Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,430 |
9,555 |
125 |
1.3% |
9,320 |
High |
9,580 |
9,570 |
-10 |
-0.1% |
9,630 |
Low |
9,330 |
9,405 |
75 |
0.8% |
9,270 |
Close |
9,555 |
9,415 |
-140 |
-1.5% |
9,415 |
Range |
250 |
165 |
-85 |
-34.0% |
360 |
ATR |
320 |
309 |
-11 |
-3.5% |
0 |
Volume |
9,599 |
14,929 |
5,330 |
55.5% |
71,167 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,958 |
9,852 |
9,506 |
|
R3 |
9,793 |
9,687 |
9,461 |
|
R2 |
9,628 |
9,628 |
9,445 |
|
R1 |
9,522 |
9,522 |
9,430 |
9,493 |
PP |
9,463 |
9,463 |
9,463 |
9,449 |
S1 |
9,357 |
9,357 |
9,400 |
9,328 |
S2 |
9,298 |
9,298 |
9,385 |
|
S3 |
9,133 |
9,192 |
9,370 |
|
S4 |
8,968 |
9,027 |
9,324 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,518 |
10,327 |
9,613 |
|
R3 |
10,158 |
9,967 |
9,514 |
|
R2 |
9,798 |
9,798 |
9,481 |
|
R1 |
9,607 |
9,607 |
9,448 |
9,703 |
PP |
9,438 |
9,438 |
9,438 |
9,486 |
S1 |
9,247 |
9,247 |
9,382 |
9,343 |
S2 |
9,078 |
9,078 |
9,349 |
|
S3 |
8,718 |
8,887 |
9,316 |
|
S4 |
8,358 |
8,527 |
9,217 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,630 |
9,270 |
360 |
3.8% |
235 |
2.5% |
40% |
False |
False |
14,233 |
10 |
9,830 |
8,200 |
1,630 |
17.3% |
499 |
5.3% |
75% |
False |
False |
29,160 |
20 |
10,760 |
8,200 |
2,560 |
27.2% |
353 |
3.7% |
47% |
False |
False |
19,031 |
40 |
10,855 |
8,200 |
2,655 |
28.2% |
193 |
2.0% |
46% |
False |
False |
9,542 |
60 |
10,855 |
8,200 |
2,655 |
28.2% |
128 |
1.4% |
46% |
False |
False |
6,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,271 |
2.618 |
10,002 |
1.618 |
9,837 |
1.000 |
9,735 |
0.618 |
9,672 |
HIGH |
9,570 |
0.618 |
9,507 |
0.500 |
9,488 |
0.382 |
9,468 |
LOW |
9,405 |
0.618 |
9,303 |
1.000 |
9,240 |
1.618 |
9,138 |
2.618 |
8,973 |
4.250 |
8,704 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,488 |
9,455 |
PP |
9,463 |
9,442 |
S1 |
9,439 |
9,428 |
|