Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,515 |
10,300 |
-215 |
-2.0% |
10,585 |
High |
10,515 |
10,345 |
-170 |
-1.6% |
10,620 |
Low |
10,290 |
9,930 |
-360 |
-3.5% |
9,930 |
Close |
10,300 |
10,005 |
-295 |
-2.9% |
10,005 |
Range |
225 |
415 |
190 |
84.4% |
690 |
ATR |
123 |
144 |
21 |
17.0% |
0 |
Volume |
15,582 |
23,075 |
7,493 |
48.1% |
84,916 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,338 |
11,087 |
10,233 |
|
R3 |
10,923 |
10,672 |
10,119 |
|
R2 |
10,508 |
10,508 |
10,081 |
|
R1 |
10,257 |
10,257 |
10,043 |
10,175 |
PP |
10,093 |
10,093 |
10,093 |
10,053 |
S1 |
9,842 |
9,842 |
9,967 |
9,760 |
S2 |
9,678 |
9,678 |
9,929 |
|
S3 |
9,263 |
9,427 |
9,891 |
|
S4 |
8,848 |
9,012 |
9,777 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,255 |
11,820 |
10,385 |
|
R3 |
11,565 |
11,130 |
10,195 |
|
R2 |
10,875 |
10,875 |
10,132 |
|
R1 |
10,440 |
10,440 |
10,068 |
10,313 |
PP |
10,185 |
10,185 |
10,185 |
10,121 |
S1 |
9,750 |
9,750 |
9,942 |
9,623 |
S2 |
9,495 |
9,495 |
9,879 |
|
S3 |
8,805 |
9,060 |
9,815 |
|
S4 |
8,115 |
8,370 |
9,626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,620 |
9,930 |
690 |
6.9% |
227 |
2.3% |
11% |
False |
True |
16,983 |
10 |
10,760 |
9,930 |
830 |
8.3% |
207 |
2.1% |
9% |
False |
True |
8,902 |
20 |
10,855 |
9,930 |
925 |
9.2% |
129 |
1.3% |
8% |
False |
True |
4,483 |
40 |
10,855 |
9,930 |
925 |
9.2% |
68 |
0.7% |
8% |
False |
True |
2,252 |
60 |
10,855 |
9,930 |
925 |
9.2% |
45 |
0.5% |
8% |
False |
True |
1,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,109 |
2.618 |
11,432 |
1.618 |
11,017 |
1.000 |
10,760 |
0.618 |
10,602 |
HIGH |
10,345 |
0.618 |
10,187 |
0.500 |
10,138 |
0.382 |
10,089 |
LOW |
9,930 |
0.618 |
9,674 |
1.000 |
9,515 |
1.618 |
9,259 |
2.618 |
8,844 |
4.250 |
8,166 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
10,138 |
10,275 |
PP |
10,093 |
10,185 |
S1 |
10,049 |
10,095 |
|