Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,614.89 |
11,777.23 |
162.34 |
1.4% |
12,042.13 |
High |
11,800.54 |
11,927.09 |
126.55 |
1.1% |
12,042.13 |
Low |
11,614.82 |
11,777.23 |
162.41 |
1.4% |
11,555.48 |
Close |
11,774.59 |
11,858.52 |
83.93 |
0.7% |
11,858.52 |
Range |
185.72 |
149.86 |
-35.86 |
-19.3% |
486.65 |
ATR |
162.21 |
161.51 |
-0.69 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,303.86 |
12,231.05 |
11,940.94 |
|
R3 |
12,154.00 |
12,081.19 |
11,899.73 |
|
R2 |
12,004.14 |
12,004.14 |
11,885.99 |
|
R1 |
11,931.33 |
11,931.33 |
11,872.26 |
11,967.74 |
PP |
11,854.28 |
11,854.28 |
11,854.28 |
11,872.48 |
S1 |
11,781.47 |
11,781.47 |
11,844.78 |
11,817.88 |
S2 |
11,704.42 |
11,704.42 |
11,831.05 |
|
S3 |
11,554.56 |
11,631.61 |
11,817.31 |
|
S4 |
11,404.70 |
11,481.75 |
11,776.10 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,278.66 |
13,055.24 |
12,126.18 |
|
R3 |
12,792.01 |
12,568.59 |
11,992.35 |
|
R2 |
12,305.36 |
12,305.36 |
11,947.74 |
|
R1 |
12,081.94 |
12,081.94 |
11,903.13 |
11,950.33 |
PP |
11,818.71 |
11,818.71 |
11,818.71 |
11,752.90 |
S1 |
11,595.29 |
11,595.29 |
11,813.91 |
11,463.68 |
S2 |
11,332.06 |
11,332.06 |
11,769.30 |
|
S3 |
10,845.41 |
11,108.64 |
11,724.69 |
|
S4 |
10,358.76 |
10,621.99 |
11,590.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,042.13 |
11,555.48 |
486.65 |
4.1% |
214.81 |
1.8% |
62% |
False |
False |
|
10 |
12,257.82 |
11,555.48 |
702.34 |
5.9% |
194.38 |
1.6% |
43% |
False |
False |
|
20 |
12,391.29 |
11,555.48 |
835.81 |
7.0% |
172.72 |
1.5% |
36% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
7.0% |
130.21 |
1.1% |
36% |
False |
False |
|
60 |
12,391.29 |
11,518.44 |
872.85 |
7.4% |
111.86 |
0.9% |
39% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.3% |
109.60 |
0.9% |
64% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.3% |
112.11 |
0.9% |
64% |
False |
False |
|
120 |
12,391.29 |
10,711.12 |
1,680.17 |
14.2% |
114.27 |
1.0% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,564.00 |
2.618 |
12,319.42 |
1.618 |
12,169.56 |
1.000 |
12,076.95 |
0.618 |
12,019.70 |
HIGH |
11,927.09 |
0.618 |
11,869.84 |
0.500 |
11,852.16 |
0.382 |
11,834.48 |
LOW |
11,777.23 |
0.618 |
11,684.62 |
1.000 |
11,627.37 |
1.618 |
11,534.76 |
2.618 |
11,384.90 |
4.250 |
11,140.33 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,856.40 |
11,819.44 |
PP |
11,854.28 |
11,780.36 |
S1 |
11,852.16 |
11,741.29 |
|