Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
8,880 |
9,320 |
440 |
5.0% |
9,750 |
High |
9,325 |
9,585 |
260 |
2.8% |
9,830 |
Low |
8,835 |
9,270 |
435 |
4.9% |
8,200 |
Close |
9,245 |
9,540 |
295 |
3.2% |
9,245 |
Range |
490 |
315 |
-175 |
-35.7% |
1,630 |
ATR |
342 |
342 |
0 |
0.0% |
0 |
Volume |
20,941 |
23,022 |
2,081 |
9.9% |
220,442 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,410 |
10,290 |
9,713 |
|
R3 |
10,095 |
9,975 |
9,627 |
|
R2 |
9,780 |
9,780 |
9,598 |
|
R1 |
9,660 |
9,660 |
9,569 |
9,720 |
PP |
9,465 |
9,465 |
9,465 |
9,495 |
S1 |
9,345 |
9,345 |
9,511 |
9,405 |
S2 |
9,150 |
9,150 |
9,482 |
|
S3 |
8,835 |
9,030 |
9,454 |
|
S4 |
8,520 |
8,715 |
9,367 |
|
|
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 |
9,585 |
8,200 |
1,385 |
14.5% |
688 |
7.2% |
97% |
True |
False |
38,022 |
10 |
10,620 |
8,200 |
2,420 |
25.4% |
508 |
5.3% |
55% |
False |
False |
31,928 |
20 |
10,760 |
8,200 |
2,560 |
26.8% |
335 |
3.5% |
52% |
False |
False |
16,654 |
40 |
10,855 |
8,200 |
2,655 |
27.8% |
171 |
1.8% |
50% |
False |
False |
8,338 |
60 |
10,855 |
8,200 |
2,655 |
27.8% |
114 |
1.2% |
50% |
False |
False |
5,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,924 |
2.618 |
10,410 |
1.618 |
10,095 |
1.000 |
9,900 |
0.618 |
9,780 |
HIGH |
9,585 |
0.618 |
9,465 |
0.500 |
9,428 |
0.382 |
9,390 |
LOW |
9,270 |
0.618 |
9,075 |
1.000 |
8,955 |
1.618 |
8,760 |
2.618 |
8,445 |
4.250 |
7,931 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,503 |
9,324 |
PP |
9,465 |
9,108 |
S1 |
9,428 |
8,893 |
|