Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,292.50 |
1,287.75 |
-4.75 |
-0.4% |
1,298.50 |
High |
1,296.50 |
1,296.00 |
-0.50 |
0.0% |
1,300.75 |
Low |
1,287.50 |
1,279.00 |
-8.50 |
-0.7% |
1,241.25 |
Close |
1,288.25 |
1,292.00 |
3.75 |
0.3% |
1,274.25 |
Range |
9.00 |
17.00 |
8.00 |
88.9% |
59.50 |
ATR |
21.84 |
21.49 |
-0.35 |
-1.6% |
0.00 |
Volume |
1,441,789 |
1,938,311 |
496,522 |
34.4% |
16,060,364 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.00 |
1,333.00 |
1,301.25 |
|
R3 |
1,323.00 |
1,316.00 |
1,296.75 |
|
R2 |
1,306.00 |
1,306.00 |
1,295.00 |
|
R1 |
1,299.00 |
1,299.00 |
1,293.50 |
1,302.50 |
PP |
1,289.00 |
1,289.00 |
1,289.00 |
1,290.75 |
S1 |
1,282.00 |
1,282.00 |
1,290.50 |
1,285.50 |
S2 |
1,272.00 |
1,272.00 |
1,289.00 |
|
S3 |
1,255.00 |
1,265.00 |
1,287.25 |
|
S4 |
1,238.00 |
1,248.00 |
1,282.75 |
|
|
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% |
21.25 |
1.7% |
92% |
False |
False |
1,991,603 |
10 |
1,312.50 |
1,241.25 |
71.25 |
5.5% |
26.00 |
2.0% |
71% |
False |
False |
2,495,818 |
20 |
1,331.25 |
1,241.25 |
90.00 |
7.0% |
23.50 |
1.8% |
56% |
False |
False |
1,277,038 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.5% |
18.75 |
1.5% |
53% |
False |
False |
639,365 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.5% |
16.50 |
1.3% |
53% |
False |
False |
426,547 |
80 |
1,337.75 |
1,163.00 |
174.75 |
13.5% |
15.25 |
1.2% |
74% |
False |
False |
319,975 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.6% |
15.00 |
1.2% |
74% |
False |
False |
255,983 |
120 |
1,337.75 |
1,117.50 |
220.25 |
17.0% |
14.75 |
1.2% |
79% |
False |
False |
213,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.25 |
2.618 |
1,340.50 |
1.618 |
1,323.50 |
1.000 |
1,313.00 |
0.618 |
1,306.50 |
HIGH |
1,296.00 |
0.618 |
1,289.50 |
0.500 |
1,287.50 |
0.382 |
1,285.50 |
LOW |
1,279.00 |
0.618 |
1,268.50 |
1.000 |
1,262.00 |
1.618 |
1,251.50 |
2.618 |
1,234.50 |
4.250 |
1,206.75 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,290.50 |
1,290.00 |
PP |
1,289.00 |
1,287.75 |
S1 |
1,287.50 |
1,285.50 |
|