Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,311.00 |
1,289.00 |
-22.00 |
-1.7% |
1,315.00 |
High |
1,312.50 |
1,303.75 |
-8.75 |
-0.7% |
1,322.00 |
Low |
1,287.75 |
1,278.50 |
-9.25 |
-0.7% |
1,278.50 |
Close |
1,289.50 |
1,301.25 |
11.75 |
0.9% |
1,301.25 |
Range |
24.75 |
25.25 |
0.50 |
2.0% |
43.50 |
ATR |
18.12 |
18.63 |
0.51 |
2.8% |
0.00 |
Volume |
1,844,627 |
2,185,696 |
341,069 |
18.5% |
4,499,358 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.25 |
1,361.00 |
1,315.25 |
|
R3 |
1,345.00 |
1,335.75 |
1,308.25 |
|
R2 |
1,319.75 |
1,319.75 |
1,306.00 |
|
R1 |
1,310.50 |
1,310.50 |
1,303.50 |
1,315.00 |
PP |
1,294.50 |
1,294.50 |
1,294.50 |
1,296.75 |
S1 |
1,285.25 |
1,285.25 |
1,299.00 |
1,290.00 |
S2 |
1,269.25 |
1,269.25 |
1,296.50 |
|
S3 |
1,244.00 |
1,260.00 |
1,294.25 |
|
S4 |
1,218.75 |
1,234.75 |
1,287.25 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.00 |
1,409.75 |
1,325.25 |
|
R3 |
1,387.50 |
1,366.25 |
1,313.25 |
|
R2 |
1,344.00 |
1,344.00 |
1,309.25 |
|
R1 |
1,322.75 |
1,322.75 |
1,305.25 |
1,311.50 |
PP |
1,300.50 |
1,300.50 |
1,300.50 |
1,295.00 |
S1 |
1,279.25 |
1,279.25 |
1,297.25 |
1,268.00 |
S2 |
1,257.00 |
1,257.00 |
1,293.25 |
|
S3 |
1,213.50 |
1,235.75 |
1,289.25 |
|
S4 |
1,170.00 |
1,192.25 |
1,277.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.00 |
1,278.50 |
43.50 |
3.3% |
21.25 |
1.6% |
52% |
False |
True |
899,871 |
10 |
1,331.25 |
1,278.50 |
52.75 |
4.1% |
22.50 |
1.7% |
43% |
False |
True |
458,966 |
20 |
1,337.75 |
1,278.50 |
59.25 |
4.6% |
18.75 |
1.4% |
38% |
False |
True |
231,491 |
40 |
1,337.75 |
1,257.75 |
80.00 |
6.1% |
16.25 |
1.3% |
54% |
False |
False |
116,430 |
60 |
1,337.75 |
1,224.00 |
113.75 |
8.7% |
14.00 |
1.1% |
68% |
False |
False |
77,817 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
14.25 |
1.1% |
79% |
False |
False |
58,378 |
100 |
1,337.75 |
1,145.75 |
192.00 |
14.8% |
14.00 |
1.1% |
81% |
False |
False |
46,705 |
120 |
1,337.75 |
1,107.75 |
230.00 |
17.7% |
14.00 |
1.1% |
84% |
False |
False |
38,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.00 |
2.618 |
1,369.75 |
1.618 |
1,344.50 |
1.000 |
1,329.00 |
0.618 |
1,319.25 |
HIGH |
1,303.75 |
0.618 |
1,294.00 |
0.500 |
1,291.00 |
0.382 |
1,288.25 |
LOW |
1,278.50 |
0.618 |
1,263.00 |
1.000 |
1,253.25 |
1.618 |
1,237.75 |
2.618 |
1,212.50 |
4.250 |
1,171.25 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,298.00 |
1,300.50 |
PP |
1,294.50 |
1,300.00 |
S1 |
1,291.00 |
1,299.25 |
|