Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,287.75 |
1,292.00 |
4.25 |
0.3% |
1,298.50 |
High |
1,296.00 |
1,306.75 |
10.75 |
0.8% |
1,300.75 |
Low |
1,279.00 |
1,289.25 |
10.25 |
0.8% |
1,241.25 |
Close |
1,292.00 |
1,305.25 |
13.25 |
1.0% |
1,274.25 |
Range |
17.00 |
17.50 |
0.50 |
2.9% |
59.50 |
ATR |
21.49 |
21.21 |
-0.29 |
-1.3% |
0.00 |
Volume |
1,938,311 |
1,828,579 |
-109,732 |
-5.7% |
16,060,364 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.00 |
1,346.50 |
1,315.00 |
|
R3 |
1,335.50 |
1,329.00 |
1,310.00 |
|
R2 |
1,318.00 |
1,318.00 |
1,308.50 |
|
R1 |
1,311.50 |
1,311.50 |
1,306.75 |
1,314.75 |
PP |
1,300.50 |
1,300.50 |
1,300.50 |
1,302.00 |
S1 |
1,294.00 |
1,294.00 |
1,303.75 |
1,297.25 |
S2 |
1,283.00 |
1,283.00 |
1,302.00 |
|
S3 |
1,265.50 |
1,276.50 |
1,300.50 |
|
S4 |
1,248.00 |
1,259.00 |
1,295.50 |
|
|
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 |
1,306.75 |
1,261.50 |
45.25 |
3.5% |
18.25 |
1.4% |
97% |
True |
False |
1,806,470 |
10 |
1,306.75 |
1,241.25 |
65.50 |
5.0% |
25.25 |
1.9% |
98% |
True |
False |
2,494,213 |
20 |
1,331.25 |
1,241.25 |
90.00 |
6.9% |
23.50 |
1.8% |
71% |
False |
False |
1,368,184 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
19.00 |
1.5% |
66% |
False |
False |
685,054 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
16.75 |
1.3% |
66% |
False |
False |
457,022 |
80 |
1,337.75 |
1,163.75 |
174.00 |
13.3% |
15.25 |
1.2% |
81% |
False |
False |
342,833 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
15.00 |
1.2% |
82% |
False |
False |
274,269 |
120 |
1,337.75 |
1,117.50 |
220.25 |
16.9% |
15.00 |
1.1% |
85% |
False |
False |
228,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.00 |
2.618 |
1,352.50 |
1.618 |
1,335.00 |
1.000 |
1,324.25 |
0.618 |
1,317.50 |
HIGH |
1,306.75 |
0.618 |
1,300.00 |
0.500 |
1,298.00 |
0.382 |
1,296.00 |
LOW |
1,289.25 |
0.618 |
1,278.50 |
1.000 |
1,271.75 |
1.618 |
1,261.00 |
2.618 |
1,243.50 |
4.250 |
1,215.00 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,302.75 |
1,301.00 |
PP |
1,300.50 |
1,297.00 |
S1 |
1,298.00 |
1,293.00 |
|