Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,515 |
9,570 |
55 |
0.6% |
9,750 |
High |
9,630 |
9,570 |
-60 |
-0.6% |
9,830 |
Low |
9,420 |
9,335 |
-85 |
-0.9% |
8,200 |
Close |
9,570 |
9,445 |
-125 |
-1.3% |
9,245 |
Range |
210 |
235 |
25 |
11.9% |
1,630 |
ATR |
332 |
325 |
-7 |
-2.1% |
0 |
Volume |
12,342 |
11,275 |
-1,067 |
-8.6% |
220,442 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,155 |
10,035 |
9,574 |
|
R3 |
9,920 |
9,800 |
9,510 |
|
R2 |
9,685 |
9,685 |
9,488 |
|
R1 |
9,565 |
9,565 |
9,467 |
9,508 |
PP |
9,450 |
9,450 |
9,450 |
9,421 |
S1 |
9,330 |
9,330 |
9,424 |
9,273 |
S2 |
9,215 |
9,215 |
9,402 |
|
S3 |
8,980 |
9,095 |
9,381 |
|
S4 |
8,745 |
8,860 |
9,316 |
|
|
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 |
15.1% |
415 |
4.4% |
87% |
False |
False |
20,935 |
10 |
10,515 |
8,200 |
2,315 |
24.5% |
521 |
5.5% |
54% |
False |
False |
30,573 |
20 |
10,760 |
8,200 |
2,560 |
27.1% |
345 |
3.7% |
49% |
False |
False |
17,818 |
40 |
10,855 |
8,200 |
2,655 |
28.1% |
182 |
1.9% |
47% |
False |
False |
8,929 |
60 |
10,855 |
8,200 |
2,655 |
28.1% |
122 |
1.3% |
47% |
False |
False |
5,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,569 |
2.618 |
10,185 |
1.618 |
9,950 |
1.000 |
9,805 |
0.618 |
9,715 |
HIGH |
9,570 |
0.618 |
9,480 |
0.500 |
9,453 |
0.382 |
9,425 |
LOW |
9,335 |
0.618 |
9,190 |
1.000 |
9,100 |
1.618 |
8,955 |
2.618 |
8,720 |
4.250 |
8,336 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,453 |
9,450 |
PP |
9,450 |
9,448 |
S1 |
9,448 |
9,447 |
|