Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,087.54 |
12,170.71 |
83.17 |
0.7% |
11,860.11 |
High |
12,191.18 |
12,259.79 |
68.61 |
0.6% |
12,259.79 |
Low |
12,087.54 |
12,170.71 |
83.17 |
0.7% |
11,860.11 |
Close |
12,170.56 |
12,220.59 |
50.03 |
0.4% |
12,220.59 |
Range |
103.64 |
89.08 |
-14.56 |
-14.0% |
399.68 |
ATR |
152.65 |
148.12 |
-4.53 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,484.27 |
12,441.51 |
12,269.58 |
|
R3 |
12,395.19 |
12,352.43 |
12,245.09 |
|
R2 |
12,306.11 |
12,306.11 |
12,236.92 |
|
R1 |
12,263.35 |
12,263.35 |
12,228.76 |
12,284.73 |
PP |
12,217.03 |
12,217.03 |
12,217.03 |
12,227.72 |
S1 |
12,174.27 |
12,174.27 |
12,212.42 |
12,195.65 |
S2 |
12,127.95 |
12,127.95 |
12,204.26 |
|
S3 |
12,038.87 |
12,085.19 |
12,196.09 |
|
S4 |
11,949.79 |
11,996.11 |
12,171.60 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,312.54 |
13,166.24 |
12,440.41 |
|
R3 |
12,912.86 |
12,766.56 |
12,330.50 |
|
R2 |
12,513.18 |
12,513.18 |
12,293.86 |
|
R1 |
12,366.88 |
12,366.88 |
12,257.23 |
12,440.03 |
PP |
12,113.50 |
12,113.50 |
12,113.50 |
12,150.07 |
S1 |
11,967.20 |
11,967.20 |
12,183.95 |
12,040.35 |
S2 |
11,713.82 |
11,713.82 |
12,147.32 |
|
S3 |
11,314.14 |
11,567.52 |
12,110.68 |
|
S4 |
10,914.46 |
11,167.84 |
12,000.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,259.79 |
11,860.11 |
399.68 |
3.3% |
120.51 |
1.0% |
90% |
True |
False |
|
10 |
12,259.79 |
11,555.48 |
704.31 |
5.8% |
167.66 |
1.4% |
94% |
True |
False |
|
20 |
12,283.10 |
11,555.48 |
727.62 |
6.0% |
168.06 |
1.4% |
91% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
135.49 |
1.1% |
80% |
False |
False |
|
60 |
12,391.29 |
11,530.32 |
860.97 |
7.0% |
118.00 |
1.0% |
80% |
False |
False |
|
80 |
12,391.29 |
11,007.23 |
1,384.06 |
11.3% |
107.92 |
0.9% |
88% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
112.04 |
0.9% |
88% |
False |
False |
|
120 |
12,391.29 |
10,752.63 |
1,638.66 |
13.4% |
113.80 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,638.38 |
2.618 |
12,493.00 |
1.618 |
12,403.92 |
1.000 |
12,348.87 |
0.618 |
12,314.84 |
HIGH |
12,259.79 |
0.618 |
12,225.76 |
0.500 |
12,215.25 |
0.382 |
12,204.74 |
LOW |
12,170.71 |
0.618 |
12,115.66 |
1.000 |
12,081.63 |
1.618 |
12,026.58 |
2.618 |
11,937.50 |
4.250 |
11,792.12 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,218.81 |
12,185.79 |
PP |
12,217.03 |
12,151.00 |
S1 |
12,215.25 |
12,116.20 |
|