Market Profile - Value Areas 03/21/11

Point of Control , Value Area High & Low

Amplify’d from www.mypivots.com

Value Areas and Point of Control 2011 Q1

For Monday, 21 March 2011
ES        NQ        YM        DJIA
VAH        1281.50        2231.00        11844        11907
POC        1278.00        2226.50        11814        11877
VAL        1274.50        2219.00        11794        11849

For Friday, 18 March 2011
ES        NQ        YM        DJIA
VAH        1271.25        2243.00        11717        11779
POC        1268.75        2237.00        11695        11759
VAL        1265.75        2227.50        11671        11723
Read more at www.mypivots.com

Trading Metrics E-mini S&P 500 03/21/11

Daily & Weekly Pivots , Fibonacci Retracements and Extensions , Range Stats , Price Patterns

Amplify’d from www.mypivots.com

E-mini S&P500 March 2011

E-mini S&P500 March 2011 chart

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 1259.75 1272.25 12.50 1.0% 1302.25
High 1279.25 1293.25 14.00 1.1% 1305.75
Low 1246.50 1266.25 19.75 1.6% 1246.50
Close 1273.75 1287.71 13.96 1.1% 1287.71
Range 32.75 27.00 -5.75 -17.6% 59.25
Volume 464,247 89,360 -374,887 -80.8% 3,139,288

Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1363.40 1352.56 1302.56
R3 1336.40 1325.56 1295.14
R2 1309.40 1309.40 1292.66
R1 1298.56 1298.56 1290.19 1303.98
PP 1282.40 1282.40 1282.40 1285.12
S1 1271.56 1271.56 1285.24 1276.98
S2 1255.40 1255.40 1282.76
S3 1228.40 1244.56 1280.29
S4 1201.40 1217.56 1272.86

Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1457.74 1431.97 1320.30
R3 1398.49 1372.72 1304.00
R2 1339.24 1339.24 1298.57
R1 1313.47 1313.47 1293.14 1296.73
PP 1279.99 1279.99 1279.99 1271.62
S1 1254.22 1254.22 1282.28 1237.48
S2 1220.74 1220.74 1276.85
S3 1161.49 1194.97 1271.42
S4 1102.24 1135.72 1255.12

High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1305.75 1246.50 59.25 4.6% 32.35 2.5% 70% False False 627,857
10 1327.25 1246.50 80.75 6.3% 26.98 2.1% 51% False False 1,396,643
20 1343.00 1246.50 96.50 7.5% 24.46 1.9% 43% False False 1,810,953
40 1343.00 1246.50 96.50 7.5% 18.94 1.5% 43% False False 1,815,840
60 1343.00 1245.50 97.50 7.6% 16.39 1.3% 43% False False 1,676,574
80 1343.00 1167.25 175.75 13.6% 15.95 1.2% 69% False False 1,434,752
100 1343.00 1163.00 180.00 14.0% 15.81 1.2% 69% False False 1,148,404
120 1343.00 1121.75 221.25 17.2% 15.81 1.2% 75% False False 957,192

Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250 1408.00
2.618 1363.94
1.618 1336.94
1.000 1320.25
0.618 1309.94
HIGH 1293.25
0.618 1282.94
0.500 1279.75
0.382 1276.56
LOW 1266.25
0.618 1249.56
1.000 1239.25
1.618 1222.56
2.618 1195.56
4.250 1151.50

Read more at www.mypivots.com

Watch These 2 Indicators Together

Amplify’d from www.stocktiming.com
StockTiming.com

Friday's Update

Friday, March 18th. - Stock Trends, Charts, and Commentary

Watch these 2 Indicators Together, and not just one of them alone.

Sometimes, investors need to check correlations between different indicators in order to truly understand if conditions are as good or as bad as they think they might be.

If one were to look solely at the VIX this week, you would be concerned that fear levels were showing a panic situation.  (See the top of today's chart.)  In spite of this week's spike up on the VIX, it held at a 2008 to 2011 resistance line. 

On September 15, 2008 ... the VIX was at 31.70.   If you looked at another indicator such as the NYSE New Lows back then, you would have seen that the New Lows came in at 622.   New Lows were 19.6 times higher than the VIX ... and the market was on the road to beginning its Bear Market slide.

This week, on March 16th,  the VIX had an intra-day high of 31.28, but the NYSE'S New Lows came in at a much lower number ... 71.  

The bottom line this week, was that the New Lows were only 2.2 times higher than the VIX ... a far cry from the 19.6 times figure in 2008.

Since New Lows is a function of how much panic selling was going on, the VIX's spike this week was not suggesting the same kind of market deterioration as what was seen in 2008.   

Yes, the fear was there with the Libyan, and Japanese problems ... but the panic selling levels were not even close.    The Libyan and Japanese problems are not gone yet, but if they continue to subside, then the VIX will also continue to subside.  If that becomes the case, then the relatively small number of New Lows would be a bullish underlying condition for the market.

See more at www.stocktiming.com

Market Profile - Value Areas 03/18/11

Point of Control , Value Area High & Low

Amplify’d from www.mypivots.com

Value Areas and Point of Control 2011 Q1

For Friday, 18 March 2011
ES        NQ        YM        DJIA
VAH        1271.25        2243.00        11717        11779
POC        1268.75        2237.00        11695        11759
VAL        1265.75        2227.50        11671        11723

For Thursday, 17 March 2011
ES        NQ        YM        DJIA
VAH        1266.00        2225.25        11667        11755
POC        1259.50        2215.75        11621        11683
VAL        1251.00        2199.25        11545        11609
Read more at www.mypivots.com

Trading Metrics E-mini S&P 500 03/18/11

Daily & Weekly Pivots , Fibonacci Retracements and Extensions , Range Stats , Price Patterns

Amplify’d from www.mypivots.com

E-mini S&P500 March 2011

E-mini S&P500 March 2011 chart

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1280.00 1259.75 -20.25 -1.6% 1320.25
High 1288.25 1279.25 -9.00 -0.7% 1327.25
Low 1248.00 1246.50 -1.50 -0.1% 1283.00
Close 1258.75 1273.75 15.00 1.2% 1306.00
Range 40.25 32.75 -7.50 -18.6% 44.25
Volume 761,403 464,247 -297,156 -39.0% 10,827,149

Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1364.75 1352.00 1291.76
R3 1332.00 1319.25 1282.76
R2 1299.25 1299.25 1279.75
R1 1286.50 1286.50 1276.75 1292.88
PP 1266.50 1266.50 1266.50 1269.69
S1 1253.75 1253.75 1270.75 1260.13
S2 1233.75 1233.75 1267.75
S3 1201.00 1221.00 1264.74
S4 1168.25 1188.25 1255.74

Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1438.17 1416.33 1330.34
R3 1393.92 1372.08 1318.17
R2 1349.67 1349.67 1314.11
R1 1327.83 1327.83 1310.06 1316.63
PP 1305.42 1305.42 1305.42 1299.81
S1 1283.58 1283.58 1301.94 1272.38
S2 1261.17 1261.17 1297.89
S3 1216.92 1239.33 1293.83
S4 1172.67 1195.08 1281.66

High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1308.75 1246.50 62.25 4.9% 32.10 2.5% 44% False True 834,325
10 1334.50 1246.50 88.00 6.9% 26.60 2.1% 31% False True 1,681,421
20 1343.00 1246.50 96.50 7.6% 23.69 1.9% 28% False True 1,890,333
40 1343.00 1246.50 96.50 7.6% 18.61 1.5% 28% False True 1,871,678
60 1343.00 1240.75 102.25 8.0% 16.12 1.3% 32% False False 1,690,733
80 1343.00 1167.25 175.75 13.8% 15.91 1.2% 61% False False 1,433,715
100 1343.00 1163.00 180.00 14.1% 15.65 1.2% 62% False False 1,147,523
120 1343.00 1121.75 221.25 17.4% 15.69 1.2% 69% False False 956,454

Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250 1418.44
2.618 1364.99
1.618 1332.24
1.000 1312.00
0.618 1299.49
HIGH 1279.25
0.618 1266.74
0.500 1262.88
0.382 1259.01
LOW 1246.50
0.618 1226.26
1.000 1213.75
1.618 1193.51
2.618 1160.76
4.250 1107.31

Read more at www.mypivots.com

Market Profile - Value Areas 03/17/11

Point of Control , Value Area High & Low

Amplify’d from www.mypivots.com

Value Areas and Point of Control 2011 Q1

For Thursday, 17 March 2011
ES        NQ        YM        DJIA
VAH        1266.00        2225.25        11667        11755
POC        1259.50        2215.75        11621        11683
VAL        1251.00        2199.25        11545        11609
Read more at www.mypivots.com

Trading Metrics E-mini S&P 500 03/17/11

Daily & Weekly Pivots , Fibonacci Retracements and Extensions , Range Stats , Price Patterns

Amplify’d from www.mypivots.com

E-mini S&P500 March 2011

E-mini S&P500 March 2011 chart

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 1295.50 1280.00 -15.50 -1.2% 1320.25
High 1298.00 1288.25 -9.75 -0.8% 1327.25
Low 1256.00 1248.00 -8.00 -0.6% 1283.00
Close 1280.00 1258.75 -21.25 -1.7% 1306.00
Range 42.00 40.25 -1.75 -4.2% 44.25
Volume 1,006,452 761,403 -245,049 -24.3% 10,827,149

Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1385.75 1362.50 1280.89
R3 1345.50 1322.25 1269.82
R2 1305.25 1305.25 1266.13
R1 1282.00 1282.00 1262.44 1273.50
PP 1265.00 1265.00 1265.00 1260.75
S1 1241.75 1241.75 1255.06 1233.25
S2 1224.75 1224.75 1251.37
S3 1184.50 1201.50 1247.68
S4 1144.25 1161.25 1236.61

Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1438.17 1416.33 1330.34
R3 1393.92 1372.08 1318.17
R2 1349.67 1349.67 1314.11
R1 1327.83 1327.83 1310.06 1316.63
PP 1305.42 1305.42 1305.42 1299.81
S1 1283.58 1283.58 1301.94 1272.38
S2 1261.17 1261.17 1297.89
S3 1216.92 1239.33 1293.83
S4 1172.67 1195.08 1281.66

High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1317.25 1248.00 69.25 5.5% 30.45 2.4% 16% False True 1,261,925
10 1334.50 1248.00 86.50 6.9% 26.03 2.1% 12% False True 1,870,473
20 1343.00 1248.00 95.00 7.5% 22.56 1.8% 11% False True 1,957,074
40 1343.00 1248.00 95.00 7.5% 18.33 1.5% 11% False True 1,918,126
60 1343.00 1234.00 109.00 8.7% 15.77 1.3% 23% False False 1,702,092
80 1343.00 1167.25 175.75 14.0% 15.64 1.2% 52% False False 1,428,022
100 1343.00 1163.00 180.00 14.3% 15.40 1.2% 53% False False 1,142,887
120 1343.00 1113.75 229.25 18.2% 15.62 1.2% 63% False False 952,589

Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250 1459.31
2.618 1393.62
1.618 1353.37
1.000 1328.50
0.618 1313.12
HIGH 1288.25
0.618 1272.87
0.500 1268.13
0.382 1263.38
LOW 1248.00
0.618 1223.13
1.000 1207.75
1.618 1182.88
2.618 1142.63
4.250 1076.94

Read more at www.mypivots.com

Market Profile - Value Areas 03/16/11

Point of Control , Value Area High & Low

Amplify’d from www.mypivots.com

Value Areas and Point of Control 2011 Q1

For Wednesday, 16 March 2011
ES        NQ        YM        DJIA
VAH        1279.00        2266.25        11809        11890
POC        1269.50        2245.75        11725        11792
VAL        1265.50        2239.25        11707        11770

For Tuesday, 15 March 2011
ES        NQ        YM        DJIA
VAH        1291.25        2290.25        11929        11981
POC        1288.25        2282.75        11901        11967
VAL        1283.75        2276.75        11865        11913

For Monday, 14 March 2011
ES        NQ        YM        DJIA
VAH        1303.75        2303.75        12026        12028
POC        1295.75        2291.25        11947        12012
VAL        1291.75        2281.75        11911        11948
Read more at www.mypivots.com

Trading Metrics E-mini S&P 500 03/16/11

Daily & Weekly Pivots , Fibonacci Retracements and Extensions , Range Stats , Price Patterns

Amplify’d from www.mypivots.com

E-mini S&P500 March 2011

E-mini S&P500 March 2011 chart

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 1302.25 1295.50 -6.75 -0.5% 1320.25
High 1305.75 1298.00 -7.75 -0.6% 1327.25
Low 1286.00 1256.00 -30.00 -2.3% 1283.00
Close 1295.50 1280.00 -15.50 -1.2% 1306.00
Range 19.75 42.00 22.25 112.7% 44.25
Volume 817,826 1,006,452 188,626 23.1% 10,827,149

Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 1404.00 1384.00 1303.10
R3 1362.00 1342.00 1291.55
R2 1320.00 1320.00 1287.70
R1 1300.00 1300.00 1283.85 1289.00
PP 1278.00 1278.00 1278.00 1272.50
S1 1258.00 1258.00 1276.15 1247.00
S2 1236.00 1236.00 1272.30
S3 1194.00 1216.00 1268.45
S4 1152.00 1174.00 1256.90

Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1438.17 1416.33 1330.34
R3 1393.92 1372.08 1318.17
R2 1349.67 1349.67 1314.11
R1 1327.83 1327.83 1310.06 1316.63
PP 1305.42 1305.42 1305.42 1299.81
S1 1283.58 1283.58 1301.94 1272.38
S2 1261.17 1261.17 1297.89
S3 1216.92 1239.33 1293.83
S4 1172.67 1195.08 1281.66

High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1325.00 1256.00 69.00 5.4% 25.10 2.0% 35% False True 1,548,779
10 1334.50 1256.00 78.50 6.1% 23.75 1.9% 31% False True 2,062,323
20 1343.00 1256.00 87.00 6.8% 20.90 1.6% 28% False True 1,991,362
40 1343.00 1256.00 87.00 6.8% 17.63 1.4% 28% False True 1,939,870
60 1343.00 1234.00 109.00 8.5% 15.20 1.2% 42% False False 1,711,710
80 1343.00 1167.25 175.75 13.7% 15.41 1.2% 64% False False 1,418,560
100 1343.00 1162.25 180.75 14.1% 15.18 1.2% 65% False False 1,135,280
120 1343.00 1112.75 230.25 18.0% 15.42 1.2% 73% False False 946,248

Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.43
Widest range in 169 trading days

Fibonacci Retracements and Extensions
4.250 1476.50
2.618 1407.96
1.618 1365.96
1.000 1340.00
0.618 1323.96
HIGH 1298.00
0.618 1281.96
0.500 1277.00
0.382 1272.04
LOW 1256.00
0.618 1230.04
1.000 1214.00
1.618 1188.04
2.618 1146.04
4.250 1077.50

Read more at www.mypivots.com

Market Profile - Value Areas 03/15/11

Point of Control , Value Area High & Low

Amplify’d from www.mypivots.com

Value Areas and Point of Control 2011 Q1

For Tuesday, 15 March 2011
ES        NQ        YM        DJIA
VAH        1291.25        2290.25        11929        11981
POC        1288.25        2282.75        11901        11967
VAL        1283.75        2276.75        11865        11913

For Monday, 14 March 2011
ES        NQ        YM        DJIA
VAH        1303.75        2303.75        12026        12028
POC        1295.75        2291.25        11947        12012
VAL        1291.75        2281.75        11911        11948
Read more at www.mypivots.com