Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,186.5 |
7,111.0 |
-75.5 |
-1.1% |
7,202.5 |
High |
7,244.0 |
7,137.0 |
-107.0 |
-1.5% |
7,383.0 |
Low |
7,138.5 |
7,049.5 |
-89.0 |
-1.2% |
7,150.0 |
Close |
7,154.0 |
7,080.5 |
-73.5 |
-1.0% |
7,198.5 |
Range |
105.5 |
87.5 |
-18.0 |
-17.1% |
233.0 |
ATR |
106.6 |
106.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
3,363 |
6,926 |
3,563 |
105.9% |
22,498 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,351.5 |
7,303.5 |
7,128.6 |
|
R3 |
7,264.0 |
7,216.0 |
7,104.6 |
|
R2 |
7,176.5 |
7,176.5 |
7,096.5 |
|
R1 |
7,128.5 |
7,128.5 |
7,088.5 |
7,108.8 |
PP |
7,089.0 |
7,089.0 |
7,089.0 |
7,079.1 |
S1 |
7,041.0 |
7,041.0 |
7,072.5 |
7,021.3 |
S2 |
7,001.5 |
7,001.5 |
7,064.5 |
|
S3 |
6,914.0 |
6,953.5 |
7,056.4 |
|
S4 |
6,826.5 |
6,866.0 |
7,032.4 |
|
|
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 |
7,049.5 |
288.5 |
4.1% |
133.0 |
1.9% |
11% |
False |
True |
8,593 |
10 |
7,383.0 |
7,049.5 |
333.5 |
4.7% |
124.2 |
1.8% |
9% |
False |
True |
5,147 |
20 |
7,470.0 |
7,049.5 |
420.5 |
5.9% |
102.5 |
1.4% |
7% |
False |
True |
3,371 |
40 |
7,470.0 |
7,040.0 |
430.0 |
6.1% |
84.5 |
1.2% |
9% |
False |
False |
1,914 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.5% |
79.0 |
1.1% |
35% |
False |
False |
1,728 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.9% |
79.4 |
1.1% |
49% |
False |
False |
1,493 |
100 |
7,470.0 |
6,540.0 |
930.0 |
13.1% |
75.5 |
1.1% |
58% |
False |
False |
1,243 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
18.5% |
74.9 |
1.1% |
70% |
False |
False |
1,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,508.9 |
2.618 |
7,366.1 |
1.618 |
7,278.6 |
1.000 |
7,224.5 |
0.618 |
7,191.1 |
HIGH |
7,137.0 |
0.618 |
7,103.6 |
0.500 |
7,093.3 |
0.382 |
7,082.9 |
LOW |
7,049.5 |
0.618 |
6,995.4 |
1.000 |
6,962.0 |
1.618 |
6,907.9 |
2.618 |
6,820.4 |
4.250 |
6,677.6 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,093.3 |
7,150.3 |
PP |
7,089.0 |
7,127.0 |
S1 |
7,084.8 |
7,103.8 |
|