Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,290.50 |
1,274.75 |
-15.75 |
-1.2% |
1,315.00 |
High |
1,293.25 |
1,283.50 |
-9.75 |
-0.8% |
1,322.00 |
Low |
1,251.00 |
1,243.25 |
-7.75 |
-0.6% |
1,278.50 |
Close |
1,275.25 |
1,254.00 |
-21.25 |
-1.7% |
1,301.25 |
Range |
42.25 |
40.25 |
-2.00 |
-4.7% |
43.50 |
ATR |
20.42 |
21.84 |
1.42 |
6.9% |
0.00 |
Volume |
3,987,678 |
4,201,401 |
213,723 |
5.4% |
4,499,358 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.00 |
1,357.75 |
1,276.25 |
|
R3 |
1,340.75 |
1,317.50 |
1,265.00 |
|
R2 |
1,300.50 |
1,300.50 |
1,261.50 |
|
R1 |
1,277.25 |
1,277.25 |
1,257.75 |
1,268.75 |
PP |
1,260.25 |
1,260.25 |
1,260.25 |
1,256.00 |
S1 |
1,237.00 |
1,237.00 |
1,250.25 |
1,228.50 |
S2 |
1,220.00 |
1,220.00 |
1,246.50 |
|
S3 |
1,179.75 |
1,196.75 |
1,243.00 |
|
S4 |
1,139.50 |
1,156.50 |
1,231.75 |
|
|
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 |
1,312.50 |
1,243.25 |
69.25 |
5.5% |
30.50 |
2.4% |
16% |
False |
True |
3,000,034 |
10 |
1,329.50 |
1,243.25 |
86.25 |
6.9% |
26.00 |
2.1% |
12% |
False |
True |
1,551,545 |
20 |
1,337.75 |
1,243.25 |
94.50 |
7.5% |
22.25 |
1.8% |
11% |
False |
True |
779,777 |
40 |
1,337.75 |
1,243.25 |
94.50 |
7.5% |
18.00 |
1.4% |
11% |
False |
True |
390,536 |
60 |
1,337.75 |
1,229.50 |
108.25 |
8.6% |
15.25 |
1.2% |
23% |
False |
False |
260,628 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.9% |
15.00 |
1.2% |
52% |
False |
False |
195,501 |
100 |
1,337.75 |
1,158.25 |
179.50 |
14.3% |
14.50 |
1.2% |
53% |
False |
False |
156,403 |
120 |
1,337.75 |
1,109.25 |
228.50 |
18.2% |
14.75 |
1.2% |
63% |
False |
False |
130,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.50 |
2.618 |
1,388.75 |
1.618 |
1,348.50 |
1.000 |
1,323.75 |
0.618 |
1,308.25 |
HIGH |
1,283.50 |
0.618 |
1,268.00 |
0.500 |
1,263.50 |
0.382 |
1,258.75 |
LOW |
1,243.25 |
0.618 |
1,218.50 |
1.000 |
1,203.00 |
1.618 |
1,178.25 |
2.618 |
1,138.00 |
4.250 |
1,072.25 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,263.50 |
1,272.00 |
PP |
1,260.25 |
1,266.00 |
S1 |
1,257.00 |
1,260.00 |
|