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 |
1,168.50 |
1,169.00 |
0.50 |
0.0% |
1,153.25 |
High |
1,173.75 |
1,170.50 |
-3.25 |
-0.3% |
1,176.50 |
Low |
1,164.25 |
1,161.25 |
-3.00 |
-0.3% |
1,146.75 |
Close |
1,169.50 |
1,165.25 |
-4.25 |
-0.4% |
1,163.50 |
Range |
9.50 |
9.25 |
-0.25 |
-2.6% |
29.75 |
ATR |
12.39 |
12.17 |
-0.22 |
-1.8% |
0.00 |
Volume |
1,454,311 |
1,642,976 |
188,665 |
13.0% |
10,285,997 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.50 |
1,188.50 |
1,170.25 |
|
R3 |
1,184.25 |
1,179.25 |
1,167.75 |
|
R2 |
1,175.00 |
1,175.00 |
1,167.00 |
|
R1 |
1,170.00 |
1,170.00 |
1,166.00 |
1,168.00 |
PP |
1,165.75 |
1,165.75 |
1,165.75 |
1,164.50 |
S1 |
1,160.75 |
1,160.75 |
1,164.50 |
1,158.50 |
S2 |
1,156.50 |
1,156.50 |
1,163.50 |
|
S3 |
1,147.25 |
1,151.50 |
1,162.75 |
|
S4 |
1,138.00 |
1,142.25 |
1,160.25 |
|
|
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% |
44% |
False |
False |
1,921,309 |
10 |
1,176.50 |
1,146.75 |
29.75 |
2.6% |
11.50 |
1.0% |
62% |
False |
False |
1,940,286 |
20 |
1,176.50 |
1,109.50 |
67.00 |
5.7% |
11.25 |
1.0% |
83% |
False |
False |
1,352,654 |
40 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
13.75 |
1.2% |
92% |
False |
False |
679,813 |
60 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
15.00 |
1.3% |
92% |
False |
False |
453,743 |
80 |
1,176.50 |
1,036.25 |
140.25 |
12.0% |
14.00 |
1.2% |
92% |
False |
False |
340,370 |
100 |
1,176.50 |
1,031.00 |
145.50 |
12.5% |
13.75 |
1.2% |
92% |
False |
False |
272,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.75 |
2.618 |
1,194.75 |
1.618 |
1,185.50 |
1.000 |
1,179.75 |
0.618 |
1,176.25 |
HIGH |
1,170.50 |
0.618 |
1,167.00 |
0.500 |
1,166.00 |
0.382 |
1,164.75 |
LOW |
1,161.25 |
0.618 |
1,155.50 |
1.000 |
1,152.00 |
1.618 |
1,146.25 |
2.618 |
1,137.00 |
4.250 |
1,122.00 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,166.00 |
1,167.50 |
PP |
1,165.75 |
1,166.75 |
S1 |
1,165.50 |
1,166.00 |
|