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 |
1,092.9 |
1,111.0 |
18.1 |
1.7% |
1,108.2 |
High |
1,111.0 |
1,116.0 |
5.0 |
0.5% |
1,111.0 |
Low |
1,089.6 |
1,104.2 |
14.6 |
1.3% |
1,086.1 |
Close |
1,105.4 |
1,111.5 |
6.1 |
0.6% |
1,105.4 |
Range |
21.4 |
11.8 |
-9.6 |
-44.9% |
24.9 |
ATR |
18.2 |
17.8 |
-0.5 |
-2.5% |
0.0 |
Volume |
58,820 |
98,796 |
39,976 |
68.0% |
191,271 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.0 |
1,140.5 |
1,118.0 |
|
R3 |
1,134.2 |
1,128.7 |
1,114.7 |
|
R2 |
1,122.4 |
1,122.4 |
1,113.7 |
|
R1 |
1,116.9 |
1,116.9 |
1,112.6 |
1,119.7 |
PP |
1,110.6 |
1,110.6 |
1,110.6 |
1,111.9 |
S1 |
1,105.1 |
1,105.1 |
1,110.4 |
1,107.9 |
S2 |
1,098.8 |
1,098.8 |
1,109.3 |
|
S3 |
1,087.0 |
1,093.3 |
1,108.3 |
|
S4 |
1,075.2 |
1,081.5 |
1,105.0 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.5 |
1,165.4 |
1,119.1 |
|
R3 |
1,150.6 |
1,140.5 |
1,112.2 |
|
R2 |
1,125.7 |
1,125.7 |
1,110.0 |
|
R1 |
1,115.6 |
1,115.6 |
1,107.7 |
1,108.2 |
PP |
1,100.8 |
1,100.8 |
1,100.8 |
1,097.2 |
S1 |
1,090.7 |
1,090.7 |
1,103.1 |
1,083.3 |
S2 |
1,075.9 |
1,075.9 |
1,100.8 |
|
S3 |
1,051.0 |
1,065.8 |
1,098.6 |
|
S4 |
1,026.1 |
1,040.9 |
1,091.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,116.0 |
1,086.1 |
29.9 |
2.7% |
15.6 |
1.4% |
85% |
True |
False |
54,702 |
10 |
1,135.0 |
1,086.1 |
48.9 |
4.4% |
16.8 |
1.5% |
52% |
False |
False |
38,660 |
20 |
1,146.6 |
1,086.1 |
60.5 |
5.4% |
16.7 |
1.5% |
42% |
False |
False |
25,376 |
40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.7 |
1.8% |
65% |
False |
False |
14,916 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.4 |
1.7% |
56% |
False |
False |
11,228 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
20.6 |
1.9% |
36% |
False |
False |
9,077 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
20.2 |
1.8% |
36% |
False |
False |
7,699 |
120 |
1,230.0 |
1,022.6 |
207.4 |
18.7% |
19.1 |
1.7% |
43% |
False |
False |
6,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.2 |
2.618 |
1,146.9 |
1.618 |
1,135.1 |
1.000 |
1,127.8 |
0.618 |
1,123.3 |
HIGH |
1,116.0 |
0.618 |
1,111.5 |
0.500 |
1,110.1 |
0.382 |
1,108.7 |
LOW |
1,104.2 |
0.618 |
1,096.9 |
1.000 |
1,092.4 |
1.618 |
1,085.1 |
2.618 |
1,073.3 |
4.250 |
1,054.1 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,111.0 |
1,108.1 |
PP |
1,110.6 |
1,104.7 |
S1 |
1,110.1 |
1,101.3 |
|