Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,320 |
9,515 |
195 |
2.1% |
9,750 |
High |
9,585 |
9,630 |
45 |
0.5% |
9,830 |
Low |
9,270 |
9,420 |
150 |
1.6% |
8,200 |
Close |
9,540 |
9,570 |
30 |
0.3% |
9,245 |
Range |
315 |
210 |
-105 |
-33.3% |
1,630 |
ATR |
342 |
332 |
-9 |
-2.8% |
0 |
Volume |
23,022 |
12,342 |
-10,680 |
-46.4% |
220,442 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,170 |
10,080 |
9,686 |
|
R3 |
9,960 |
9,870 |
9,628 |
|
R2 |
9,750 |
9,750 |
9,609 |
|
R1 |
9,660 |
9,660 |
9,589 |
9,705 |
PP |
9,540 |
9,540 |
9,540 |
9,563 |
S1 |
9,450 |
9,450 |
9,551 |
9,495 |
S2 |
9,330 |
9,330 |
9,532 |
|
S3 |
9,120 |
9,240 |
9,512 |
|
S4 |
8,910 |
9,030 |
9,455 |
|
|
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 |
9,630 |
8,200 |
1,430 |
14.9% |
527 |
5.5% |
96% |
True |
False |
28,605 |
10 |
10,620 |
8,200 |
2,420 |
25.3% |
511 |
5.3% |
57% |
False |
False |
30,492 |
20 |
10,760 |
8,200 |
2,560 |
26.8% |
335 |
3.5% |
54% |
False |
False |
17,270 |
40 |
10,855 |
8,200 |
2,655 |
27.7% |
176 |
1.8% |
52% |
False |
False |
8,647 |
60 |
10,855 |
8,200 |
2,655 |
27.7% |
118 |
1.2% |
52% |
False |
False |
5,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,523 |
2.618 |
10,180 |
1.618 |
9,970 |
1.000 |
9,840 |
0.618 |
9,760 |
HIGH |
9,630 |
0.618 |
9,550 |
0.500 |
9,525 |
0.382 |
9,500 |
LOW |
9,420 |
0.618 |
9,290 |
1.000 |
9,210 |
1.618 |
9,080 |
2.618 |
8,870 |
4.250 |
8,528 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,555 |
9,458 |
PP |
9,540 |
9,345 |
S1 |
9,525 |
9,233 |
|