Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,854.20 |
11,614.89 |
-239.31 |
-2.0% |
12,171.09 |
High |
11,856.70 |
11,800.54 |
-56.16 |
-0.5% |
12,257.82 |
Low |
11,555.48 |
11,614.82 |
59.34 |
0.5% |
11,936.32 |
Close |
11,613.30 |
11,774.59 |
161.29 |
1.4% |
12,044.40 |
Range |
301.22 |
185.72 |
-115.50 |
-38.3% |
321.50 |
ATR |
160.28 |
162.21 |
1.93 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,287.14 |
12,216.59 |
11,876.74 |
|
R3 |
12,101.42 |
12,030.87 |
11,825.66 |
|
R2 |
11,915.70 |
11,915.70 |
11,808.64 |
|
R1 |
11,845.15 |
11,845.15 |
11,791.61 |
11,880.43 |
PP |
11,729.98 |
11,729.98 |
11,729.98 |
11,747.62 |
S1 |
11,659.43 |
11,659.43 |
11,757.57 |
11,694.71 |
S2 |
11,544.26 |
11,544.26 |
11,740.54 |
|
S3 |
11,358.54 |
11,473.71 |
11,723.52 |
|
S4 |
11,172.82 |
11,287.99 |
11,672.44 |
|
|
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 |
12,087.01 |
11,555.48 |
531.53 |
4.5% |
214.98 |
1.8% |
41% |
False |
False |
|
10 |
12,271.37 |
11,555.48 |
715.89 |
6.1% |
198.58 |
1.7% |
31% |
False |
False |
|
20 |
12,391.29 |
11,555.48 |
835.81 |
7.1% |
169.13 |
1.4% |
26% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
7.1% |
128.97 |
1.1% |
26% |
False |
False |
|
60 |
12,391.29 |
11,478.29 |
913.00 |
7.8% |
110.54 |
0.9% |
32% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.4% |
109.62 |
0.9% |
58% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.4% |
111.76 |
0.9% |
58% |
False |
False |
|
120 |
12,391.29 |
10,711.12 |
1,680.17 |
14.3% |
113.55 |
1.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,589.85 |
2.618 |
12,286.75 |
1.618 |
12,101.03 |
1.000 |
11,986.26 |
0.618 |
11,915.31 |
HIGH |
11,800.54 |
0.618 |
11,729.59 |
0.500 |
11,707.68 |
0.382 |
11,685.77 |
LOW |
11,614.82 |
0.618 |
11,500.05 |
1.000 |
11,429.10 |
1.618 |
11,314.33 |
2.618 |
11,128.61 |
4.250 |
10,825.51 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,752.29 |
11,773.76 |
PP |
11,729.98 |
11,772.92 |
S1 |
11,707.68 |
11,772.09 |
|