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 |
5,799.0 |
5,786.0 |
-13.0 |
-0.2% |
5,913.0 |
High |
5,806.0 |
5,792.5 |
-13.5 |
-0.2% |
5,987.0 |
Low |
5,738.5 |
5,719.0 |
-19.5 |
-0.3% |
5,738.5 |
Close |
5,783.5 |
5,731.0 |
-52.5 |
-0.9% |
5,783.5 |
Range |
67.5 |
73.5 |
6.0 |
8.9% |
248.5 |
ATR |
76.5 |
76.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
79,856 |
216,735 |
136,879 |
171.4% |
189,887 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,968.0 |
5,923.0 |
5,771.5 |
|
R3 |
5,894.5 |
5,849.5 |
5,751.0 |
|
R2 |
5,821.0 |
5,821.0 |
5,744.5 |
|
R1 |
5,776.0 |
5,776.0 |
5,737.5 |
5,762.0 |
PP |
5,747.5 |
5,747.5 |
5,747.5 |
5,740.5 |
S1 |
5,702.5 |
5,702.5 |
5,724.5 |
5,688.0 |
S2 |
5,674.0 |
5,674.0 |
5,717.5 |
|
S3 |
5,600.5 |
5,629.0 |
5,711.0 |
|
S4 |
5,527.0 |
5,555.5 |
5,690.5 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,582.0 |
6,431.0 |
5,920.0 |
|
R3 |
6,333.5 |
6,182.5 |
5,852.0 |
|
R2 |
6,085.0 |
6,085.0 |
5,829.0 |
|
R1 |
5,934.0 |
5,934.0 |
5,806.5 |
5,885.0 |
PP |
5,836.5 |
5,836.5 |
5,836.5 |
5,812.0 |
S1 |
5,685.5 |
5,685.5 |
5,760.5 |
5,637.0 |
S2 |
5,588.0 |
5,588.0 |
5,738.0 |
|
S3 |
5,339.5 |
5,437.0 |
5,715.0 |
|
S4 |
5,091.0 |
5,188.5 |
5,647.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,942.0 |
5,719.0 |
223.0 |
3.9% |
79.0 |
1.4% |
5% |
False |
True |
80,472 |
10 |
5,996.0 |
5,719.0 |
277.0 |
4.8% |
93.0 |
1.6% |
4% |
False |
True |
43,584 |
20 |
6,042.0 |
5,719.0 |
323.0 |
5.6% |
77.5 |
1.4% |
4% |
False |
True |
21,898 |
40 |
6,042.0 |
5,719.0 |
323.0 |
5.6% |
55.5 |
1.0% |
4% |
False |
True |
10,995 |
60 |
6,042.0 |
5,719.0 |
323.0 |
5.6% |
42.0 |
0.7% |
4% |
False |
True |
7,340 |
80 |
6,042.0 |
5,463.0 |
579.0 |
10.1% |
37.5 |
0.7% |
46% |
False |
False |
5,518 |
100 |
6,042.0 |
5,463.0 |
579.0 |
10.1% |
32.0 |
0.6% |
46% |
False |
False |
4,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,105.0 |
2.618 |
5,985.0 |
1.618 |
5,911.5 |
1.000 |
5,866.0 |
0.618 |
5,838.0 |
HIGH |
5,792.5 |
0.618 |
5,764.5 |
0.500 |
5,756.0 |
0.382 |
5,747.0 |
LOW |
5,719.0 |
0.618 |
5,673.5 |
1.000 |
5,645.5 |
1.618 |
5,600.0 |
2.618 |
5,526.5 |
4.250 |
5,406.5 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
5,756.0 |
5,805.0 |
PP |
5,747.5 |
5,780.5 |
S1 |
5,739.0 |
5,755.5 |
|