Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,042.13 |
11,988.69 |
-53.44 |
-0.4% |
12,171.09 |
High |
12,042.13 |
11,988.69 |
-53.44 |
-0.4% |
12,257.82 |
Low |
11,897.31 |
11,696.25 |
-201.06 |
-1.7% |
11,936.32 |
Close |
11,993.16 |
11,855.42 |
-137.74 |
-1.1% |
12,044.40 |
Range |
144.82 |
292.44 |
147.62 |
101.9% |
321.50 |
ATR |
138.10 |
149.44 |
11.34 |
8.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,724.11 |
12,582.20 |
12,016.26 |
|
R3 |
12,431.67 |
12,289.76 |
11,935.84 |
|
R2 |
12,139.23 |
12,139.23 |
11,909.03 |
|
R1 |
11,997.32 |
11,997.32 |
11,882.23 |
11,922.06 |
PP |
11,846.79 |
11,846.79 |
11,846.79 |
11,809.15 |
S1 |
11,704.88 |
11,704.88 |
11,828.61 |
11,629.62 |
S2 |
11,554.35 |
11,554.35 |
11,801.81 |
|
S3 |
11,261.91 |
11,412.44 |
11,775.00 |
|
S4 |
10,969.47 |
11,120.00 |
11,694.58 |
|
|
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 |
11,696.25 |
561.57 |
4.7% |
185.24 |
1.6% |
28% |
False |
True |
|
10 |
12,283.10 |
11,696.25 |
586.85 |
5.0% |
181.05 |
1.5% |
27% |
False |
True |
|
20 |
12,391.29 |
11,696.25 |
695.04 |
5.9% |
152.67 |
1.3% |
23% |
False |
True |
|
40 |
12,391.29 |
11,696.25 |
695.04 |
5.9% |
120.39 |
1.0% |
23% |
False |
True |
|
60 |
12,391.29 |
11,442.68 |
948.61 |
8.0% |
104.54 |
0.9% |
44% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.3% |
106.99 |
0.9% |
63% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.3% |
108.86 |
0.9% |
63% |
False |
False |
|
120 |
12,391.29 |
10,640.92 |
1,750.37 |
14.8% |
112.18 |
0.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,231.56 |
2.618 |
12,754.30 |
1.618 |
12,461.86 |
1.000 |
12,281.13 |
0.618 |
12,169.42 |
HIGH |
11,988.69 |
0.618 |
11,876.98 |
0.500 |
11,842.47 |
0.382 |
11,807.96 |
LOW |
11,696.25 |
0.618 |
11,515.52 |
1.000 |
11,403.81 |
1.618 |
11,223.08 |
2.618 |
10,930.64 |
4.250 |
10,453.38 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,851.10 |
11,891.63 |
PP |
11,846.79 |
11,879.56 |
S1 |
11,842.47 |
11,867.49 |
|