| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
11,925 |
11,779 |
-146 |
-1.2% |
12,115 |
| High |
11,937 |
11,849 |
-88 |
-0.7% |
12,188 |
| Low |
11,607 |
11,492 |
-115 |
-1.0% |
11,827 |
| Close |
11,789 |
11,578 |
-211 |
-1.8% |
12,003 |
| Range |
330 |
357 |
27 |
8.2% |
361 |
| ATR |
165 |
179 |
14 |
8.3% |
0 |
| Volume |
200,560 |
244,666 |
44,106 |
22.0% |
192,264 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,711 |
12,501 |
11,774 |
|
| R3 |
12,354 |
12,144 |
11,676 |
|
| R2 |
11,997 |
11,997 |
11,644 |
|
| R1 |
11,787 |
11,787 |
11,611 |
11,714 |
| PP |
11,640 |
11,640 |
11,640 |
11,603 |
| S1 |
11,430 |
11,430 |
11,545 |
11,357 |
| S2 |
11,283 |
11,283 |
11,513 |
|
| S3 |
10,926 |
11,073 |
11,480 |
|
| S4 |
10,569 |
10,716 |
11,382 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,089 |
12,907 |
12,202 |
|
| R3 |
12,728 |
12,546 |
12,102 |
|
| R2 |
12,367 |
12,367 |
12,069 |
|
| R1 |
12,185 |
12,185 |
12,036 |
12,096 |
| PP |
12,006 |
12,006 |
12,006 |
11,961 |
| S1 |
11,824 |
11,824 |
11,970 |
11,735 |
| S2 |
11,645 |
11,645 |
11,937 |
|
| S3 |
11,284 |
11,463 |
11,904 |
|
| S4 |
10,923 |
11,102 |
11,805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,128 |
11,492 |
636 |
5.5% |
255 |
2.2% |
14% |
False |
True |
151,491 |
| 10 |
12,221 |
11,492 |
729 |
6.3% |
220 |
1.9% |
12% |
False |
True |
78,054 |
| 20 |
12,311 |
11,492 |
819 |
7.1% |
183 |
1.6% |
11% |
False |
True |
39,143 |
| 40 |
12,311 |
11,492 |
819 |
7.1% |
140 |
1.2% |
11% |
False |
True |
19,595 |
| 60 |
12,311 |
11,336 |
975 |
8.4% |
117 |
1.0% |
25% |
False |
False |
13,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,366 |
|
2.618 |
12,784 |
|
1.618 |
12,427 |
|
1.000 |
12,206 |
|
0.618 |
12,070 |
|
HIGH |
11,849 |
|
0.618 |
11,713 |
|
0.500 |
11,671 |
|
0.382 |
11,628 |
|
LOW |
11,492 |
|
0.618 |
11,271 |
|
1.000 |
11,135 |
|
1.618 |
10,914 |
|
2.618 |
10,557 |
|
4.250 |
9,975 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,671 |
11,743 |
| PP |
11,640 |
11,688 |
| S1 |
11,609 |
11,633 |
|