Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,109.7 |
1,103.1 |
-6.6 |
-0.6% |
1,108.0 |
High |
1,112.9 |
1,118.7 |
5.8 |
0.5% |
1,109.8 |
Low |
1,101.5 |
1,102.0 |
0.5 |
0.0% |
1,084.8 |
Close |
1,104.5 |
1,113.3 |
8.8 |
0.8% |
1,104.3 |
Range |
11.4 |
16.7 |
5.3 |
46.5% |
25.0 |
ATR |
17.5 |
17.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
158,733 |
56,533 |
-102,200 |
-64.4% |
819,098 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.4 |
1,154.1 |
1,122.5 |
|
R3 |
1,144.7 |
1,137.4 |
1,117.9 |
|
R2 |
1,128.0 |
1,128.0 |
1,116.4 |
|
R1 |
1,120.7 |
1,120.7 |
1,114.8 |
1,124.4 |
PP |
1,111.3 |
1,111.3 |
1,111.3 |
1,113.2 |
S1 |
1,104.0 |
1,104.0 |
1,111.8 |
1,107.7 |
S2 |
1,094.6 |
1,094.6 |
1,110.2 |
|
S3 |
1,077.9 |
1,087.3 |
1,108.7 |
|
S4 |
1,061.2 |
1,070.6 |
1,104.1 |
|
|
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 |
1,118.7 |
1,085.5 |
33.2 |
3.0% |
14.2 |
1.3% |
84% |
True |
False |
146,078 |
10 |
1,129.5 |
1,084.8 |
44.7 |
4.0% |
16.1 |
1.4% |
64% |
False |
False |
146,640 |
20 |
1,142.3 |
1,084.8 |
57.5 |
5.2% |
16.5 |
1.5% |
50% |
False |
False |
149,737 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.1% |
19.5 |
1.8% |
68% |
False |
False |
162,872 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
20.0 |
1.8% |
56% |
False |
False |
128,378 |
80 |
1,213.1 |
1,044.5 |
168.6 |
15.1% |
21.2 |
1.9% |
41% |
False |
False |
97,396 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
21.0 |
1.9% |
37% |
False |
False |
78,621 |
120 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
20.2 |
1.8% |
42% |
False |
False |
65,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.7 |
2.618 |
1,162.4 |
1.618 |
1,145.7 |
1.000 |
1,135.4 |
0.618 |
1,129.0 |
HIGH |
1,118.7 |
0.618 |
1,112.3 |
0.500 |
1,110.4 |
0.382 |
1,108.4 |
LOW |
1,102.0 |
0.618 |
1,091.7 |
1.000 |
1,085.3 |
1.618 |
1,075.0 |
2.618 |
1,058.3 |
4.250 |
1,031.0 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,112.3 |
1,112.2 |
PP |
1,111.3 |
1,111.2 |
S1 |
1,110.4 |
1,110.1 |
|