Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
8,985 |
8,555 |
-430 |
-4.8% |
10,585 |
High |
9,125 |
9,025 |
-100 |
-1.1% |
10,620 |
Low |
8,330 |
8,200 |
-130 |
-1.6% |
9,930 |
Close |
8,530 |
8,890 |
360 |
4.2% |
10,005 |
Range |
795 |
825 |
30 |
3.8% |
690 |
ATR |
292 |
330 |
38 |
13.0% |
0 |
Volume |
49,621 |
37,099 |
-12,522 |
-25.2% |
84,916 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,180 |
10,860 |
9,344 |
|
R3 |
10,355 |
10,035 |
9,117 |
|
R2 |
9,530 |
9,530 |
9,041 |
|
R1 |
9,210 |
9,210 |
8,966 |
9,370 |
PP |
8,705 |
8,705 |
8,705 |
8,785 |
S1 |
8,385 |
8,385 |
8,815 |
8,545 |
S2 |
7,880 |
7,880 |
8,739 |
|
S3 |
7,055 |
7,560 |
8,663 |
|
S4 |
6,230 |
6,735 |
8,436 |
|
|
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 |
10,345 |
8,200 |
2,145 |
24.1% |
747 |
8.4% |
32% |
False |
True |
44,515 |
10 |
10,730 |
8,200 |
2,530 |
28.5% |
465 |
5.2% |
27% |
False |
True |
28,739 |
20 |
10,855 |
8,200 |
2,655 |
29.9% |
295 |
3.3% |
26% |
False |
True |
14,457 |
40 |
10,855 |
8,200 |
2,655 |
29.9% |
151 |
1.7% |
26% |
False |
True |
7,239 |
60 |
10,855 |
8,200 |
2,655 |
29.9% |
101 |
1.1% |
26% |
False |
True |
4,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,531 |
2.618 |
11,185 |
1.618 |
10,360 |
1.000 |
9,850 |
0.618 |
9,535 |
HIGH |
9,025 |
0.618 |
8,710 |
0.500 |
8,613 |
0.382 |
8,515 |
LOW |
8,200 |
0.618 |
7,690 |
1.000 |
7,375 |
1.618 |
6,865 |
2.618 |
6,040 |
4.250 |
4,694 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
8,798 |
8,861 |
PP |
8,705 |
8,832 |
S1 |
8,613 |
8,803 |
|