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 |
10,825 |
10,852 |
27 |
0.2% |
10,662 |
High |
10,879 |
10,854 |
-25 |
-0.2% |
10,894 |
Low |
10,805 |
10,771 |
-34 |
-0.3% |
10,617 |
Close |
10,854 |
10,797 |
-57 |
-0.5% |
10,798 |
Range |
74 |
83 |
9 |
12.2% |
277 |
ATR |
102 |
100 |
-1 |
-1.3% |
0 |
Volume |
83,141 |
96,893 |
13,752 |
16.5% |
621,172 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,056 |
11,010 |
10,843 |
|
R3 |
10,973 |
10,927 |
10,820 |
|
R2 |
10,890 |
10,890 |
10,812 |
|
R1 |
10,844 |
10,844 |
10,805 |
10,826 |
PP |
10,807 |
10,807 |
10,807 |
10,798 |
S1 |
10,761 |
10,761 |
10,790 |
10,743 |
S2 |
10,724 |
10,724 |
10,782 |
|
S3 |
10,641 |
10,678 |
10,774 |
|
S4 |
10,558 |
10,595 |
10,751 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,601 |
11,476 |
10,950 |
|
R3 |
11,324 |
11,199 |
10,874 |
|
R2 |
11,047 |
11,047 |
10,849 |
|
R1 |
10,922 |
10,922 |
10,824 |
10,985 |
PP |
10,770 |
10,770 |
10,770 |
10,801 |
S1 |
10,645 |
10,645 |
10,773 |
10,708 |
S2 |
10,493 |
10,493 |
10,747 |
|
S3 |
10,216 |
10,368 |
10,722 |
|
S4 |
9,939 |
10,091 |
10,646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,894 |
10,753 |
141 |
1.3% |
86 |
0.8% |
31% |
False |
False |
114,296 |
10 |
10,894 |
10,617 |
277 |
2.6% |
95 |
0.9% |
65% |
False |
False |
114,154 |
20 |
10,894 |
10,290 |
604 |
5.6% |
94 |
0.9% |
84% |
False |
False |
76,135 |
40 |
10,894 |
9,731 |
1,163 |
10.8% |
117 |
1.1% |
92% |
False |
False |
38,211 |
60 |
10,894 |
9,731 |
1,163 |
10.8% |
124 |
1.2% |
92% |
False |
False |
25,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,207 |
2.618 |
11,071 |
1.618 |
10,988 |
1.000 |
10,937 |
0.618 |
10,905 |
HIGH |
10,854 |
0.618 |
10,822 |
0.500 |
10,813 |
0.382 |
10,803 |
LOW |
10,771 |
0.618 |
10,720 |
1.000 |
10,688 |
1.618 |
10,637 |
2.618 |
10,554 |
4.250 |
10,418 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,813 |
10,825 |
PP |
10,807 |
10,816 |
S1 |
10,802 |
10,806 |
|