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 |
1,092.6 |
1,115.0 |
22.4 |
2.1% |
1,107.0 |
High |
1,111.5 |
1,116.3 |
4.8 |
0.4% |
1,111.5 |
Low |
1,091.0 |
1,106.0 |
15.0 |
1.4% |
1,087.8 |
Close |
1,106.6 |
1,112.7 |
6.1 |
0.6% |
1,106.6 |
Range |
20.5 |
10.3 |
-10.2 |
-49.8% |
23.7 |
ATR |
16.7 |
16.3 |
-0.5 |
-2.7% |
0.0 |
Volume |
1,071 |
1,785 |
714 |
66.7% |
6,263 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.6 |
1,137.9 |
1,118.4 |
|
R3 |
1,132.3 |
1,127.6 |
1,115.5 |
|
R2 |
1,122.0 |
1,122.0 |
1,114.6 |
|
R1 |
1,117.3 |
1,117.3 |
1,113.6 |
1,114.5 |
PP |
1,111.7 |
1,111.7 |
1,111.7 |
1,110.3 |
S1 |
1,107.0 |
1,107.0 |
1,111.8 |
1,104.2 |
S2 |
1,101.4 |
1,101.4 |
1,110.8 |
|
S3 |
1,091.1 |
1,096.7 |
1,109.9 |
|
S4 |
1,080.8 |
1,086.4 |
1,107.0 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.1 |
1,163.5 |
1,119.6 |
|
R3 |
1,149.4 |
1,139.8 |
1,113.1 |
|
R2 |
1,125.7 |
1,125.7 |
1,110.9 |
|
R1 |
1,116.1 |
1,116.1 |
1,108.8 |
1,109.1 |
PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,098.4 |
S1 |
1,092.4 |
1,092.4 |
1,104.4 |
1,085.4 |
S2 |
1,078.3 |
1,078.3 |
1,102.3 |
|
S3 |
1,054.6 |
1,068.7 |
1,100.1 |
|
S4 |
1,030.9 |
1,045.0 |
1,093.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,116.3 |
1,087.8 |
28.5 |
2.6% |
14.4 |
1.3% |
87% |
True |
False |
1,326 |
10 |
1,135.5 |
1,087.8 |
47.7 |
4.3% |
15.4 |
1.4% |
52% |
False |
False |
1,382 |
20 |
1,147.3 |
1,087.8 |
59.5 |
5.3% |
15.4 |
1.4% |
42% |
False |
False |
2,022 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.7% |
17.3 |
1.6% |
64% |
False |
False |
1,684 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.6 |
1.5% |
56% |
False |
False |
1,410 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.2% |
16.9 |
1.5% |
35% |
False |
False |
1,237 |
100 |
1,230.7 |
1,050.0 |
180.7 |
16.2% |
15.9 |
1.4% |
35% |
False |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.1 |
2.618 |
1,143.3 |
1.618 |
1,133.0 |
1.000 |
1,126.6 |
0.618 |
1,122.7 |
HIGH |
1,116.3 |
0.618 |
1,112.4 |
0.500 |
1,111.2 |
0.382 |
1,109.9 |
LOW |
1,106.0 |
0.618 |
1,099.6 |
1.000 |
1,095.7 |
1.618 |
1,089.3 |
2.618 |
1,079.0 |
4.250 |
1,062.2 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,112.2 |
1,109.3 |
PP |
1,111.7 |
1,105.8 |
S1 |
1,111.2 |
1,102.4 |
|