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 |
11,976.96 |
12,042.13 |
65.17 |
0.5% |
12,171.09 |
High |
12,087.01 |
12,042.13 |
-44.88 |
-0.4% |
12,257.82 |
Low |
11,936.32 |
11,897.31 |
-39.01 |
-0.3% |
11,936.32 |
Close |
12,044.40 |
11,993.16 |
-51.24 |
-0.4% |
12,044.40 |
Range |
150.69 |
144.82 |
-5.87 |
-3.9% |
321.50 |
ATR |
137.41 |
138.10 |
0.69 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,411.99 |
12,347.40 |
12,072.81 |
|
R3 |
12,267.17 |
12,202.58 |
12,032.99 |
|
R2 |
12,122.35 |
12,122.35 |
12,019.71 |
|
R1 |
12,057.76 |
12,057.76 |
12,006.44 |
12,017.65 |
PP |
11,977.53 |
11,977.53 |
11,977.53 |
11,957.48 |
S1 |
11,912.94 |
11,912.94 |
11,979.88 |
11,872.83 |
S2 |
11,832.71 |
11,832.71 |
11,966.61 |
|
S3 |
11,687.89 |
11,768.12 |
11,953.33 |
|
S4 |
11,543.07 |
11,623.30 |
11,913.51 |
|
|
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 |
11,897.31 |
360.51 |
3.0% |
162.55 |
1.4% |
27% |
False |
True |
|
10 |
12,283.10 |
11,897.31 |
385.79 |
3.2% |
172.44 |
1.4% |
25% |
False |
True |
|
20 |
12,391.29 |
11,897.31 |
493.98 |
4.1% |
140.06 |
1.2% |
19% |
False |
True |
|
40 |
12,391.29 |
11,698.83 |
692.46 |
5.8% |
115.46 |
1.0% |
43% |
False |
False |
|
60 |
12,391.29 |
11,421.30 |
969.99 |
8.1% |
101.22 |
0.8% |
59% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.2% |
103.97 |
0.9% |
73% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.2% |
107.76 |
0.9% |
73% |
False |
False |
|
120 |
12,391.29 |
10,640.92 |
1,750.37 |
14.6% |
110.56 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,657.62 |
2.618 |
12,421.27 |
1.618 |
12,276.45 |
1.000 |
12,186.95 |
0.618 |
12,131.63 |
HIGH |
12,042.13 |
0.618 |
11,986.81 |
0.500 |
11,969.72 |
0.382 |
11,952.63 |
LOW |
11,897.31 |
0.618 |
11,807.81 |
1.000 |
11,752.49 |
1.618 |
11,662.99 |
2.618 |
11,518.17 |
4.250 |
11,281.83 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,985.35 |
12,054.37 |
PP |
11,977.53 |
12,033.97 |
S1 |
11,969.72 |
12,013.56 |
|