Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,548.0 |
6,744.0 |
196.0 |
3.0% |
6,950.0 |
High |
6,716.0 |
6,784.5 |
68.5 |
1.0% |
6,971.5 |
Low |
6,538.0 |
6,644.0 |
106.0 |
1.6% |
6,436.0 |
Close |
6,676.0 |
6,694.5 |
18.5 |
0.3% |
6,694.5 |
Range |
178.0 |
140.5 |
-37.5 |
-21.1% |
535.5 |
ATR |
144.2 |
143.9 |
-0.3 |
-0.2% |
0.0 |
Volume |
100,424 |
185,141 |
84,717 |
84.4% |
622,105 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,129.2 |
7,052.3 |
6,771.8 |
|
R3 |
6,988.7 |
6,911.8 |
6,733.1 |
|
R2 |
6,848.2 |
6,848.2 |
6,720.3 |
|
R1 |
6,771.3 |
6,771.3 |
6,707.4 |
6,739.5 |
PP |
6,707.7 |
6,707.7 |
6,707.7 |
6,691.8 |
S1 |
6,630.8 |
6,630.8 |
6,681.6 |
6,599.0 |
S2 |
6,567.2 |
6,567.2 |
6,668.7 |
|
S3 |
6,426.7 |
6,490.3 |
6,655.9 |
|
S4 |
6,286.2 |
6,349.8 |
6,617.2 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,307.2 |
8,036.3 |
6,989.0 |
|
R3 |
7,771.7 |
7,500.8 |
6,841.8 |
|
R2 |
7,236.2 |
7,236.2 |
6,792.7 |
|
R1 |
6,965.3 |
6,965.3 |
6,743.6 |
6,833.0 |
PP |
6,700.7 |
6,700.7 |
6,700.7 |
6,634.5 |
S1 |
6,429.8 |
6,429.8 |
6,645.4 |
6,297.5 |
S2 |
6,165.2 |
6,165.2 |
6,596.3 |
|
S3 |
5,629.7 |
5,894.3 |
6,547.2 |
|
S4 |
5,094.2 |
5,358.8 |
6,400.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,971.5 |
6,436.0 |
535.5 |
8.0% |
195.3 |
2.9% |
48% |
False |
False |
124,421 |
10 |
7,298.0 |
6,436.0 |
862.0 |
12.9% |
151.0 |
2.3% |
30% |
False |
False |
66,753 |
20 |
7,470.0 |
6,436.0 |
1,034.0 |
15.4% |
137.5 |
2.1% |
25% |
False |
False |
35,131 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.4% |
99.6 |
1.5% |
25% |
False |
False |
17,814 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.4% |
91.2 |
1.4% |
25% |
False |
False |
12,002 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.4% |
85.7 |
1.3% |
25% |
False |
False |
9,457 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.4% |
83.0 |
1.2% |
25% |
False |
False |
7,617 |
120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.6% |
79.7 |
1.2% |
41% |
False |
False |
6,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,381.6 |
2.618 |
7,152.3 |
1.618 |
7,011.8 |
1.000 |
6,925.0 |
0.618 |
6,871.3 |
HIGH |
6,784.5 |
0.618 |
6,730.8 |
0.500 |
6,714.3 |
0.382 |
6,697.7 |
LOW |
6,644.0 |
0.618 |
6,557.2 |
1.000 |
6,503.5 |
1.618 |
6,416.7 |
2.618 |
6,276.2 |
4.250 |
6,046.9 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,714.3 |
6,666.4 |
PP |
6,707.7 |
6,638.3 |
S1 |
6,701.1 |
6,610.3 |
|