Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,276.25 |
1,292.50 |
16.25 |
1.3% |
1,298.50 |
High |
1,296.25 |
1,296.50 |
0.25 |
0.0% |
1,300.75 |
Low |
1,274.75 |
1,287.50 |
12.75 |
1.0% |
1,241.25 |
Close |
1,293.00 |
1,288.25 |
-4.75 |
-0.4% |
1,274.25 |
Range |
21.50 |
9.00 |
-12.50 |
-58.1% |
59.50 |
ATR |
22.83 |
21.84 |
-0.99 |
-4.3% |
0.00 |
Volume |
1,487,398 |
1,441,789 |
-45,609 |
-3.1% |
16,060,364 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.75 |
1,312.00 |
1,293.25 |
|
R3 |
1,308.75 |
1,303.00 |
1,290.75 |
|
R2 |
1,299.75 |
1,299.75 |
1,290.00 |
|
R1 |
1,294.00 |
1,294.00 |
1,289.00 |
1,292.50 |
PP |
1,290.75 |
1,290.75 |
1,290.75 |
1,290.00 |
S1 |
1,285.00 |
1,285.00 |
1,287.50 |
1,283.50 |
S2 |
1,281.75 |
1,281.75 |
1,286.50 |
|
S3 |
1,272.75 |
1,276.00 |
1,285.75 |
|
S4 |
1,263.75 |
1,267.00 |
1,283.25 |
|
|
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 |
1,296.50 |
1,241.25 |
55.25 |
4.3% |
26.00 |
2.0% |
85% |
True |
False |
2,444,221 |
10 |
1,320.00 |
1,241.25 |
78.75 |
6.1% |
25.50 |
2.0% |
60% |
False |
False |
2,328,980 |
20 |
1,331.25 |
1,241.25 |
90.00 |
7.0% |
23.75 |
1.8% |
52% |
False |
False |
1,180,293 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.5% |
18.75 |
1.5% |
49% |
False |
False |
590,928 |
60 |
1,337.75 |
1,241.00 |
96.75 |
7.5% |
16.25 |
1.3% |
49% |
False |
False |
394,247 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.6% |
15.25 |
1.2% |
72% |
False |
False |
295,747 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.7% |
15.00 |
1.2% |
72% |
False |
False |
236,600 |
120 |
1,337.75 |
1,117.50 |
220.25 |
17.1% |
15.00 |
1.2% |
78% |
False |
False |
197,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.75 |
2.618 |
1,320.00 |
1.618 |
1,311.00 |
1.000 |
1,305.50 |
0.618 |
1,302.00 |
HIGH |
1,296.50 |
0.618 |
1,293.00 |
0.500 |
1,292.00 |
0.382 |
1,291.00 |
LOW |
1,287.50 |
0.618 |
1,282.00 |
1.000 |
1,278.50 |
1.618 |
1,273.00 |
2.618 |
1,264.00 |
4.250 |
1,249.25 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,292.00 |
1,285.25 |
PP |
1,290.75 |
1,282.00 |
S1 |
1,289.50 |
1,279.00 |
|