Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
10,300 |
9,750 |
-550 |
-5.3% |
10,585 |
High |
10,345 |
9,830 |
-515 |
-5.0% |
10,620 |
Low |
9,930 |
9,145 |
-785 |
-7.9% |
9,930 |
Close |
10,005 |
9,390 |
-615 |
-6.1% |
10,005 |
Range |
415 |
685 |
270 |
65.1% |
690 |
ATR |
144 |
195 |
51 |
35.6% |
0 |
Volume |
23,075 |
53,353 |
30,278 |
131.2% |
84,916 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,510 |
11,135 |
9,767 |
|
R3 |
10,825 |
10,450 |
9,579 |
|
R2 |
10,140 |
10,140 |
9,516 |
|
R1 |
9,765 |
9,765 |
9,453 |
9,610 |
PP |
9,455 |
9,455 |
9,455 |
9,378 |
S1 |
9,080 |
9,080 |
9,327 |
8,925 |
S2 |
8,770 |
8,770 |
9,265 |
|
S3 |
8,085 |
8,395 |
9,202 |
|
S4 |
7,400 |
7,710 |
9,013 |
|
|
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 |
9,145 |
1,475 |
15.7% |
327 |
3.5% |
17% |
False |
True |
25,835 |
10 |
10,760 |
9,145 |
1,615 |
17.2% |
252 |
2.7% |
15% |
False |
True |
14,221 |
20 |
10,855 |
9,145 |
1,710 |
18.2% |
163 |
1.7% |
14% |
False |
True |
7,151 |
40 |
10,855 |
9,145 |
1,710 |
18.2% |
85 |
0.9% |
14% |
False |
True |
3,586 |
60 |
10,855 |
9,145 |
1,710 |
18.2% |
57 |
0.6% |
14% |
False |
True |
2,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,741 |
2.618 |
11,623 |
1.618 |
10,938 |
1.000 |
10,515 |
0.618 |
10,253 |
HIGH |
9,830 |
0.618 |
9,568 |
0.500 |
9,488 |
0.382 |
9,407 |
LOW |
9,145 |
0.618 |
8,722 |
1.000 |
8,460 |
1.618 |
8,037 |
2.618 |
7,352 |
4.250 |
6,234 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,488 |
9,830 |
PP |
9,455 |
9,683 |
S1 |
9,423 |
9,537 |
|