Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,274.75 |
1,254.75 |
-20.00 |
-1.6% |
1,315.00 |
High |
1,283.50 |
1,274.50 |
-9.00 |
-0.7% |
1,322.00 |
Low |
1,243.25 |
1,241.25 |
-2.00 |
-0.2% |
1,278.50 |
Close |
1,254.00 |
1,268.75 |
14.75 |
1.2% |
1,301.25 |
Range |
40.25 |
33.25 |
-7.00 |
-17.4% |
43.50 |
ATR |
21.84 |
22.65 |
0.82 |
3.7% |
0.00 |
Volume |
4,201,401 |
2,754,244 |
-1,447,157 |
-34.4% |
4,499,358 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,348.25 |
1,287.00 |
|
R3 |
1,328.00 |
1,315.00 |
1,278.00 |
|
R2 |
1,294.75 |
1,294.75 |
1,274.75 |
|
R1 |
1,281.75 |
1,281.75 |
1,271.75 |
1,288.25 |
PP |
1,261.50 |
1,261.50 |
1,261.50 |
1,264.75 |
S1 |
1,248.50 |
1,248.50 |
1,265.75 |
1,255.00 |
S2 |
1,228.25 |
1,228.25 |
1,262.75 |
|
S3 |
1,195.00 |
1,215.25 |
1,259.50 |
|
S4 |
1,161.75 |
1,182.00 |
1,250.50 |
|
|
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 |
1,303.75 |
1,241.25 |
62.50 |
4.9% |
32.25 |
2.5% |
44% |
False |
True |
3,181,957 |
10 |
1,329.50 |
1,241.25 |
88.25 |
7.0% |
26.50 |
2.1% |
31% |
False |
True |
1,824,829 |
20 |
1,337.75 |
1,241.25 |
96.50 |
7.6% |
23.50 |
1.9% |
28% |
False |
True |
917,379 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.6% |
18.25 |
1.4% |
28% |
False |
True |
459,328 |
60 |
1,337.75 |
1,236.50 |
101.25 |
8.0% |
15.75 |
1.2% |
32% |
False |
False |
306,517 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.8% |
15.25 |
1.2% |
61% |
False |
False |
229,929 |
100 |
1,337.75 |
1,158.25 |
179.50 |
14.1% |
14.75 |
1.2% |
62% |
False |
False |
183,946 |
120 |
1,337.75 |
1,117.50 |
220.25 |
17.4% |
14.75 |
1.2% |
69% |
False |
False |
153,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.75 |
2.618 |
1,361.50 |
1.618 |
1,328.25 |
1.000 |
1,307.75 |
0.618 |
1,295.00 |
HIGH |
1,274.50 |
0.618 |
1,261.75 |
0.500 |
1,258.00 |
0.382 |
1,254.00 |
LOW |
1,241.25 |
0.618 |
1,220.75 |
1.000 |
1,208.00 |
1.618 |
1,187.50 |
2.618 |
1,154.25 |
4.250 |
1,100.00 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,265.00 |
1,268.25 |
PP |
1,261.50 |
1,267.75 |
S1 |
1,258.00 |
1,267.25 |
|