Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,314.75 |
1,311.00 |
-3.75 |
-0.3% |
1,314.50 |
High |
1,320.00 |
1,312.50 |
-7.50 |
-0.6% |
1,331.25 |
Low |
1,306.75 |
1,287.75 |
-19.00 |
-1.5% |
1,291.50 |
Close |
1,310.50 |
1,289.50 |
-21.00 |
-1.6% |
1,315.50 |
Range |
13.25 |
24.75 |
11.50 |
86.8% |
39.75 |
ATR |
17.61 |
18.12 |
0.51 |
2.9% |
0.00 |
Volume |
269,929 |
1,844,627 |
1,574,698 |
583.4% |
90,303 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.75 |
1,355.00 |
1,303.00 |
|
R3 |
1,346.00 |
1,330.25 |
1,296.25 |
|
R2 |
1,321.25 |
1,321.25 |
1,294.00 |
|
R1 |
1,305.50 |
1,305.50 |
1,291.75 |
1,301.00 |
PP |
1,296.50 |
1,296.50 |
1,296.50 |
1,294.50 |
S1 |
1,280.75 |
1,280.75 |
1,287.25 |
1,276.25 |
S2 |
1,271.75 |
1,271.75 |
1,285.00 |
|
S3 |
1,247.00 |
1,256.00 |
1,282.75 |
|
S4 |
1,222.25 |
1,231.25 |
1,276.00 |
|
|
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 |
1,287.75 |
41.75 |
3.2% |
21.00 |
1.6% |
4% |
False |
True |
467,701 |
10 |
1,331.25 |
1,287.75 |
43.50 |
3.4% |
21.75 |
1.7% |
4% |
False |
True |
242,154 |
20 |
1,337.75 |
1,287.75 |
50.00 |
3.9% |
18.00 |
1.4% |
4% |
False |
True |
122,240 |
40 |
1,337.75 |
1,257.75 |
80.00 |
6.2% |
16.00 |
1.2% |
40% |
False |
False |
61,822 |
60 |
1,337.75 |
1,224.00 |
113.75 |
8.8% |
13.75 |
1.1% |
58% |
False |
False |
41,400 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.7% |
14.00 |
1.1% |
73% |
False |
False |
31,057 |
100 |
1,337.75 |
1,145.75 |
192.00 |
14.9% |
14.00 |
1.1% |
75% |
False |
False |
24,848 |
120 |
1,337.75 |
1,107.75 |
230.00 |
17.8% |
14.00 |
1.1% |
79% |
False |
False |
20,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.75 |
2.618 |
1,377.25 |
1.618 |
1,352.50 |
1.000 |
1,337.25 |
0.618 |
1,327.75 |
HIGH |
1,312.50 |
0.618 |
1,303.00 |
0.500 |
1,300.00 |
0.382 |
1,297.25 |
LOW |
1,287.75 |
0.618 |
1,272.50 |
1.000 |
1,263.00 |
1.618 |
1,247.75 |
2.618 |
1,223.00 |
4.250 |
1,182.50 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,300.00 |
1,304.50 |
PP |
1,296.50 |
1,299.50 |
S1 |
1,293.00 |
1,294.50 |
|