Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,254.75 |
1,268.50 |
13.75 |
1.1% |
1,298.50 |
High |
1,274.50 |
1,287.50 |
13.00 |
1.0% |
1,300.75 |
Low |
1,241.25 |
1,261.50 |
20.25 |
1.6% |
1,241.25 |
Close |
1,268.75 |
1,274.25 |
5.50 |
0.4% |
1,274.25 |
Range |
33.25 |
26.00 |
-7.25 |
-21.8% |
59.50 |
ATR |
22.65 |
22.89 |
0.24 |
1.1% |
0.00 |
Volume |
2,754,244 |
2,336,273 |
-417,971 |
-15.2% |
16,060,364 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.50 |
1,339.25 |
1,288.50 |
|
R3 |
1,326.50 |
1,313.25 |
1,281.50 |
|
R2 |
1,300.50 |
1,300.50 |
1,279.00 |
|
R1 |
1,287.25 |
1,287.25 |
1,276.75 |
1,294.00 |
PP |
1,274.50 |
1,274.50 |
1,274.50 |
1,277.75 |
S1 |
1,261.25 |
1,261.25 |
1,271.75 |
1,268.00 |
S2 |
1,248.50 |
1,248.50 |
1,269.50 |
|
S3 |
1,222.50 |
1,235.25 |
1,267.00 |
|
S4 |
1,196.50 |
1,209.25 |
1,260.00 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.50 |
1,422.00 |
1,307.00 |
|
R3 |
1,391.00 |
1,362.50 |
1,290.50 |
|
R2 |
1,331.50 |
1,331.50 |
1,285.25 |
|
R1 |
1,303.00 |
1,303.00 |
1,279.75 |
1,287.50 |
PP |
1,272.00 |
1,272.00 |
1,272.00 |
1,264.50 |
S1 |
1,243.50 |
1,243.50 |
1,268.75 |
1,228.00 |
S2 |
1,212.50 |
1,212.50 |
1,263.25 |
|
S3 |
1,153.00 |
1,184.00 |
1,258.00 |
|
S4 |
1,093.50 |
1,124.50 |
1,241.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.75 |
1,241.25 |
59.50 |
4.7% |
32.25 |
2.5% |
55% |
False |
False |
3,212,072 |
10 |
1,322.00 |
1,241.25 |
80.75 |
6.3% |
26.75 |
2.1% |
41% |
False |
False |
2,055,972 |
20 |
1,337.75 |
1,241.25 |
96.50 |
7.6% |
24.25 |
1.9% |
34% |
False |
False |
1,034,126 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.6% |
18.50 |
1.5% |
34% |
False |
False |
517,724 |
60 |
1,337.75 |
1,241.00 |
96.75 |
7.6% |
16.00 |
1.3% |
34% |
False |
False |
345,440 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.7% |
15.25 |
1.2% |
64% |
False |
False |
259,132 |
100 |
1,337.75 |
1,158.25 |
179.50 |
14.1% |
15.00 |
1.2% |
65% |
False |
False |
207,309 |
120 |
1,337.75 |
1,117.50 |
220.25 |
17.3% |
14.75 |
1.2% |
71% |
False |
False |
172,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.00 |
2.618 |
1,355.50 |
1.618 |
1,329.50 |
1.000 |
1,313.50 |
0.618 |
1,303.50 |
HIGH |
1,287.50 |
0.618 |
1,277.50 |
0.500 |
1,274.50 |
0.382 |
1,271.50 |
LOW |
1,261.50 |
0.618 |
1,245.50 |
1.000 |
1,235.50 |
1.618 |
1,219.50 |
2.618 |
1,193.50 |
4.250 |
1,151.00 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,274.50 |
1,271.00 |
PP |
1,274.50 |
1,267.75 |
S1 |
1,274.25 |
1,264.50 |
|