Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
2,209.00 |
2,225.50 |
16.50 |
0.7% |
2,298.00 |
High |
2,245.75 |
2,253.75 |
8.00 |
0.4% |
2,300.75 |
Low |
2,185.75 |
2,215.00 |
29.25 |
1.3% |
2,185.75 |
Close |
2,226.00 |
2,221.50 |
-4.50 |
-0.2% |
2,221.50 |
Range |
60.00 |
38.75 |
-21.25 |
-35.4% |
115.00 |
ATR |
43.56 |
43.22 |
-0.34 |
-0.8% |
0.00 |
Volume |
369,417 |
356,554 |
-12,863 |
-3.5% |
2,206,020 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,346.25 |
2,322.75 |
2,242.75 |
|
R3 |
2,307.50 |
2,284.00 |
2,232.25 |
|
R2 |
2,268.75 |
2,268.75 |
2,228.50 |
|
R1 |
2,245.25 |
2,245.25 |
2,225.00 |
2,237.50 |
PP |
2,230.00 |
2,230.00 |
2,230.00 |
2,226.25 |
S1 |
2,206.50 |
2,206.50 |
2,218.00 |
2,199.00 |
S2 |
2,191.25 |
2,191.25 |
2,214.50 |
|
S3 |
2,152.50 |
2,167.75 |
2,210.75 |
|
S4 |
2,113.75 |
2,129.00 |
2,200.25 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,581.00 |
2,516.25 |
2,284.75 |
|
R3 |
2,466.00 |
2,401.25 |
2,253.00 |
|
R2 |
2,351.00 |
2,351.00 |
2,242.50 |
|
R1 |
2,286.25 |
2,286.25 |
2,232.00 |
2,261.00 |
PP |
2,236.00 |
2,236.00 |
2,236.00 |
2,223.50 |
S1 |
2,171.25 |
2,171.25 |
2,211.00 |
2,146.00 |
S2 |
2,121.00 |
2,121.00 |
2,200.50 |
|
S3 |
2,006.00 |
2,056.25 |
2,190.00 |
|
S4 |
1,891.00 |
1,941.25 |
2,158.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,300.75 |
2,185.75 |
115.00 |
5.2% |
56.50 |
2.5% |
31% |
False |
False |
441,204 |
10 |
2,371.75 |
2,185.75 |
186.00 |
8.4% |
49.75 |
2.2% |
19% |
False |
False |
279,733 |
20 |
2,397.00 |
2,185.75 |
211.25 |
9.5% |
47.00 |
2.1% |
17% |
False |
False |
140,159 |
40 |
2,400.00 |
2,185.75 |
214.25 |
9.6% |
36.75 |
1.7% |
17% |
False |
False |
70,170 |
60 |
2,400.00 |
2,185.75 |
214.25 |
9.6% |
32.50 |
1.5% |
17% |
False |
False |
46,822 |
80 |
2,400.00 |
2,114.00 |
286.00 |
12.9% |
26.00 |
1.2% |
38% |
False |
False |
35,120 |
100 |
2,400.00 |
2,092.50 |
307.50 |
13.8% |
21.50 |
1.0% |
42% |
False |
False |
28,096 |
120 |
2,400.00 |
1,966.75 |
433.25 |
19.5% |
18.75 |
0.8% |
59% |
False |
False |
23,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,418.50 |
2.618 |
2,355.25 |
1.618 |
2,316.50 |
1.000 |
2,292.50 |
0.618 |
2,277.75 |
HIGH |
2,253.75 |
0.618 |
2,239.00 |
0.500 |
2,234.50 |
0.382 |
2,229.75 |
LOW |
2,215.00 |
0.618 |
2,191.00 |
1.000 |
2,176.25 |
1.618 |
2,152.25 |
2.618 |
2,113.50 |
4.250 |
2,050.25 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
2,234.50 |
2,223.75 |
PP |
2,230.00 |
2,223.00 |
S1 |
2,225.75 |
2,222.25 |
|