Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
8,555 |
8,880 |
325 |
3.8% |
9,750 |
High |
9,025 |
9,325 |
300 |
3.3% |
9,830 |
Low |
8,200 |
8,835 |
635 |
7.7% |
8,200 |
Close |
8,890 |
9,245 |
355 |
4.0% |
9,245 |
Range |
825 |
490 |
-335 |
-40.6% |
1,630 |
ATR |
330 |
342 |
11 |
3.5% |
0 |
Volume |
37,099 |
20,941 |
-16,158 |
-43.6% |
220,442 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,605 |
10,415 |
9,515 |
|
R3 |
10,115 |
9,925 |
9,380 |
|
R2 |
9,625 |
9,625 |
9,335 |
|
R1 |
9,435 |
9,435 |
9,290 |
9,530 |
PP |
9,135 |
9,135 |
9,135 |
9,183 |
S1 |
8,945 |
8,945 |
9,200 |
9,040 |
S2 |
8,645 |
8,645 |
9,155 |
|
S3 |
8,155 |
8,455 |
9,110 |
|
S4 |
7,665 |
7,965 |
8,976 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,982 |
13,243 |
10,142 |
|
R3 |
12,352 |
11,613 |
9,693 |
|
R2 |
10,722 |
10,722 |
9,544 |
|
R1 |
9,983 |
9,983 |
9,395 |
9,538 |
PP |
9,092 |
9,092 |
9,092 |
8,869 |
S1 |
8,353 |
8,353 |
9,096 |
7,908 |
S2 |
7,462 |
7,462 |
8,946 |
|
S3 |
5,832 |
6,723 |
8,797 |
|
S4 |
4,202 |
5,093 |
8,349 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,830 |
8,200 |
1,630 |
17.6% |
762 |
8.2% |
64% |
False |
False |
44,088 |
10 |
10,620 |
8,200 |
2,420 |
26.2% |
495 |
5.3% |
43% |
False |
False |
30,535 |
20 |
10,850 |
8,200 |
2,650 |
28.7% |
320 |
3.5% |
39% |
False |
False |
15,504 |
40 |
10,855 |
8,200 |
2,655 |
28.7% |
163 |
1.8% |
39% |
False |
False |
7,763 |
60 |
10,855 |
8,200 |
2,655 |
28.7% |
109 |
1.2% |
39% |
False |
False |
5,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,408 |
2.618 |
10,608 |
1.618 |
10,118 |
1.000 |
9,815 |
0.618 |
9,628 |
HIGH |
9,325 |
0.618 |
9,138 |
0.500 |
9,080 |
0.382 |
9,022 |
LOW |
8,835 |
0.618 |
8,532 |
1.000 |
8,345 |
1.618 |
8,042 |
2.618 |
7,552 |
4.250 |
6,753 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,190 |
9,084 |
PP |
9,135 |
8,923 |
S1 |
9,080 |
8,763 |
|