Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,303.75 |
1,314.75 |
11.00 |
0.8% |
1,314.50 |
High |
1,321.00 |
1,320.00 |
-1.00 |
-0.1% |
1,331.25 |
Low |
1,301.25 |
1,306.75 |
5.50 |
0.4% |
1,291.50 |
Close |
1,315.25 |
1,310.50 |
-4.75 |
-0.4% |
1,315.50 |
Range |
19.75 |
13.25 |
-6.50 |
-32.9% |
39.75 |
ATR |
17.94 |
17.61 |
-0.34 |
-1.9% |
0.00 |
Volume |
140,172 |
269,929 |
129,757 |
92.6% |
90,303 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.25 |
1,344.50 |
1,317.75 |
|
R3 |
1,339.00 |
1,331.25 |
1,314.25 |
|
R2 |
1,325.75 |
1,325.75 |
1,313.00 |
|
R1 |
1,318.00 |
1,318.00 |
1,311.75 |
1,315.25 |
PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,311.00 |
S1 |
1,304.75 |
1,304.75 |
1,309.25 |
1,302.00 |
S2 |
1,299.25 |
1,299.25 |
1,308.00 |
|
S3 |
1,286.00 |
1,291.50 |
1,306.75 |
|
S4 |
1,272.75 |
1,278.25 |
1,303.25 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.00 |
1,413.50 |
1,337.25 |
|
R3 |
1,392.25 |
1,373.75 |
1,326.50 |
|
R2 |
1,352.50 |
1,352.50 |
1,322.75 |
|
R1 |
1,334.00 |
1,334.00 |
1,319.25 |
1,343.25 |
PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,317.50 |
S1 |
1,294.25 |
1,294.25 |
1,311.75 |
1,303.50 |
S2 |
1,273.00 |
1,273.00 |
1,308.25 |
|
S3 |
1,233.25 |
1,254.50 |
1,304.50 |
|
S4 |
1,193.50 |
1,214.75 |
1,293.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.50 |
1,298.25 |
31.25 |
2.4% |
21.25 |
1.6% |
39% |
False |
False |
103,057 |
10 |
1,331.25 |
1,287.75 |
43.50 |
3.3% |
21.00 |
1.6% |
52% |
False |
False |
58,258 |
20 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
17.25 |
1.3% |
46% |
False |
False |
30,064 |
40 |
1,337.75 |
1,257.75 |
80.00 |
6.1% |
15.50 |
1.2% |
66% |
False |
False |
15,715 |
60 |
1,337.75 |
1,224.00 |
113.75 |
8.7% |
13.50 |
1.0% |
76% |
False |
False |
10,657 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.4% |
14.00 |
1.1% |
85% |
False |
False |
7,999 |
100 |
1,337.75 |
1,145.75 |
192.00 |
14.7% |
14.00 |
1.1% |
86% |
False |
False |
6,402 |
120 |
1,337.75 |
1,107.75 |
230.00 |
17.6% |
14.00 |
1.1% |
88% |
False |
False |
5,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.25 |
2.618 |
1,354.75 |
1.618 |
1,341.50 |
1.000 |
1,333.25 |
0.618 |
1,328.25 |
HIGH |
1,320.00 |
0.618 |
1,315.00 |
0.500 |
1,313.50 |
0.382 |
1,311.75 |
LOW |
1,306.75 |
0.618 |
1,298.50 |
1.000 |
1,293.50 |
1.618 |
1,285.25 |
2.618 |
1,272.00 |
4.250 |
1,250.50 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,313.50 |
1,310.50 |
PP |
1,312.50 |
1,310.25 |
S1 |
1,311.50 |
1,310.00 |
|