Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,703 |
11,808 |
105 |
0.9% |
11,984 |
High |
11,865 |
12,013 |
148 |
1.2% |
11,994 |
Low |
11,656 |
11,802 |
146 |
1.3% |
11,451 |
Close |
11,799 |
11,963 |
164 |
1.4% |
11,799 |
Range |
209 |
211 |
2 |
1.0% |
543 |
ATR |
188 |
190 |
2 |
1.0% |
0 |
Volume |
117,477 |
113,436 |
-4,041 |
-3.4% |
856,614 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,559 |
12,472 |
12,079 |
|
R3 |
12,348 |
12,261 |
12,021 |
|
R2 |
12,137 |
12,137 |
12,002 |
|
R1 |
12,050 |
12,050 |
11,982 |
12,094 |
PP |
11,926 |
11,926 |
11,926 |
11,948 |
S1 |
11,839 |
11,839 |
11,944 |
11,883 |
S2 |
11,715 |
11,715 |
11,924 |
|
S3 |
11,504 |
11,628 |
11,905 |
|
S4 |
11,293 |
11,417 |
11,847 |
|
|
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 |
12,013 |
11,451 |
562 |
4.7% |
279 |
2.3% |
91% |
True |
False |
165,558 |
10 |
12,188 |
11,451 |
737 |
6.2% |
226 |
1.9% |
69% |
False |
False |
116,167 |
20 |
12,304 |
11,451 |
853 |
7.1% |
206 |
1.7% |
60% |
False |
False |
58,254 |
40 |
12,311 |
11,451 |
860 |
7.2% |
150 |
1.3% |
60% |
False |
False |
29,157 |
60 |
12,311 |
11,397 |
914 |
7.6% |
126 |
1.1% |
62% |
False |
False |
19,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,910 |
2.618 |
12,566 |
1.618 |
12,355 |
1.000 |
12,224 |
0.618 |
12,144 |
HIGH |
12,013 |
0.618 |
11,933 |
0.500 |
11,908 |
0.382 |
11,883 |
LOW |
11,802 |
0.618 |
11,672 |
1.000 |
11,591 |
1.618 |
11,461 |
2.618 |
11,250 |
4.250 |
10,905 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,945 |
11,886 |
PP |
11,926 |
11,809 |
S1 |
11,908 |
11,732 |
|