Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,091.6 |
1,110.4 |
18.8 |
1.7% |
1,108.0 |
High |
1,109.8 |
1,114.7 |
4.9 |
0.4% |
1,109.8 |
Low |
1,088.5 |
1,103.1 |
14.6 |
1.3% |
1,084.8 |
Close |
1,104.3 |
1,110.3 |
6.0 |
0.5% |
1,104.3 |
Range |
21.3 |
11.6 |
-9.7 |
-45.5% |
25.0 |
ATR |
18.5 |
18.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
159,336 |
177,735 |
18,399 |
11.5% |
819,098 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.2 |
1,138.8 |
1,116.7 |
|
R3 |
1,132.6 |
1,127.2 |
1,113.5 |
|
R2 |
1,121.0 |
1,121.0 |
1,112.4 |
|
R1 |
1,115.6 |
1,115.6 |
1,111.4 |
1,112.5 |
PP |
1,109.4 |
1,109.4 |
1,109.4 |
1,107.8 |
S1 |
1,104.0 |
1,104.0 |
1,109.2 |
1,100.9 |
S2 |
1,097.8 |
1,097.8 |
1,108.2 |
|
S3 |
1,086.2 |
1,092.4 |
1,107.1 |
|
S4 |
1,074.6 |
1,080.8 |
1,103.9 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.6 |
1,164.5 |
1,118.1 |
|
R3 |
1,149.6 |
1,139.5 |
1,111.2 |
|
R2 |
1,124.6 |
1,124.6 |
1,108.9 |
|
R1 |
1,114.5 |
1,114.5 |
1,106.6 |
1,107.1 |
PP |
1,099.6 |
1,099.6 |
1,099.6 |
1,095.9 |
S1 |
1,089.5 |
1,089.5 |
1,102.0 |
1,082.1 |
S2 |
1,074.6 |
1,074.6 |
1,099.7 |
|
S3 |
1,049.6 |
1,064.5 |
1,097.4 |
|
S4 |
1,024.6 |
1,039.5 |
1,090.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,114.7 |
1,084.8 |
29.9 |
2.7% |
15.6 |
1.4% |
85% |
True |
False |
164,068 |
10 |
1,133.9 |
1,084.8 |
49.1 |
4.4% |
16.9 |
1.5% |
52% |
False |
False |
152,376 |
20 |
1,145.8 |
1,084.8 |
61.0 |
5.5% |
16.9 |
1.5% |
42% |
False |
False |
154,871 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.1% |
20.1 |
1.8% |
65% |
False |
False |
166,114 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
20.3 |
1.8% |
54% |
False |
False |
125,000 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
21.4 |
1.9% |
36% |
False |
False |
94,815 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
21.2 |
1.9% |
36% |
False |
False |
76,511 |
120 |
1,229.0 |
1,018.8 |
210.2 |
18.9% |
20.3 |
1.8% |
44% |
False |
False |
63,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.0 |
2.618 |
1,145.1 |
1.618 |
1,133.5 |
1.000 |
1,126.3 |
0.618 |
1,121.9 |
HIGH |
1,114.7 |
0.618 |
1,110.3 |
0.500 |
1,108.9 |
0.382 |
1,107.5 |
LOW |
1,103.1 |
0.618 |
1,095.9 |
1.000 |
1,091.5 |
1.618 |
1,084.3 |
2.618 |
1,072.7 |
4.250 |
1,053.8 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,109.8 |
1,106.9 |
PP |
1,109.4 |
1,103.5 |
S1 |
1,108.9 |
1,100.1 |
|