| 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 |
11,964 |
11,950 |
-14 |
-0.1% |
11,984 |
| High |
11,994 |
12,054 |
60 |
0.5% |
11,994 |
| Low |
11,931 |
11,907 |
-24 |
-0.2% |
11,451 |
| Close |
11,955 |
12,021 |
66 |
0.6% |
11,799 |
| Range |
63 |
147 |
84 |
133.3% |
543 |
| ATR |
181 |
178 |
-2 |
-1.3% |
0 |
| Volume |
81,663 |
114,369 |
32,706 |
40.0% |
856,614 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,435 |
12,375 |
12,102 |
|
| R3 |
12,288 |
12,228 |
12,062 |
|
| R2 |
12,141 |
12,141 |
12,048 |
|
| R1 |
12,081 |
12,081 |
12,035 |
12,111 |
| PP |
11,994 |
11,994 |
11,994 |
12,009 |
| S1 |
11,934 |
11,934 |
12,008 |
11,964 |
| S2 |
11,847 |
11,847 |
11,994 |
|
| S3 |
11,700 |
11,787 |
11,981 |
|
| S4 |
11,553 |
11,640 |
11,940 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,377 |
13,131 |
12,098 |
|
| R3 |
12,834 |
12,588 |
11,948 |
|
| R2 |
12,291 |
12,291 |
11,899 |
|
| R1 |
12,045 |
12,045 |
11,849 |
11,897 |
| PP |
11,748 |
11,748 |
11,748 |
11,674 |
| S1 |
11,502 |
11,502 |
11,749 |
11,354 |
| S2 |
11,205 |
11,205 |
11,700 |
|
| S3 |
10,662 |
10,959 |
11,650 |
|
| S4 |
10,119 |
10,416 |
11,500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,054 |
11,451 |
603 |
5.0% |
183 |
1.5% |
95% |
True |
False |
115,719 |
| 10 |
12,128 |
11,451 |
677 |
5.6% |
219 |
1.8% |
84% |
False |
False |
133,605 |
| 20 |
12,226 |
11,451 |
775 |
6.4% |
197 |
1.6% |
74% |
False |
False |
68,043 |
| 40 |
12,311 |
11,451 |
860 |
7.2% |
150 |
1.2% |
66% |
False |
False |
34,055 |
| 60 |
12,311 |
11,410 |
901 |
7.5% |
128 |
1.1% |
68% |
False |
False |
22,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,679 |
|
2.618 |
12,439 |
|
1.618 |
12,292 |
|
1.000 |
12,201 |
|
0.618 |
12,145 |
|
HIGH |
12,054 |
|
0.618 |
11,998 |
|
0.500 |
11,981 |
|
0.382 |
11,963 |
|
LOW |
11,907 |
|
0.618 |
11,816 |
|
1.000 |
11,760 |
|
1.618 |
11,669 |
|
2.618 |
11,522 |
|
4.250 |
11,282 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,008 |
11,990 |
| PP |
11,994 |
11,959 |
| S1 |
11,981 |
11,928 |
|