Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,920 |
11,984 |
64 |
0.5% |
12,115 |
High |
12,026 |
11,994 |
-32 |
-0.3% |
12,188 |
Low |
11,827 |
11,834 |
7 |
0.1% |
11,827 |
Close |
12,003 |
11,926 |
-77 |
-0.6% |
12,003 |
Range |
199 |
160 |
-39 |
-19.6% |
361 |
ATR |
151 |
152 |
1 |
0.9% |
0 |
Volume |
114,531 |
142,257 |
27,726 |
24.2% |
192,264 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,398 |
12,322 |
12,014 |
|
R3 |
12,238 |
12,162 |
11,970 |
|
R2 |
12,078 |
12,078 |
11,955 |
|
R1 |
12,002 |
12,002 |
11,941 |
11,960 |
PP |
11,918 |
11,918 |
11,918 |
11,897 |
S1 |
11,842 |
11,842 |
11,911 |
11,800 |
S2 |
11,758 |
11,758 |
11,897 |
|
S3 |
11,598 |
11,682 |
11,882 |
|
S4 |
11,438 |
11,522 |
11,838 |
|
|
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% |
173 |
1.5% |
27% |
False |
False |
66,775 |
10 |
12,226 |
11,827 |
399 |
3.3% |
191 |
1.6% |
25% |
False |
False |
33,577 |
20 |
12,311 |
11,827 |
484 |
4.1% |
155 |
1.3% |
20% |
False |
False |
16,887 |
40 |
12,311 |
11,573 |
738 |
6.2% |
128 |
1.1% |
48% |
False |
False |
8,465 |
60 |
12,311 |
11,336 |
975 |
8.2% |
106 |
0.9% |
61% |
False |
False |
5,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,674 |
2.618 |
12,413 |
1.618 |
12,253 |
1.000 |
12,154 |
0.618 |
12,093 |
HIGH |
11,994 |
0.618 |
11,933 |
0.500 |
11,914 |
0.382 |
11,895 |
LOW |
11,834 |
0.618 |
11,735 |
1.000 |
11,674 |
1.618 |
11,575 |
2.618 |
11,415 |
4.250 |
11,154 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,922 |
11,978 |
PP |
11,918 |
11,960 |
S1 |
11,914 |
11,943 |
|