Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,822.0 |
6,996.0 |
174.0 |
2.6% |
6,740.0 |
High |
6,980.0 |
7,006.0 |
26.0 |
0.4% |
7,006.0 |
Low |
6,805.5 |
6,940.0 |
134.5 |
2.0% |
6,733.0 |
Close |
6,959.0 |
6,981.5 |
22.5 |
0.3% |
6,981.5 |
Range |
174.5 |
66.0 |
-108.5 |
-62.2% |
273.0 |
ATR |
138.9 |
133.6 |
-5.2 |
-3.7% |
0.0 |
Volume |
160,568 |
114,463 |
-46,105 |
-28.7% |
706,923 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,173.8 |
7,143.7 |
7,017.8 |
|
R3 |
7,107.8 |
7,077.7 |
6,999.7 |
|
R2 |
7,041.8 |
7,041.8 |
6,993.6 |
|
R1 |
7,011.7 |
7,011.7 |
6,987.6 |
6,993.8 |
PP |
6,975.8 |
6,975.8 |
6,975.8 |
6,966.9 |
S1 |
6,945.7 |
6,945.7 |
6,975.5 |
6,927.8 |
S2 |
6,909.8 |
6,909.8 |
6,969.4 |
|
S3 |
6,843.8 |
6,879.7 |
6,963.4 |
|
S4 |
6,777.8 |
6,813.7 |
6,945.2 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,725.8 |
7,626.7 |
7,131.7 |
|
R3 |
7,452.8 |
7,353.7 |
7,056.6 |
|
R2 |
7,179.8 |
7,179.8 |
7,031.6 |
|
R1 |
7,080.7 |
7,080.7 |
7,006.5 |
7,130.3 |
PP |
6,906.8 |
6,906.8 |
6,906.8 |
6,931.6 |
S1 |
6,807.7 |
6,807.7 |
6,956.5 |
6,857.3 |
S2 |
6,633.8 |
6,633.8 |
6,931.5 |
|
S3 |
6,360.8 |
6,534.7 |
6,906.4 |
|
S4 |
6,087.8 |
6,261.7 |
6,831.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,006.0 |
6,733.0 |
273.0 |
3.9% |
104.0 |
1.5% |
91% |
True |
False |
141,384 |
10 |
7,006.0 |
6,436.0 |
570.0 |
8.2% |
149.7 |
2.1% |
96% |
True |
False |
132,902 |
20 |
7,383.0 |
6,436.0 |
947.0 |
13.6% |
136.2 |
2.0% |
58% |
False |
False |
69,847 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.8% |
103.9 |
1.5% |
53% |
False |
False |
35,442 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.8% |
94.9 |
1.4% |
53% |
False |
False |
23,744 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.8% |
84.7 |
1.2% |
53% |
False |
False |
18,276 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.8% |
85.0 |
1.2% |
53% |
False |
False |
14,675 |
120 |
7,470.0 |
6,261.0 |
1,209.0 |
17.3% |
80.4 |
1.2% |
60% |
False |
False |
12,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,286.5 |
2.618 |
7,178.8 |
1.618 |
7,112.8 |
1.000 |
7,072.0 |
0.618 |
7,046.8 |
HIGH |
7,006.0 |
0.618 |
6,980.8 |
0.500 |
6,973.0 |
0.382 |
6,965.2 |
LOW |
6,940.0 |
0.618 |
6,899.2 |
1.000 |
6,874.0 |
1.618 |
6,833.2 |
2.618 |
6,767.2 |
4.250 |
6,659.5 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,978.7 |
6,945.1 |
PP |
6,975.8 |
6,908.7 |
S1 |
6,973.0 |
6,872.3 |
|