Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,298.50 |
1,290.50 |
-8.00 |
-0.6% |
1,315.00 |
High |
1,300.75 |
1,293.25 |
-7.50 |
-0.6% |
1,322.00 |
Low |
1,281.00 |
1,251.00 |
-30.00 |
-2.3% |
1,278.50 |
Close |
1,290.50 |
1,275.25 |
-15.25 |
-1.2% |
1,301.25 |
Range |
19.75 |
42.25 |
22.50 |
113.9% |
43.50 |
ATR |
18.74 |
20.42 |
1.68 |
9.0% |
0.00 |
Volume |
2,780,768 |
3,987,678 |
1,206,910 |
43.4% |
4,499,358 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.00 |
1,379.75 |
1,298.50 |
|
R3 |
1,357.75 |
1,337.50 |
1,286.75 |
|
R2 |
1,315.50 |
1,315.50 |
1,283.00 |
|
R1 |
1,295.25 |
1,295.25 |
1,279.00 |
1,284.25 |
PP |
1,273.25 |
1,273.25 |
1,273.25 |
1,267.50 |
S1 |
1,253.00 |
1,253.00 |
1,271.50 |
1,242.00 |
S2 |
1,231.00 |
1,231.00 |
1,267.50 |
|
S3 |
1,188.75 |
1,210.75 |
1,263.75 |
|
S4 |
1,146.50 |
1,168.50 |
1,252.00 |
|
|
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 |
1,320.00 |
1,251.00 |
69.00 |
5.4% |
25.00 |
2.0% |
35% |
False |
True |
2,213,739 |
10 |
1,329.50 |
1,251.00 |
78.50 |
6.2% |
23.50 |
1.8% |
31% |
False |
True |
1,133,020 |
20 |
1,337.75 |
1,251.00 |
86.75 |
6.8% |
20.50 |
1.6% |
28% |
False |
True |
569,747 |
40 |
1,337.75 |
1,251.00 |
86.75 |
6.8% |
17.25 |
1.4% |
28% |
False |
True |
285,539 |
60 |
1,337.75 |
1,229.50 |
108.25 |
8.5% |
14.75 |
1.2% |
42% |
False |
False |
190,609 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.7% |
14.75 |
1.2% |
64% |
False |
False |
142,983 |
100 |
1,337.75 |
1,157.75 |
180.00 |
14.1% |
14.25 |
1.1% |
65% |
False |
False |
114,389 |
120 |
1,337.75 |
1,107.75 |
230.00 |
18.0% |
14.50 |
1.1% |
73% |
False |
False |
95,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.75 |
2.618 |
1,403.75 |
1.618 |
1,361.50 |
1.000 |
1,335.50 |
0.618 |
1,319.25 |
HIGH |
1,293.25 |
0.618 |
1,277.00 |
0.500 |
1,272.00 |
0.382 |
1,267.25 |
LOW |
1,251.00 |
0.618 |
1,225.00 |
1.000 |
1,208.75 |
1.618 |
1,182.75 |
2.618 |
1,140.50 |
4.250 |
1,071.50 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,274.25 |
1,277.50 |
PP |
1,273.25 |
1,276.75 |
S1 |
1,272.00 |
1,276.00 |
|