Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,950.0 |
6,712.5 |
-237.5 |
-3.4% |
7,168.0 |
High |
6,971.5 |
6,741.5 |
-230.0 |
-3.3% |
7,298.0 |
Low |
6,872.5 |
6,506.5 |
-366.0 |
-5.3% |
6,995.0 |
Close |
6,899.5 |
6,687.5 |
-212.0 |
-3.1% |
7,008.0 |
Range |
99.0 |
235.0 |
136.0 |
137.4% |
303.0 |
ATR |
107.1 |
127.5 |
20.4 |
19.1% |
0.0 |
Volume |
90,662 |
104,604 |
13,942 |
15.4% |
45,425 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,350.2 |
7,253.8 |
6,816.8 |
|
R3 |
7,115.2 |
7,018.8 |
6,752.1 |
|
R2 |
6,880.2 |
6,880.2 |
6,730.6 |
|
R1 |
6,783.8 |
6,783.8 |
6,709.0 |
6,714.5 |
PP |
6,645.2 |
6,645.2 |
6,645.2 |
6,610.5 |
S1 |
6,548.8 |
6,548.8 |
6,666.0 |
6,479.5 |
S2 |
6,410.2 |
6,410.2 |
6,644.4 |
|
S3 |
6,175.2 |
6,313.8 |
6,622.9 |
|
S4 |
5,940.2 |
6,078.8 |
6,558.3 |
|
|
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 |
7,244.0 |
6,506.5 |
737.5 |
11.0% |
114.9 |
1.7% |
25% |
False |
True |
44,491 |
10 |
7,338.0 |
6,506.5 |
831.5 |
12.4% |
122.3 |
1.8% |
22% |
False |
True |
26,231 |
20 |
7,470.0 |
6,506.5 |
963.5 |
14.4% |
112.2 |
1.7% |
19% |
False |
True |
13,837 |
40 |
7,470.0 |
6,506.5 |
963.5 |
14.4% |
89.6 |
1.3% |
19% |
False |
True |
7,197 |
60 |
7,470.0 |
6,506.5 |
963.5 |
14.4% |
82.7 |
1.2% |
19% |
False |
True |
4,899 |
80 |
7,470.0 |
6,506.5 |
963.5 |
14.4% |
82.1 |
1.2% |
19% |
False |
True |
4,136 |
100 |
7,470.0 |
6,506.5 |
963.5 |
14.4% |
78.1 |
1.2% |
19% |
False |
True |
3,357 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.6% |
75.9 |
1.1% |
40% |
False |
False |
2,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,740.3 |
2.618 |
7,356.7 |
1.618 |
7,121.7 |
1.000 |
6,976.5 |
0.618 |
6,886.7 |
HIGH |
6,741.5 |
0.618 |
6,651.7 |
0.500 |
6,624.0 |
0.382 |
6,596.3 |
LOW |
6,506.5 |
0.618 |
6,361.3 |
1.000 |
6,271.5 |
1.618 |
6,126.3 |
2.618 |
5,891.3 |
4.250 |
5,507.8 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,666.3 |
6,774.5 |
PP |
6,645.2 |
6,745.5 |
S1 |
6,624.0 |
6,716.5 |
|