Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,211.16 |
12,211.43 |
0.27 |
0.0% |
12,130.45 |
High |
12,257.82 |
12,211.43 |
-46.39 |
-0.4% |
12,283.10 |
Low |
12,156.60 |
11,974.39 |
-182.21 |
-1.5% |
12,018.63 |
Close |
12,213.09 |
11,984.61 |
-228.48 |
-1.9% |
12,169.88 |
Range |
101.22 |
237.04 |
135.82 |
134.2% |
264.47 |
ATR |
128.51 |
136.38 |
7.87 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,767.93 |
12,613.31 |
12,114.98 |
|
R3 |
12,530.89 |
12,376.27 |
12,049.80 |
|
R2 |
12,293.85 |
12,293.85 |
12,028.07 |
|
R1 |
12,139.23 |
12,139.23 |
12,006.34 |
12,098.02 |
PP |
12,056.81 |
12,056.81 |
12,056.81 |
12,036.21 |
S1 |
11,902.19 |
11,902.19 |
11,962.88 |
11,860.98 |
S2 |
11,819.77 |
11,819.77 |
11,941.15 |
|
S3 |
11,582.73 |
11,665.15 |
11,919.42 |
|
S4 |
11,345.69 |
11,428.11 |
11,854.24 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,950.61 |
12,824.72 |
12,315.34 |
|
R3 |
12,686.14 |
12,560.25 |
12,242.61 |
|
R2 |
12,421.67 |
12,421.67 |
12,218.37 |
|
R1 |
12,295.78 |
12,295.78 |
12,194.12 |
12,358.73 |
PP |
12,157.20 |
12,157.20 |
12,157.20 |
12,188.68 |
S1 |
12,031.31 |
12,031.31 |
12,145.64 |
12,094.26 |
S2 |
11,892.73 |
11,892.73 |
12,121.39 |
|
S3 |
11,628.26 |
11,766.84 |
12,097.15 |
|
S4 |
11,363.79 |
11,502.37 |
12,024.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,271.37 |
11,974.39 |
296.98 |
2.5% |
182.19 |
1.5% |
3% |
False |
True |
|
10 |
12,283.10 |
11,974.39 |
308.71 |
2.6% |
162.39 |
1.4% |
3% |
False |
True |
|
20 |
12,391.29 |
11,974.39 |
416.90 |
3.5% |
134.70 |
1.1% |
2% |
False |
True |
|
40 |
12,391.29 |
11,673.62 |
717.67 |
6.0% |
112.20 |
0.9% |
43% |
False |
False |
|
60 |
12,391.29 |
11,421.30 |
969.99 |
8.1% |
98.94 |
0.8% |
58% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.2% |
104.12 |
0.9% |
72% |
False |
False |
|
100 |
12,391.29 |
10,917.62 |
1,473.67 |
12.3% |
108.07 |
0.9% |
72% |
False |
False |
|
120 |
12,391.29 |
10,608.08 |
1,783.21 |
14.9% |
110.44 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,218.85 |
2.618 |
12,832.00 |
1.618 |
12,594.96 |
1.000 |
12,448.47 |
0.618 |
12,357.92 |
HIGH |
12,211.43 |
0.618 |
12,120.88 |
0.500 |
12,092.91 |
0.382 |
12,064.94 |
LOW |
11,974.39 |
0.618 |
11,827.90 |
1.000 |
11,737.35 |
1.618 |
11,590.86 |
2.618 |
11,353.82 |
4.250 |
10,966.97 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,092.91 |
12,116.11 |
PP |
12,056.81 |
12,072.27 |
S1 |
12,020.71 |
12,028.44 |
|