Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,292.00 |
1,304.50 |
12.50 |
1.0% |
1,276.25 |
High |
1,306.75 |
1,314.50 |
7.75 |
0.6% |
1,314.50 |
Low |
1,289.25 |
1,304.00 |
14.75 |
1.1% |
1,274.75 |
Close |
1,305.25 |
1,310.00 |
4.75 |
0.4% |
1,310.00 |
Range |
17.50 |
10.50 |
-7.00 |
-40.0% |
39.75 |
ATR |
21.21 |
20.44 |
-0.76 |
-3.6% |
0.00 |
Volume |
1,828,579 |
1,643,313 |
-185,266 |
-10.1% |
8,339,390 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.00 |
1,336.00 |
1,315.75 |
|
R3 |
1,330.50 |
1,325.50 |
1,313.00 |
|
R2 |
1,320.00 |
1,320.00 |
1,312.00 |
|
R1 |
1,315.00 |
1,315.00 |
1,311.00 |
1,317.50 |
PP |
1,309.50 |
1,309.50 |
1,309.50 |
1,310.75 |
S1 |
1,304.50 |
1,304.50 |
1,309.00 |
1,307.00 |
S2 |
1,299.00 |
1,299.00 |
1,308.00 |
|
S3 |
1,288.50 |
1,294.00 |
1,307.00 |
|
S4 |
1,278.00 |
1,283.50 |
1,304.25 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.00 |
1,404.25 |
1,331.75 |
|
R3 |
1,379.25 |
1,364.50 |
1,321.00 |
|
R2 |
1,339.50 |
1,339.50 |
1,317.25 |
|
R1 |
1,324.75 |
1,324.75 |
1,313.75 |
1,332.00 |
PP |
1,299.75 |
1,299.75 |
1,299.75 |
1,303.50 |
S1 |
1,285.00 |
1,285.00 |
1,306.25 |
1,292.50 |
S2 |
1,260.00 |
1,260.00 |
1,302.75 |
|
S3 |
1,220.25 |
1,245.25 |
1,299.00 |
|
S4 |
1,180.50 |
1,205.50 |
1,288.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,314.50 |
1,274.75 |
39.75 |
3.0% |
15.00 |
1.2% |
89% |
True |
False |
1,667,878 |
10 |
1,314.50 |
1,241.25 |
73.25 |
5.6% |
23.75 |
1.8% |
94% |
True |
False |
2,439,975 |
20 |
1,331.25 |
1,241.25 |
90.00 |
6.9% |
23.00 |
1.8% |
76% |
False |
False |
1,449,470 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
19.00 |
1.5% |
71% |
False |
False |
726,075 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.4% |
16.75 |
1.3% |
71% |
False |
False |
484,406 |
80 |
1,337.75 |
1,167.25 |
170.50 |
13.0% |
15.25 |
1.2% |
84% |
False |
False |
363,374 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
15.00 |
1.1% |
84% |
False |
False |
290,702 |
120 |
1,337.75 |
1,123.25 |
214.50 |
16.4% |
15.00 |
1.1% |
87% |
False |
False |
242,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.00 |
2.618 |
1,342.00 |
1.618 |
1,331.50 |
1.000 |
1,325.00 |
0.618 |
1,321.00 |
HIGH |
1,314.50 |
0.618 |
1,310.50 |
0.500 |
1,309.25 |
0.382 |
1,308.00 |
LOW |
1,304.00 |
0.618 |
1,297.50 |
1.000 |
1,293.50 |
1.618 |
1,287.00 |
2.618 |
1,276.50 |
4.250 |
1,259.50 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,309.75 |
1,305.50 |
PP |
1,309.50 |
1,301.25 |
S1 |
1,309.25 |
1,296.75 |
|