Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,860.11 |
12,036.37 |
176.26 |
1.5% |
12,042.13 |
High |
12,078.30 |
12,050.98 |
-27.32 |
-0.2% |
12,042.13 |
Low |
11,860.11 |
12,002.85 |
142.74 |
1.2% |
11,555.48 |
Close |
12,036.53 |
12,018.63 |
-17.90 |
-0.1% |
11,858.52 |
Range |
218.19 |
48.13 |
-170.06 |
-77.9% |
486.65 |
ATR |
165.68 |
157.28 |
-8.40 |
-5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,168.54 |
12,141.72 |
12,045.10 |
|
R3 |
12,120.41 |
12,093.59 |
12,031.87 |
|
R2 |
12,072.28 |
12,072.28 |
12,027.45 |
|
R1 |
12,045.46 |
12,045.46 |
12,023.04 |
12,034.81 |
PP |
12,024.15 |
12,024.15 |
12,024.15 |
12,018.83 |
S1 |
11,997.33 |
11,997.33 |
12,014.22 |
11,986.68 |
S2 |
11,976.02 |
11,976.02 |
12,009.81 |
|
S3 |
11,927.89 |
11,949.20 |
12,005.39 |
|
S4 |
11,879.76 |
11,901.07 |
11,992.16 |
|
|
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 |
4.4% |
180.62 |
1.5% |
89% |
False |
False |
|
10 |
12,257.82 |
11,555.48 |
702.34 |
5.8% |
182.93 |
1.5% |
66% |
False |
False |
|
20 |
12,283.10 |
11,555.48 |
727.62 |
6.1% |
170.96 |
1.4% |
64% |
False |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
7.0% |
131.92 |
1.1% |
55% |
False |
False |
|
60 |
12,391.29 |
11,518.44 |
872.85 |
7.3% |
115.01 |
1.0% |
57% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.2% |
108.59 |
0.9% |
75% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.2% |
112.32 |
0.9% |
75% |
False |
False |
|
120 |
12,391.29 |
10,711.12 |
1,680.17 |
14.0% |
114.59 |
1.0% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,255.53 |
2.618 |
12,176.98 |
1.618 |
12,128.85 |
1.000 |
12,099.11 |
0.618 |
12,080.72 |
HIGH |
12,050.98 |
0.618 |
12,032.59 |
0.500 |
12,026.92 |
0.382 |
12,021.24 |
LOW |
12,002.85 |
0.618 |
11,973.11 |
1.000 |
11,954.72 |
1.618 |
11,924.98 |
2.618 |
11,876.85 |
4.250 |
11,798.30 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,026.92 |
11,988.34 |
PP |
12,024.15 |
11,958.05 |
S1 |
12,021.39 |
11,927.77 |
|