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 |
1,164.75 |
1,168.50 |
3.75 |
0.3% |
1,153.25 |
High |
1,171.00 |
1,173.75 |
2.75 |
0.2% |
1,176.50 |
Low |
1,164.00 |
1,164.25 |
0.25 |
0.0% |
1,146.75 |
Close |
1,168.75 |
1,169.50 |
0.75 |
0.1% |
1,163.50 |
Range |
7.00 |
9.50 |
2.50 |
35.7% |
29.75 |
ATR |
12.62 |
12.39 |
-0.22 |
-1.8% |
0.00 |
Volume |
2,161,399 |
1,454,311 |
-707,088 |
-32.7% |
10,285,997 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.75 |
1,193.00 |
1,174.75 |
|
R3 |
1,188.25 |
1,183.50 |
1,172.00 |
|
R2 |
1,178.75 |
1,178.75 |
1,171.25 |
|
R1 |
1,174.00 |
1,174.00 |
1,170.25 |
1,176.50 |
PP |
1,169.25 |
1,169.25 |
1,169.25 |
1,170.25 |
S1 |
1,164.50 |
1,164.50 |
1,168.75 |
1,167.00 |
S2 |
1,159.75 |
1,159.75 |
1,167.75 |
|
S3 |
1,150.25 |
1,155.00 |
1,167.00 |
|
S4 |
1,140.75 |
1,145.50 |
1,164.25 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.50 |
1,237.25 |
1,179.75 |
|
R3 |
1,221.75 |
1,207.50 |
1,171.75 |
|
R2 |
1,192.00 |
1,192.00 |
1,169.00 |
|
R1 |
1,177.75 |
1,177.75 |
1,166.25 |
1,185.00 |
PP |
1,162.25 |
1,162.25 |
1,162.25 |
1,165.75 |
S1 |
1,148.00 |
1,148.00 |
1,160.75 |
1,155.00 |
S2 |
1,132.50 |
1,132.50 |
1,158.00 |
|
S3 |
1,102.75 |
1,118.25 |
1,155.25 |
|
S4 |
1,073.00 |
1,088.50 |
1,147.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,176.50 |
1,156.50 |
20.00 |
1.7% |
11.00 |
0.9% |
65% |
False |
False |
1,963,995 |
10 |
1,176.50 |
1,146.75 |
29.75 |
2.5% |
11.75 |
1.0% |
76% |
False |
False |
1,977,044 |
20 |
1,176.50 |
1,109.50 |
67.00 |
5.7% |
11.25 |
1.0% |
90% |
False |
False |
1,271,710 |
40 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
14.00 |
1.2% |
95% |
False |
False |
638,757 |
60 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
15.00 |
1.3% |
95% |
False |
False |
426,365 |
80 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
14.00 |
1.2% |
95% |
False |
False |
319,833 |
100 |
1,176.50 |
1,031.00 |
145.50 |
12.4% |
13.75 |
1.2% |
95% |
False |
False |
255,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.00 |
2.618 |
1,198.50 |
1.618 |
1,189.00 |
1.000 |
1,183.25 |
0.618 |
1,179.50 |
HIGH |
1,173.75 |
0.618 |
1,170.00 |
0.500 |
1,169.00 |
0.382 |
1,168.00 |
LOW |
1,164.25 |
0.618 |
1,158.50 |
1.000 |
1,154.75 |
1.618 |
1,149.00 |
2.618 |
1,139.50 |
4.250 |
1,124.00 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,169.25 |
1,168.00 |
PP |
1,169.25 |
1,166.50 |
S1 |
1,169.00 |
1,165.00 |
|