Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,375 |
8,985 |
-390 |
-4.2% |
10,585 |
High |
9,405 |
9,125 |
-280 |
-3.0% |
10,620 |
Low |
8,390 |
8,330 |
-60 |
-0.7% |
9,930 |
Close |
8,985 |
8,530 |
-455 |
-5.1% |
10,005 |
Range |
1,015 |
795 |
-220 |
-21.7% |
690 |
ATR |
254 |
292 |
39 |
15.3% |
0 |
Volume |
59,428 |
49,621 |
-9,807 |
-16.5% |
84,916 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,047 |
10,583 |
8,967 |
|
R3 |
10,252 |
9,788 |
8,749 |
|
R2 |
9,457 |
9,457 |
8,676 |
|
R1 |
8,993 |
8,993 |
8,603 |
8,828 |
PP |
8,662 |
8,662 |
8,662 |
8,579 |
S1 |
8,198 |
8,198 |
8,457 |
8,033 |
S2 |
7,867 |
7,867 |
8,384 |
|
S3 |
7,072 |
7,403 |
8,312 |
|
S4 |
6,277 |
6,608 |
8,093 |
|
|
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 |
10,515 |
8,330 |
2,185 |
25.6% |
627 |
7.4% |
9% |
False |
True |
40,211 |
10 |
10,730 |
8,330 |
2,400 |
28.1% |
402 |
4.7% |
8% |
False |
True |
25,082 |
20 |
10,855 |
8,330 |
2,525 |
29.6% |
254 |
3.0% |
8% |
False |
True |
12,603 |
40 |
10,855 |
8,330 |
2,525 |
29.6% |
130 |
1.5% |
8% |
False |
True |
6,312 |
60 |
10,855 |
8,330 |
2,525 |
29.6% |
87 |
1.0% |
8% |
False |
True |
4,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,504 |
2.618 |
11,206 |
1.618 |
10,411 |
1.000 |
9,920 |
0.618 |
9,616 |
HIGH |
9,125 |
0.618 |
8,821 |
0.500 |
8,728 |
0.382 |
8,634 |
LOW |
8,330 |
0.618 |
7,839 |
1.000 |
7,535 |
1.618 |
7,044 |
2.618 |
6,249 |
4.250 |
4,951 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
8,728 |
9,080 |
PP |
8,662 |
8,897 |
S1 |
8,596 |
8,713 |
|