Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,777.23 |
11,860.11 |
82.88 |
0.7% |
12,042.13 |
High |
11,927.09 |
12,078.30 |
151.21 |
1.3% |
12,042.13 |
Low |
11,777.23 |
11,860.11 |
82.88 |
0.7% |
11,555.48 |
Close |
11,858.52 |
12,036.53 |
178.01 |
1.5% |
11,858.52 |
Range |
149.86 |
218.19 |
68.33 |
45.6% |
486.65 |
ATR |
161.51 |
165.68 |
4.16 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,646.22 |
12,559.56 |
12,156.53 |
|
R3 |
12,428.03 |
12,341.37 |
12,096.53 |
|
R2 |
12,209.84 |
12,209.84 |
12,076.53 |
|
R1 |
12,123.18 |
12,123.18 |
12,056.53 |
12,166.51 |
PP |
11,991.65 |
11,991.65 |
11,991.65 |
12,013.31 |
S1 |
11,904.99 |
11,904.99 |
12,016.53 |
11,948.32 |
S2 |
11,773.46 |
11,773.46 |
11,996.53 |
|
S3 |
11,555.27 |
11,686.80 |
11,976.53 |
|
S4 |
11,337.08 |
11,468.61 |
11,916.53 |
|
|
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 |
12,078.30 |
11,555.48 |
522.82 |
4.3% |
229.49 |
1.9% |
92% |
True |
False |
|
10 |
12,257.82 |
11,555.48 |
702.34 |
5.8% |
196.02 |
1.6% |
68% |
False |
False |
|
20 |
12,389.82 |
11,555.48 |
834.34 |
6.9% |
179.23 |
1.5% |
58% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
6.9% |
133.60 |
1.1% |
58% |
False |
False |
|
60 |
12,391.29 |
11,518.44 |
872.85 |
7.3% |
114.85 |
1.0% |
59% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
109.98 |
0.9% |
76% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
113.31 |
0.9% |
76% |
False |
False |
|
120 |
12,391.29 |
10,711.12 |
1,680.17 |
14.0% |
114.78 |
1.0% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,005.61 |
2.618 |
12,649.52 |
1.618 |
12,431.33 |
1.000 |
12,296.49 |
0.618 |
12,213.14 |
HIGH |
12,078.30 |
0.618 |
11,994.95 |
0.500 |
11,969.21 |
0.382 |
11,943.46 |
LOW |
11,860.11 |
0.618 |
11,725.27 |
1.000 |
11,641.92 |
1.618 |
11,507.08 |
2.618 |
11,288.89 |
4.250 |
10,932.80 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,014.09 |
11,973.21 |
PP |
11,991.65 |
11,909.88 |
S1 |
11,969.21 |
11,846.56 |
|