Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,036.37 |
12,018.40 |
-17.97 |
-0.1% |
12,042.13 |
High |
12,050.98 |
12,116.14 |
65.16 |
0.5% |
12,042.13 |
Low |
12,002.85 |
11,972.61 |
-30.24 |
-0.3% |
11,555.48 |
Close |
12,018.63 |
12,086.02 |
67.39 |
0.6% |
11,858.52 |
Range |
48.13 |
143.53 |
95.40 |
198.2% |
486.65 |
ATR |
157.28 |
156.30 |
-0.98 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,488.85 |
12,430.96 |
12,164.96 |
|
R3 |
12,345.32 |
12,287.43 |
12,125.49 |
|
R2 |
12,201.79 |
12,201.79 |
12,112.33 |
|
R1 |
12,143.90 |
12,143.90 |
12,099.18 |
12,172.85 |
PP |
12,058.26 |
12,058.26 |
12,058.26 |
12,072.73 |
S1 |
12,000.37 |
12,000.37 |
12,072.86 |
12,029.32 |
S2 |
11,914.73 |
11,914.73 |
12,059.71 |
|
S3 |
11,771.20 |
11,856.84 |
12,046.55 |
|
S4 |
11,627.67 |
11,713.31 |
12,007.08 |
|
|
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 |
12,116.14 |
11,614.82 |
501.32 |
4.1% |
149.09 |
1.2% |
94% |
True |
False |
|
10 |
12,211.43 |
11,555.48 |
655.95 |
5.4% |
187.16 |
1.5% |
81% |
False |
False |
|
20 |
12,283.10 |
11,555.48 |
727.62 |
6.0% |
170.25 |
1.4% |
73% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
6.9% |
133.33 |
1.1% |
63% |
False |
False |
|
60 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
116.49 |
1.0% |
65% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
108.93 |
0.9% |
79% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
112.48 |
0.9% |
79% |
False |
False |
|
120 |
12,391.29 |
10,711.12 |
1,680.17 |
13.9% |
114.09 |
0.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,726.14 |
2.618 |
12,491.90 |
1.618 |
12,348.37 |
1.000 |
12,259.67 |
0.618 |
12,204.84 |
HIGH |
12,116.14 |
0.618 |
12,061.31 |
0.500 |
12,044.38 |
0.382 |
12,027.44 |
LOW |
11,972.61 |
0.618 |
11,883.91 |
1.000 |
11,829.08 |
1.618 |
11,740.38 |
2.618 |
11,596.85 |
4.250 |
11,362.61 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,072.14 |
12,053.39 |
PP |
12,058.26 |
12,020.76 |
S1 |
12,044.38 |
11,988.13 |
|