Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,211.43 |
11,976.96 |
-234.47 |
-1.9% |
12,171.09 |
High |
12,211.43 |
12,087.01 |
-124.42 |
-1.0% |
12,257.82 |
Low |
11,974.39 |
11,936.32 |
-38.07 |
-0.3% |
11,936.32 |
Close |
11,984.61 |
12,044.40 |
59.79 |
0.5% |
12,044.40 |
Range |
237.04 |
150.69 |
-86.35 |
-36.4% |
321.50 |
ATR |
136.38 |
137.41 |
1.02 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,474.65 |
12,410.21 |
12,127.28 |
|
R3 |
12,323.96 |
12,259.52 |
12,085.84 |
|
R2 |
12,173.27 |
12,173.27 |
12,072.03 |
|
R1 |
12,108.83 |
12,108.83 |
12,058.21 |
12,141.05 |
PP |
12,022.58 |
12,022.58 |
12,022.58 |
12,038.69 |
S1 |
11,958.14 |
11,958.14 |
12,030.59 |
11,990.36 |
S2 |
11,871.89 |
11,871.89 |
12,016.77 |
|
S3 |
11,721.20 |
11,807.45 |
12,002.96 |
|
S4 |
11,570.51 |
11,656.76 |
11,961.52 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,044.01 |
12,865.71 |
12,221.23 |
|
R3 |
12,722.51 |
12,544.21 |
12,132.81 |
|
R2 |
12,401.01 |
12,401.01 |
12,103.34 |
|
R1 |
12,222.71 |
12,222.71 |
12,073.87 |
12,151.11 |
PP |
12,079.51 |
12,079.51 |
12,079.51 |
12,043.72 |
S1 |
11,901.21 |
11,901.21 |
12,014.93 |
11,829.61 |
S2 |
11,758.01 |
11,758.01 |
11,985.46 |
|
S3 |
11,436.51 |
11,579.71 |
11,955.99 |
|
S4 |
11,115.01 |
11,258.21 |
11,867.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,257.82 |
11,936.32 |
321.50 |
2.7% |
173.96 |
1.4% |
34% |
False |
True |
|
10 |
12,283.10 |
11,936.32 |
346.78 |
2.9% |
168.45 |
1.4% |
31% |
False |
True |
|
20 |
12,391.29 |
11,936.32 |
454.97 |
3.8% |
138.10 |
1.1% |
24% |
False |
True |
|
40 |
12,391.29 |
11,698.83 |
692.46 |
5.7% |
113.26 |
0.9% |
50% |
False |
False |
|
60 |
12,391.29 |
11,421.30 |
969.99 |
8.1% |
100.03 |
0.8% |
64% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
104.86 |
0.9% |
76% |
False |
False |
|
100 |
12,391.29 |
10,917.62 |
1,473.67 |
12.2% |
108.53 |
0.9% |
76% |
False |
False |
|
120 |
12,391.29 |
10,640.92 |
1,750.37 |
14.5% |
110.31 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,727.44 |
2.618 |
12,481.52 |
1.618 |
12,330.83 |
1.000 |
12,237.70 |
0.618 |
12,180.14 |
HIGH |
12,087.01 |
0.618 |
12,029.45 |
0.500 |
12,011.67 |
0.382 |
11,993.88 |
LOW |
11,936.32 |
0.618 |
11,843.19 |
1.000 |
11,785.63 |
1.618 |
11,692.50 |
2.618 |
11,541.81 |
4.250 |
11,295.89 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,033.49 |
12,097.07 |
PP |
12,022.58 |
12,079.51 |
S1 |
12,011.67 |
12,061.96 |
|