Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,788.0 |
6,822.0 |
34.0 |
0.5% |
6,950.0 |
High |
6,840.0 |
6,980.0 |
140.0 |
2.0% |
6,971.5 |
Low |
6,738.5 |
6,805.5 |
67.0 |
1.0% |
6,436.0 |
Close |
6,822.0 |
6,959.0 |
137.0 |
2.0% |
6,694.5 |
Range |
101.5 |
174.5 |
73.0 |
71.9% |
535.5 |
ATR |
136.1 |
138.9 |
2.7 |
2.0% |
0.0 |
Volume |
162,786 |
160,568 |
-2,218 |
-1.4% |
622,105 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,438.3 |
7,373.2 |
7,055.0 |
|
R3 |
7,263.8 |
7,198.7 |
7,007.0 |
|
R2 |
7,089.3 |
7,089.3 |
6,991.0 |
|
R1 |
7,024.2 |
7,024.2 |
6,975.0 |
7,056.8 |
PP |
6,914.8 |
6,914.8 |
6,914.8 |
6,931.1 |
S1 |
6,849.7 |
6,849.7 |
6,943.0 |
6,882.3 |
S2 |
6,740.3 |
6,740.3 |
6,927.0 |
|
S3 |
6,565.8 |
6,675.2 |
6,911.0 |
|
S4 |
6,391.3 |
6,500.7 |
6,863.0 |
|
|
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 |
6,980.0 |
6,644.0 |
336.0 |
4.8% |
118.9 |
1.7% |
94% |
True |
False |
155,520 |
10 |
7,042.5 |
6,436.0 |
606.5 |
8.7% |
147.8 |
2.1% |
86% |
False |
False |
123,146 |
20 |
7,383.0 |
6,436.0 |
947.0 |
13.6% |
136.0 |
2.0% |
55% |
False |
False |
64,147 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
104.6 |
1.5% |
51% |
False |
False |
32,597 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
95.5 |
1.4% |
51% |
False |
False |
21,845 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
85.7 |
1.2% |
51% |
False |
False |
16,852 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
85.0 |
1.2% |
51% |
False |
False |
13,534 |
120 |
7,470.0 |
6,261.0 |
1,209.0 |
17.4% |
80.2 |
1.2% |
58% |
False |
False |
11,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,721.6 |
2.618 |
7,436.8 |
1.618 |
7,262.3 |
1.000 |
7,154.5 |
0.618 |
7,087.8 |
HIGH |
6,980.0 |
0.618 |
6,913.3 |
0.500 |
6,892.8 |
0.382 |
6,872.2 |
LOW |
6,805.5 |
0.618 |
6,697.7 |
1.000 |
6,631.0 |
1.618 |
6,523.2 |
2.618 |
6,348.7 |
4.250 |
6,063.9 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,936.9 |
6,925.8 |
PP |
6,914.8 |
6,892.5 |
S1 |
6,892.8 |
6,859.3 |
|