
PP |
7,178.8 |
7,178.8 |
7,178.8 |
7,168.8 |
S1 |
7,113.7 |
7,113.7 |
7,144.3 |
7,093.5 |
S2 |
7,073.3 |
7,073.3 |
7,134.7 |
|
S3 |
6,967.8 |
7,008.2 |
7,125.0 |
|
S4 |
6,862.3 |
6,902.7 |
7,096.0 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,942.8 |
7,803.7 |
7,326.7 |
|
R3 |
7,709.8 |
7,570.7 |
7,262.6 |
|
R2 |
7,476.8 |
7,476.8 |
7,241.2 |
|
R1 |
7,337.7 |
7,337.7 |
7,219.9 |
7,290.8 |
PP |
7,243.8 |
7,243.8 |
7,243.8 |
7,220.4 |
S1 |
7,104.7 |
7,104.7 |
7,177.1 |
7,057.8 |
S2 |
7,010.8 |
7,010.8 |
7,155.8 |
|
S3 |
6,777.8 |
6,871.7 |
7,134.4 |
|
S4 |
6,544.8 |
6,638.7 |
7,070.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,338.0 |
7,099.5 |
238.5 |
3.3% |
135.2 |
1.9% |
23% |
False |
False |
8,271 |
10 |
7,383.0 |
7,099.5 |
283.5 |
4.0% |
124.3 |
1.7% |
19% |
False |
False |
4,505 |
20 |
7,470.0 |
7,099.5 |
370.5 |
5.2% |
102.2 |
1.4% |
15% |
False |
False |
3,063 |
40 |
7,470.0 |
7,040.0 |
430.0 |
6.0% |
83.4 |
1.2% |
27% |
False |
False |
1,747 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
77.9 |
1.1% |
48% |
False |
False |
1,679 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.8% |
79.6 |
1.1% |
59% |
False |
False |
1,410 |
100 |
7,470.0 |
6,504.0 |
966.0 |
13.5% |
75.5 |
1.1% |
67% |
False |
False |
1,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,692.4 |
2.618 |
7,520.2 |
1.618 |
7,414.7 |
1.000 |
7,349.5 |
0.618 |
7,309.2 |
HIGH |
7,244.0 |
0.618 |
7,203.7 |
0.500 |
7,191.3 |
0.382 |
7,178.8 |
LOW |
7,138.5 |
0.618 |
7,073.3 |
1.000 |
7,033.0 |
1.618 |
6,967.8 |
2.618 |
6,862.3 |
4.250 |
6,690.1 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,191.3 |
7,198.8 |
PP |
7,178.8 |
7,183.8 |
S1 |
7,166.4 |
7,168.9 |
|