Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,017.5 |
6,950.0 |
-67.5 |
-1.0% |
7,168.0 |
High |
7,042.5 |
6,971.5 |
-71.0 |
-1.0% |
7,298.0 |
Low |
6,995.0 |
6,872.5 |
-122.5 |
-1.8% |
6,995.0 |
Close |
7,008.0 |
6,899.5 |
-108.5 |
-1.5% |
7,008.0 |
Range |
47.5 |
99.0 |
51.5 |
108.4% |
303.0 |
ATR |
104.9 |
107.1 |
2.2 |
2.1% |
0.0 |
Volume |
16,903 |
90,662 |
73,759 |
436.4% |
45,425 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,211.5 |
7,154.5 |
6,954.0 |
|
R3 |
7,112.5 |
7,055.5 |
6,926.7 |
|
R2 |
7,013.5 |
7,013.5 |
6,917.7 |
|
R1 |
6,956.5 |
6,956.5 |
6,908.6 |
6,935.5 |
PP |
6,914.5 |
6,914.5 |
6,914.5 |
6,904.0 |
S1 |
6,857.5 |
6,857.5 |
6,890.4 |
6,836.5 |
S2 |
6,815.5 |
6,815.5 |
6,881.4 |
|
S3 |
6,716.5 |
6,758.5 |
6,872.3 |
|
S4 |
6,617.5 |
6,659.5 |
6,845.1 |
|
|
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 |
7,251.0 |
6,872.5 |
378.5 |
5.5% |
98.2 |
1.4% |
7% |
False |
True |
26,397 |
10 |
7,383.0 |
6,872.5 |
510.5 |
7.4% |
117.5 |
1.7% |
5% |
False |
True |
15,827 |
20 |
7,470.0 |
6,872.5 |
597.5 |
8.7% |
102.3 |
1.5% |
5% |
False |
True |
8,627 |
40 |
7,470.0 |
6,872.5 |
597.5 |
8.7% |
85.6 |
1.2% |
5% |
False |
True |
4,586 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.7% |
79.6 |
1.2% |
5% |
False |
False |
3,214 |
80 |
7,470.0 |
6,700.0 |
770.0 |
11.2% |
79.9 |
1.2% |
26% |
False |
False |
2,831 |
100 |
7,470.0 |
6,606.0 |
864.0 |
12.5% |
76.0 |
1.1% |
34% |
False |
False |
2,314 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.0% |
75.3 |
1.1% |
57% |
False |
False |
1,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,392.3 |
2.618 |
7,230.7 |
1.618 |
7,131.7 |
1.000 |
7,070.5 |
0.618 |
7,032.7 |
HIGH |
6,971.5 |
0.618 |
6,933.7 |
0.500 |
6,922.0 |
0.382 |
6,910.3 |
LOW |
6,872.5 |
0.618 |
6,811.3 |
1.000 |
6,773.5 |
1.618 |
6,712.3 |
2.618 |
6,613.3 |
4.250 |
6,451.8 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,922.0 |
7,004.8 |
PP |
6,914.5 |
6,969.7 |
S1 |
6,907.0 |
6,934.6 |
|