Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,119 |
11,920 |
-199 |
-1.6% |
12,115 |
High |
12,128 |
12,026 |
-102 |
-0.8% |
12,188 |
Low |
11,901 |
11,827 |
-74 |
-0.6% |
11,827 |
Close |
11,920 |
12,003 |
83 |
0.7% |
12,003 |
Range |
227 |
199 |
-28 |
-12.3% |
361 |
ATR |
147 |
151 |
4 |
2.5% |
0 |
Volume |
55,445 |
114,531 |
59,086 |
106.6% |
192,264 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,549 |
12,475 |
12,113 |
|
R3 |
12,350 |
12,276 |
12,058 |
|
R2 |
12,151 |
12,151 |
12,040 |
|
R1 |
12,077 |
12,077 |
12,021 |
12,114 |
PP |
11,952 |
11,952 |
11,952 |
11,971 |
S1 |
11,878 |
11,878 |
11,985 |
11,915 |
S2 |
11,753 |
11,753 |
11,967 |
|
S3 |
11,554 |
11,679 |
11,948 |
|
S4 |
11,355 |
11,480 |
11,894 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,089 |
12,907 |
12,202 |
|
R3 |
12,728 |
12,546 |
12,102 |
|
R2 |
12,367 |
12,367 |
12,069 |
|
R1 |
12,185 |
12,185 |
12,036 |
12,096 |
PP |
12,006 |
12,006 |
12,006 |
11,961 |
S1 |
11,824 |
11,824 |
11,970 |
11,735 |
S2 |
11,645 |
11,645 |
11,937 |
|
S3 |
11,284 |
11,463 |
11,904 |
|
S4 |
10,923 |
11,102 |
11,805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,188 |
11,827 |
361 |
3.0% |
181 |
1.5% |
49% |
False |
True |
38,452 |
10 |
12,226 |
11,827 |
399 |
3.3% |
191 |
1.6% |
44% |
False |
True |
19,456 |
20 |
12,311 |
11,827 |
484 |
4.0% |
153 |
1.3% |
36% |
False |
True |
9,777 |
40 |
12,311 |
11,573 |
738 |
6.1% |
126 |
1.0% |
58% |
False |
False |
4,910 |
60 |
12,311 |
11,336 |
975 |
8.1% |
104 |
0.9% |
68% |
False |
False |
3,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,872 |
2.618 |
12,547 |
1.618 |
12,348 |
1.000 |
12,225 |
0.618 |
12,149 |
HIGH |
12,026 |
0.618 |
11,950 |
0.500 |
11,927 |
0.382 |
11,903 |
LOW |
11,827 |
0.618 |
11,704 |
1.000 |
11,628 |
1.618 |
11,505 |
2.618 |
11,306 |
4.250 |
10,981 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,978 |
12,008 |
PP |
11,952 |
12,006 |
S1 |
11,927 |
12,005 |
|