Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,110.4 |
1,109.7 |
-0.7 |
-0.1% |
1,108.0 |
High |
1,114.7 |
1,112.9 |
-1.8 |
-0.2% |
1,109.8 |
Low |
1,103.1 |
1,101.5 |
-1.6 |
-0.1% |
1,084.8 |
Close |
1,110.3 |
1,104.5 |
-5.8 |
-0.5% |
1,104.3 |
Range |
11.6 |
11.4 |
-0.2 |
-1.7% |
25.0 |
ATR |
18.0 |
17.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
177,735 |
158,733 |
-19,002 |
-10.7% |
819,098 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.5 |
1,133.9 |
1,110.8 |
|
R3 |
1,129.1 |
1,122.5 |
1,107.6 |
|
R2 |
1,117.7 |
1,117.7 |
1,106.6 |
|
R1 |
1,111.1 |
1,111.1 |
1,105.5 |
1,108.7 |
PP |
1,106.3 |
1,106.3 |
1,106.3 |
1,105.1 |
S1 |
1,099.7 |
1,099.7 |
1,103.5 |
1,097.3 |
S2 |
1,094.9 |
1,094.9 |
1,102.4 |
|
S3 |
1,083.5 |
1,088.3 |
1,101.4 |
|
S4 |
1,072.1 |
1,076.9 |
1,098.2 |
|
|
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% |
15.1 |
1.4% |
66% |
False |
False |
164,002 |
10 |
1,133.9 |
1,084.8 |
49.1 |
4.4% |
16.0 |
1.4% |
40% |
False |
False |
155,166 |
20 |
1,145.8 |
1,084.8 |
61.0 |
5.5% |
16.3 |
1.5% |
32% |
False |
False |
156,574 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.2% |
19.6 |
1.8% |
59% |
False |
False |
165,518 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
20.2 |
1.8% |
49% |
False |
False |
127,498 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
21.3 |
1.9% |
33% |
False |
False |
96,766 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
21.0 |
1.9% |
33% |
False |
False |
78,076 |
120 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
20.1 |
1.8% |
38% |
False |
False |
65,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.4 |
2.618 |
1,142.7 |
1.618 |
1,131.3 |
1.000 |
1,124.3 |
0.618 |
1,119.9 |
HIGH |
1,112.9 |
0.618 |
1,108.5 |
0.500 |
1,107.2 |
0.382 |
1,105.9 |
LOW |
1,101.5 |
0.618 |
1,094.5 |
1.000 |
1,090.1 |
1.618 |
1,083.1 |
2.618 |
1,071.7 |
4.250 |
1,053.1 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,107.2 |
1,103.5 |
PP |
1,106.3 |
1,102.6 |
S1 |
1,105.4 |
1,101.6 |
|