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 |
11,582 |
11,703 |
121 |
1.0% |
11,984 |
High |
11,737 |
11,865 |
128 |
1.1% |
11,994 |
Low |
11,451 |
11,656 |
205 |
1.8% |
11,451 |
Close |
11,711 |
11,799 |
88 |
0.8% |
11,799 |
Range |
286 |
209 |
-77 |
-26.9% |
543 |
ATR |
186 |
188 |
2 |
0.9% |
0 |
Volume |
151,654 |
117,477 |
-34,177 |
-22.5% |
856,614 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,400 |
12,309 |
11,914 |
|
R3 |
12,191 |
12,100 |
11,857 |
|
R2 |
11,982 |
11,982 |
11,837 |
|
R1 |
11,891 |
11,891 |
11,818 |
11,937 |
PP |
11,773 |
11,773 |
11,773 |
11,796 |
S1 |
11,682 |
11,682 |
11,780 |
11,728 |
S2 |
11,564 |
11,564 |
11,761 |
|
S3 |
11,355 |
11,473 |
11,742 |
|
S4 |
11,146 |
11,264 |
11,684 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,377 |
13,131 |
12,098 |
|
R3 |
12,834 |
12,588 |
11,948 |
|
R2 |
12,291 |
12,291 |
11,899 |
|
R1 |
12,045 |
12,045 |
11,849 |
11,897 |
PP |
11,748 |
11,748 |
11,748 |
11,674 |
S1 |
11,502 |
11,502 |
11,749 |
11,354 |
S2 |
11,205 |
11,205 |
11,700 |
|
S3 |
10,662 |
10,959 |
11,650 |
|
S4 |
10,119 |
10,416 |
11,500 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,994 |
11,451 |
543 |
4.6% |
269 |
2.3% |
64% |
False |
False |
171,322 |
10 |
12,188 |
11,451 |
737 |
6.2% |
225 |
1.9% |
47% |
False |
False |
104,887 |
20 |
12,311 |
11,451 |
860 |
7.3% |
200 |
1.7% |
40% |
False |
False |
52,585 |
40 |
12,311 |
11,451 |
860 |
7.3% |
148 |
1.3% |
40% |
False |
False |
26,322 |
60 |
12,311 |
11,397 |
914 |
7.7% |
123 |
1.0% |
44% |
False |
False |
17,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,753 |
2.618 |
12,412 |
1.618 |
12,203 |
1.000 |
12,074 |
0.618 |
11,994 |
HIGH |
11,865 |
0.618 |
11,785 |
0.500 |
11,761 |
0.382 |
11,736 |
LOW |
11,656 |
0.618 |
11,527 |
1.000 |
11,447 |
1.618 |
11,318 |
2.618 |
11,109 |
4.250 |
10,768 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,786 |
11,752 |
PP |
11,773 |
11,705 |
S1 |
11,761 |
11,658 |
|