Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,712.5 |
6,645.0 |
-67.5 |
-1.0% |
7,168.0 |
High |
6,741.5 |
6,760.0 |
18.5 |
0.3% |
7,298.0 |
Low |
6,506.5 |
6,436.0 |
-70.5 |
-1.1% |
6,995.0 |
Close |
6,687.5 |
6,552.5 |
-135.0 |
-2.0% |
7,008.0 |
Range |
235.0 |
324.0 |
89.0 |
37.9% |
303.0 |
ATR |
127.5 |
141.6 |
14.0 |
11.0% |
0.0 |
Volume |
104,604 |
141,274 |
36,670 |
35.1% |
45,425 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.8 |
7,377.7 |
6,730.7 |
|
R3 |
7,230.8 |
7,053.7 |
6,641.6 |
|
R2 |
6,906.8 |
6,906.8 |
6,611.9 |
|
R1 |
6,729.7 |
6,729.7 |
6,582.2 |
6,656.3 |
PP |
6,582.8 |
6,582.8 |
6,582.8 |
6,546.1 |
S1 |
6,405.7 |
6,405.7 |
6,522.8 |
6,332.3 |
S2 |
6,258.8 |
6,258.8 |
6,493.1 |
|
S3 |
5,934.8 |
6,081.7 |
6,463.4 |
|
S4 |
5,610.8 |
5,757.7 |
6,374.3 |
|
|
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 |
7,137.0 |
6,436.0 |
701.0 |
10.7% |
158.6 |
2.4% |
17% |
False |
True |
72,073 |
10 |
7,338.0 |
6,436.0 |
902.0 |
13.8% |
146.9 |
2.2% |
13% |
False |
True |
40,172 |
20 |
7,470.0 |
6,436.0 |
1,034.0 |
15.8% |
126.6 |
1.9% |
11% |
False |
True |
20,884 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.8% |
95.2 |
1.5% |
11% |
False |
True |
10,693 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.8% |
86.7 |
1.3% |
11% |
False |
True |
7,251 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.8% |
84.9 |
1.3% |
11% |
False |
True |
5,899 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.8% |
81.0 |
1.2% |
11% |
False |
True |
4,766 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
20.0% |
78.2 |
1.2% |
30% |
False |
False |
4,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,137.0 |
2.618 |
7,608.2 |
1.618 |
7,284.2 |
1.000 |
7,084.0 |
0.618 |
6,960.2 |
HIGH |
6,760.0 |
0.618 |
6,636.2 |
0.500 |
6,598.0 |
0.382 |
6,559.8 |
LOW |
6,436.0 |
0.618 |
6,235.8 |
1.000 |
6,112.0 |
1.618 |
5,911.8 |
2.618 |
5,587.8 |
4.250 |
5,059.0 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,598.0 |
6,703.8 |
PP |
6,582.8 |
6,653.3 |
S1 |
6,567.7 |
6,602.9 |
|