Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,570 |
9,430 |
-140 |
-1.5% |
9,750 |
High |
9,570 |
9,580 |
10 |
0.1% |
9,830 |
Low |
9,335 |
9,330 |
-5 |
-0.1% |
8,200 |
Close |
9,445 |
9,555 |
110 |
1.2% |
9,245 |
Range |
235 |
250 |
15 |
6.4% |
1,630 |
ATR |
325 |
320 |
-5 |
-1.7% |
0 |
Volume |
11,275 |
9,599 |
-1,676 |
-14.9% |
220,442 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,238 |
10,147 |
9,693 |
|
R3 |
9,988 |
9,897 |
9,624 |
|
R2 |
9,738 |
9,738 |
9,601 |
|
R1 |
9,647 |
9,647 |
9,578 |
9,693 |
PP |
9,488 |
9,488 |
9,488 |
9,511 |
S1 |
9,397 |
9,397 |
9,532 |
9,443 |
S2 |
9,238 |
9,238 |
9,509 |
|
S3 |
8,988 |
9,147 |
9,486 |
|
S4 |
8,738 |
8,897 |
9,418 |
|
|
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 |
8,835 |
795 |
8.3% |
300 |
3.1% |
91% |
False |
False |
15,435 |
10 |
10,345 |
8,200 |
2,145 |
22.4% |
524 |
5.5% |
63% |
False |
False |
29,975 |
20 |
10,760 |
8,200 |
2,560 |
26.8% |
347 |
3.6% |
53% |
False |
False |
18,293 |
40 |
10,855 |
8,200 |
2,655 |
27.8% |
189 |
2.0% |
51% |
False |
False |
9,169 |
60 |
10,855 |
8,200 |
2,655 |
27.8% |
126 |
1.3% |
51% |
False |
False |
6,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,643 |
2.618 |
10,235 |
1.618 |
9,985 |
1.000 |
9,830 |
0.618 |
9,735 |
HIGH |
9,580 |
0.618 |
9,485 |
0.500 |
9,455 |
0.382 |
9,426 |
LOW |
9,330 |
0.618 |
9,176 |
1.000 |
9,080 |
1.618 |
8,926 |
2.618 |
8,676 |
4.250 |
8,268 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,522 |
9,530 |
PP |
9,488 |
9,505 |
S1 |
9,455 |
9,480 |
|