Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
131.64 |
132.32 |
0.68 |
0.5% |
132.82 |
High |
133.00 |
132.80 |
-0.20 |
-0.2% |
133.69 |
Low |
131.07 |
131.60 |
0.53 |
0.4% |
130.35 |
Close |
132.58 |
132.39 |
-0.19 |
-0.1% |
132.47 |
Range |
1.93 |
1.20 |
-0.73 |
-37.8% |
3.34 |
ATR |
1.61 |
1.58 |
-0.03 |
-1.8% |
0.00 |
Volume |
174,433,269 |
153,743,090 |
-20,690,179 |
-11.9% |
1,052,068,017 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.86 |
135.33 |
133.05 |
|
R3 |
134.66 |
134.13 |
132.72 |
|
R2 |
133.46 |
133.46 |
132.61 |
|
R1 |
132.93 |
132.93 |
132.50 |
133.20 |
PP |
132.26 |
132.26 |
132.26 |
132.40 |
S1 |
131.73 |
131.73 |
132.28 |
132.00 |
S2 |
131.06 |
131.06 |
132.17 |
|
S3 |
129.86 |
130.53 |
132.06 |
|
S4 |
128.66 |
129.33 |
131.73 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.19 |
140.67 |
134.31 |
|
R3 |
138.85 |
137.33 |
133.39 |
|
R2 |
135.51 |
135.51 |
133.08 |
|
R1 |
133.99 |
133.99 |
132.78 |
133.08 |
PP |
132.17 |
132.17 |
132.17 |
131.72 |
S1 |
130.65 |
130.65 |
132.16 |
129.74 |
S2 |
128.83 |
128.83 |
131.86 |
|
S3 |
125.49 |
127.31 |
131.55 |
|
S4 |
122.15 |
123.97 |
130.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.63 |
130.74 |
2.90 |
2.2% |
1.76 |
1.3% |
57% |
False |
False |
199,530,150 |
10 |
133.69 |
129.70 |
3.99 |
3.0% |
1.68 |
1.3% |
67% |
False |
False |
199,843,930 |
20 |
134.69 |
129.70 |
4.99 |
3.8% |
1.44 |
1.1% |
54% |
False |
False |
174,766,988 |
40 |
134.69 |
126.95 |
7.74 |
5.8% |
1.27 |
1.0% |
70% |
False |
False |
157,955,307 |
60 |
134.69 |
123.75 |
10.94 |
8.3% |
1.11 |
0.8% |
79% |
False |
False |
143,176,506 |
80 |
134.69 |
117.59 |
17.10 |
12.9% |
1.13 |
0.9% |
87% |
False |
False |
151,819,493 |
100 |
134.69 |
116.02 |
18.67 |
14.1% |
1.16 |
0.9% |
88% |
False |
False |
158,255,952 |
120 |
134.69 |
112.18 |
22.51 |
17.0% |
1.19 |
0.9% |
90% |
False |
False |
163,900,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.90 |
2.618 |
135.94 |
1.618 |
134.74 |
1.000 |
134.00 |
0.618 |
133.54 |
HIGH |
132.80 |
0.618 |
132.34 |
0.500 |
132.20 |
0.382 |
132.06 |
LOW |
131.60 |
0.618 |
130.86 |
1.000 |
130.40 |
1.618 |
129.66 |
2.618 |
128.46 |
4.250 |
126.50 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
132.33 |
132.24 |
PP |
132.26 |
132.09 |
S1 |
132.20 |
131.95 |
|