Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,289.00 |
1,298.50 |
9.50 |
0.7% |
1,315.00 |
High |
1,303.75 |
1,300.75 |
-3.00 |
-0.2% |
1,322.00 |
Low |
1,278.50 |
1,281.00 |
2.50 |
0.2% |
1,278.50 |
Close |
1,301.25 |
1,290.50 |
-10.75 |
-0.8% |
1,301.25 |
Range |
25.25 |
19.75 |
-5.50 |
-21.8% |
43.50 |
ATR |
18.63 |
18.74 |
0.12 |
0.6% |
0.00 |
Volume |
2,185,696 |
2,780,768 |
595,072 |
27.2% |
4,499,358 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.00 |
1,340.00 |
1,301.25 |
|
R3 |
1,330.25 |
1,320.25 |
1,296.00 |
|
R2 |
1,310.50 |
1,310.50 |
1,294.00 |
|
R1 |
1,300.50 |
1,300.50 |
1,292.25 |
1,295.50 |
PP |
1,290.75 |
1,290.75 |
1,290.75 |
1,288.25 |
S1 |
1,280.75 |
1,280.75 |
1,288.75 |
1,276.00 |
S2 |
1,271.00 |
1,271.00 |
1,287.00 |
|
S3 |
1,251.25 |
1,261.00 |
1,285.00 |
|
S4 |
1,231.50 |
1,241.25 |
1,279.75 |
|
|
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 |
1,321.00 |
1,278.50 |
42.50 |
3.3% |
20.50 |
1.6% |
28% |
False |
False |
1,444,238 |
10 |
1,331.25 |
1,278.50 |
52.75 |
4.1% |
23.00 |
1.8% |
23% |
False |
False |
735,738 |
20 |
1,337.75 |
1,278.50 |
59.25 |
4.6% |
18.75 |
1.5% |
20% |
False |
False |
370,476 |
40 |
1,337.75 |
1,257.75 |
80.00 |
6.2% |
16.50 |
1.3% |
41% |
False |
False |
185,906 |
60 |
1,337.75 |
1,224.00 |
113.75 |
8.8% |
14.25 |
1.1% |
58% |
False |
False |
124,150 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.5% |
14.25 |
1.1% |
73% |
False |
False |
93,138 |
100 |
1,337.75 |
1,150.50 |
187.25 |
14.5% |
14.00 |
1.1% |
75% |
False |
False |
74,513 |
120 |
1,337.75 |
1,107.75 |
230.00 |
17.8% |
14.25 |
1.1% |
79% |
False |
False |
62,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.75 |
2.618 |
1,352.50 |
1.618 |
1,332.75 |
1.000 |
1,320.50 |
0.618 |
1,313.00 |
HIGH |
1,300.75 |
0.618 |
1,293.25 |
0.500 |
1,291.00 |
0.382 |
1,288.50 |
LOW |
1,281.00 |
0.618 |
1,268.75 |
1.000 |
1,261.25 |
1.618 |
1,249.00 |
2.618 |
1,229.25 |
4.250 |
1,197.00 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,291.00 |
1,295.50 |
PP |
1,290.75 |
1,293.75 |
S1 |
1,290.50 |
1,292.25 |
|