Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,111.0 |
7,017.5 |
-93.5 |
-1.3% |
7,168.0 |
High |
7,137.0 |
7,042.5 |
-94.5 |
-1.3% |
7,298.0 |
Low |
7,049.5 |
6,995.0 |
-54.5 |
-0.8% |
6,995.0 |
Close |
7,080.5 |
7,008.0 |
-72.5 |
-1.0% |
7,008.0 |
Range |
87.5 |
47.5 |
-40.0 |
-45.7% |
303.0 |
ATR |
106.4 |
104.9 |
-1.5 |
-1.4% |
0.0 |
Volume |
6,926 |
16,903 |
9,977 |
144.1% |
45,425 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,157.7 |
7,130.3 |
7,034.1 |
|
R3 |
7,110.2 |
7,082.8 |
7,021.1 |
|
R2 |
7,062.7 |
7,062.7 |
7,016.7 |
|
R1 |
7,035.3 |
7,035.3 |
7,012.4 |
7,025.3 |
PP |
7,015.2 |
7,015.2 |
7,015.2 |
7,010.1 |
S1 |
6,987.8 |
6,987.8 |
7,003.6 |
6,977.8 |
S2 |
6,967.7 |
6,967.7 |
6,999.3 |
|
S3 |
6,920.2 |
6,940.3 |
6,994.9 |
|
S4 |
6,872.7 |
6,892.8 |
6,981.9 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,009.3 |
7,811.7 |
7,174.7 |
|
R3 |
7,706.3 |
7,508.7 |
7,091.3 |
|
R2 |
7,403.3 |
7,403.3 |
7,063.6 |
|
R1 |
7,205.7 |
7,205.7 |
7,035.8 |
7,153.0 |
PP |
7,100.3 |
7,100.3 |
7,100.3 |
7,074.0 |
S1 |
6,902.7 |
6,902.7 |
6,980.2 |
6,850.0 |
S2 |
6,797.3 |
6,797.3 |
6,952.5 |
|
S3 |
6,494.3 |
6,599.7 |
6,924.7 |
|
S4 |
6,191.3 |
6,296.7 |
6,841.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,298.0 |
6,995.0 |
303.0 |
4.3% |
106.6 |
1.5% |
4% |
False |
True |
9,085 |
10 |
7,383.0 |
6,995.0 |
388.0 |
5.5% |
122.7 |
1.8% |
3% |
False |
True |
6,792 |
20 |
7,470.0 |
6,995.0 |
475.0 |
6.8% |
99.3 |
1.4% |
3% |
False |
True |
4,104 |
40 |
7,470.0 |
6,995.0 |
475.0 |
6.8% |
83.8 |
1.2% |
3% |
False |
True |
2,324 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.6% |
78.7 |
1.1% |
23% |
False |
False |
1,813 |
80 |
7,470.0 |
6,700.0 |
770.0 |
11.0% |
79.5 |
1.1% |
40% |
False |
False |
1,704 |
100 |
7,470.0 |
6,602.5 |
867.5 |
12.4% |
75.6 |
1.1% |
47% |
False |
False |
1,409 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
18.7% |
74.9 |
1.1% |
65% |
False |
False |
1,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,244.4 |
2.618 |
7,166.9 |
1.618 |
7,119.4 |
1.000 |
7,090.0 |
0.618 |
7,071.9 |
HIGH |
7,042.5 |
0.618 |
7,024.4 |
0.500 |
7,018.8 |
0.382 |
7,013.1 |
LOW |
6,995.0 |
0.618 |
6,965.6 |
1.000 |
6,947.5 |
1.618 |
6,918.1 |
2.618 |
6,870.6 |
4.250 |
6,793.1 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,018.8 |
7,119.5 |
PP |
7,015.2 |
7,082.3 |
S1 |
7,011.6 |
7,045.2 |
|