Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,268.50 |
1,276.25 |
7.75 |
0.6% |
1,298.50 |
High |
1,287.50 |
1,296.25 |
8.75 |
0.7% |
1,300.75 |
Low |
1,261.50 |
1,274.75 |
13.25 |
1.1% |
1,241.25 |
Close |
1,274.25 |
1,293.00 |
18.75 |
1.5% |
1,274.25 |
Range |
26.00 |
21.50 |
-4.50 |
-17.3% |
59.50 |
ATR |
22.89 |
22.83 |
-0.06 |
-0.3% |
0.00 |
Volume |
2,336,273 |
1,487,398 |
-848,875 |
-36.3% |
16,060,364 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.50 |
1,344.25 |
1,304.75 |
|
R3 |
1,331.00 |
1,322.75 |
1,299.00 |
|
R2 |
1,309.50 |
1,309.50 |
1,297.00 |
|
R1 |
1,301.25 |
1,301.25 |
1,295.00 |
1,305.50 |
PP |
1,288.00 |
1,288.00 |
1,288.00 |
1,290.00 |
S1 |
1,279.75 |
1,279.75 |
1,291.00 |
1,284.00 |
S2 |
1,266.50 |
1,266.50 |
1,289.00 |
|
S3 |
1,245.00 |
1,258.25 |
1,287.00 |
|
S4 |
1,223.50 |
1,236.75 |
1,281.25 |
|
|
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 |
1,296.25 |
1,241.25 |
55.00 |
4.3% |
32.75 |
2.5% |
94% |
True |
False |
2,953,398 |
10 |
1,321.00 |
1,241.25 |
79.75 |
6.2% |
26.50 |
2.1% |
65% |
False |
False |
2,198,818 |
20 |
1,337.50 |
1,241.25 |
96.25 |
7.4% |
25.00 |
1.9% |
54% |
False |
False |
1,108,286 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.5% |
18.75 |
1.5% |
54% |
False |
False |
554,903 |
60 |
1,337.75 |
1,241.00 |
96.75 |
7.5% |
16.25 |
1.3% |
54% |
False |
False |
370,222 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.5% |
15.25 |
1.2% |
74% |
False |
False |
277,724 |
100 |
1,337.75 |
1,158.25 |
179.50 |
13.9% |
15.00 |
1.2% |
75% |
False |
False |
222,182 |
120 |
1,337.75 |
1,117.50 |
220.25 |
17.0% |
15.00 |
1.2% |
80% |
False |
False |
185,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.50 |
2.618 |
1,352.50 |
1.618 |
1,331.00 |
1.000 |
1,317.75 |
0.618 |
1,309.50 |
HIGH |
1,296.25 |
0.618 |
1,288.00 |
0.500 |
1,285.50 |
0.382 |
1,283.00 |
LOW |
1,274.75 |
0.618 |
1,261.50 |
1.000 |
1,253.25 |
1.618 |
1,240.00 |
2.618 |
1,218.50 |
4.250 |
1,183.50 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,290.50 |
1,285.00 |
PP |
1,288.00 |
1,276.75 |
S1 |
1,285.50 |
1,268.75 |
|