Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,808 |
11,964 |
156 |
1.3% |
11,984 |
High |
12,013 |
11,994 |
-19 |
-0.2% |
11,994 |
Low |
11,802 |
11,931 |
129 |
1.1% |
11,451 |
Close |
11,963 |
11,955 |
-8 |
-0.1% |
11,799 |
Range |
211 |
63 |
-148 |
-70.1% |
543 |
ATR |
190 |
181 |
-9 |
-4.8% |
0 |
Volume |
113,436 |
81,663 |
-31,773 |
-28.0% |
856,614 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,149 |
12,115 |
11,990 |
|
R3 |
12,086 |
12,052 |
11,972 |
|
R2 |
12,023 |
12,023 |
11,967 |
|
R1 |
11,989 |
11,989 |
11,961 |
11,975 |
PP |
11,960 |
11,960 |
11,960 |
11,953 |
S1 |
11,926 |
11,926 |
11,949 |
11,912 |
S2 |
11,897 |
11,897 |
11,944 |
|
S3 |
11,834 |
11,863 |
11,938 |
|
S4 |
11,771 |
11,800 |
11,920 |
|
|
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% |
225 |
1.9% |
90% |
False |
False |
141,779 |
10 |
12,188 |
11,451 |
737 |
6.2% |
214 |
1.8% |
68% |
False |
False |
123,933 |
20 |
12,226 |
11,451 |
775 |
6.5% |
198 |
1.7% |
65% |
False |
False |
62,332 |
40 |
12,311 |
11,451 |
860 |
7.2% |
149 |
1.2% |
59% |
False |
False |
31,197 |
60 |
12,311 |
11,397 |
914 |
7.6% |
127 |
1.1% |
61% |
False |
False |
20,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,262 |
2.618 |
12,159 |
1.618 |
12,096 |
1.000 |
12,057 |
0.618 |
12,033 |
HIGH |
11,994 |
0.618 |
11,970 |
0.500 |
11,963 |
0.382 |
11,955 |
LOW |
11,931 |
0.618 |
11,892 |
1.000 |
11,868 |
1.618 |
11,829 |
2.618 |
11,766 |
4.250 |
11,663 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,963 |
11,915 |
PP |
11,960 |
11,875 |
S1 |
11,958 |
11,835 |
|