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 |
1,110.6 |
1,105.1 |
-5.5 |
-0.5% |
1,108.2 |
High |
1,114.2 |
1,119.9 |
5.7 |
0.5% |
1,111.0 |
Low |
1,102.4 |
1,103.1 |
0.7 |
0.1% |
1,086.1 |
Close |
1,105.7 |
1,114.5 |
8.8 |
0.8% |
1,105.4 |
Range |
11.8 |
16.8 |
5.0 |
42.4% |
24.9 |
ATR |
17.3 |
17.3 |
0.0 |
-0.2% |
0.0 |
Volume |
126,186 |
109,922 |
-16,264 |
-12.9% |
191,271 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,162.9 |
1,155.5 |
1,123.7 |
|
R3 |
1,146.1 |
1,138.7 |
1,119.1 |
|
R2 |
1,129.3 |
1,129.3 |
1,117.6 |
|
R1 |
1,121.9 |
1,121.9 |
1,116.0 |
1,125.6 |
PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,114.4 |
S1 |
1,105.1 |
1,105.1 |
1,113.0 |
1,108.8 |
S2 |
1,095.7 |
1,095.7 |
1,111.4 |
|
S3 |
1,078.9 |
1,088.3 |
1,109.9 |
|
S4 |
1,062.1 |
1,071.5 |
1,105.3 |
|
|
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 |
1,119.9 |
1,086.6 |
33.3 |
3.0% |
14.4 |
1.3% |
84% |
True |
False |
87,720 |
10 |
1,130.5 |
1,086.1 |
44.4 |
4.0% |
16.0 |
1.4% |
64% |
False |
False |
56,336 |
20 |
1,143.2 |
1,086.1 |
57.1 |
5.1% |
16.4 |
1.5% |
50% |
False |
False |
35,977 |
40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.1 |
1.7% |
68% |
False |
False |
20,686 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
19.2 |
1.7% |
58% |
False |
False |
15,084 |
80 |
1,214.3 |
1,045.6 |
168.7 |
15.1% |
20.4 |
1.8% |
41% |
False |
False |
11,987 |
100 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
20.0 |
1.8% |
37% |
False |
False |
10,041 |
120 |
1,230.0 |
1,030.0 |
200.0 |
17.9% |
19.1 |
1.7% |
42% |
False |
False |
8,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.3 |
2.618 |
1,163.9 |
1.618 |
1,147.1 |
1.000 |
1,136.7 |
0.618 |
1,130.3 |
HIGH |
1,119.9 |
0.618 |
1,113.5 |
0.500 |
1,111.5 |
0.382 |
1,109.5 |
LOW |
1,103.1 |
0.618 |
1,092.7 |
1.000 |
1,086.3 |
1.618 |
1,075.9 |
2.618 |
1,059.1 |
4.250 |
1,031.7 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.5 |
1,113.4 |
PP |
1,112.5 |
1,112.3 |
S1 |
1,111.5 |
1,111.2 |
|