| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
11,950 |
12,022 |
72 |
0.6% |
11,984 |
| High |
12,054 |
12,128 |
74 |
0.6% |
11,994 |
| Low |
11,907 |
12,003 |
96 |
0.8% |
11,451 |
| Close |
12,021 |
12,116 |
95 |
0.8% |
11,799 |
| Range |
147 |
125 |
-22 |
-15.0% |
543 |
| ATR |
178 |
175 |
-4 |
-2.1% |
0 |
| Volume |
114,369 |
107,690 |
-6,679 |
-5.8% |
856,614 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,457 |
12,412 |
12,185 |
|
| R3 |
12,332 |
12,287 |
12,151 |
|
| R2 |
12,207 |
12,207 |
12,139 |
|
| R1 |
12,162 |
12,162 |
12,128 |
12,185 |
| PP |
12,082 |
12,082 |
12,082 |
12,094 |
| S1 |
12,037 |
12,037 |
12,105 |
12,060 |
| S2 |
11,957 |
11,957 |
12,093 |
|
| S3 |
11,832 |
11,912 |
12,082 |
|
| S4 |
11,707 |
11,787 |
12,047 |
|
|
| 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 |
12,128 |
11,656 |
472 |
3.9% |
151 |
1.2% |
97% |
True |
False |
106,927 |
| 10 |
12,128 |
11,451 |
677 |
5.6% |
209 |
1.7% |
98% |
True |
False |
138,830 |
| 20 |
12,226 |
11,451 |
775 |
6.4% |
195 |
1.6% |
86% |
False |
False |
73,422 |
| 40 |
12,311 |
11,451 |
860 |
7.1% |
152 |
1.3% |
77% |
False |
False |
36,746 |
| 60 |
12,311 |
11,410 |
901 |
7.4% |
130 |
1.1% |
78% |
False |
False |
24,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,659 |
|
2.618 |
12,455 |
|
1.618 |
12,330 |
|
1.000 |
12,253 |
|
0.618 |
12,205 |
|
HIGH |
12,128 |
|
0.618 |
12,080 |
|
0.500 |
12,066 |
|
0.382 |
12,051 |
|
LOW |
12,003 |
|
0.618 |
11,926 |
|
1.000 |
11,878 |
|
1.618 |
11,801 |
|
2.618 |
11,676 |
|
4.250 |
11,472 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,099 |
12,083 |
| PP |
12,082 |
12,050 |
| S1 |
12,066 |
12,018 |
|