Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,925 |
11,779 |
-146 |
-1.2% |
12,115 |
High |
11,937 |
11,849 |
-88 |
-0.7% |
12,188 |
Low |
11,607 |
11,492 |
-115 |
-1.0% |
11,827 |
Close |
11,789 |
11,578 |
-211 |
-1.8% |
12,003 |
Range |
330 |
357 |
27 |
8.2% |
361 |
ATR |
165 |
179 |
14 |
8.3% |
0 |
Volume |
200,560 |
244,666 |
44,106 |
22.0% |
192,264 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,711 |
12,501 |
11,774 |
|
R3 |
12,354 |
12,144 |
11,676 |
|
R2 |
11,997 |
11,997 |
11,644 |
|
R1 |
11,787 |
11,787 |
11,611 |
11,714 |
PP |
11,640 |
11,640 |
11,640 |
11,603 |
S1 |
11,430 |
11,430 |
11,545 |
11,357 |
S2 |
11,283 |
11,283 |
11,513 |
|
S3 |
10,926 |
11,073 |
11,480 |
|
S4 |
10,569 |
10,716 |
11,382 |
|
|
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 |
12,128 |
11,492 |
636 |
5.5% |
255 |
2.2% |
14% |
False |
True |
151,491 |
10 |
12,221 |
11,492 |
729 |
6.3% |
220 |
1.9% |
12% |
False |
True |
78,054 |
20 |
12,311 |
11,492 |
819 |
7.1% |
183 |
1.6% |
11% |
False |
True |
39,143 |
40 |
12,311 |
11,492 |
819 |
7.1% |
140 |
1.2% |
11% |
False |
True |
19,595 |
60 |
12,311 |
11,336 |
975 |
8.4% |
117 |
1.0% |
25% |
False |
False |
13,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,366 |
2.618 |
12,784 |
1.618 |
12,427 |
1.000 |
12,206 |
0.618 |
12,070 |
HIGH |
11,849 |
0.618 |
11,713 |
0.500 |
11,671 |
0.382 |
11,628 |
LOW |
11,492 |
0.618 |
11,271 |
1.000 |
11,135 |
1.618 |
10,914 |
2.618 |
10,557 |
4.250 |
9,975 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,671 |
11,743 |
PP |
11,640 |
11,688 |
S1 |
11,609 |
11,633 |
|