Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.0 |
1,106.8 |
-8.2 |
-0.7% |
1,107.0 |
High |
1,116.3 |
1,114.7 |
-1.6 |
-0.1% |
1,111.5 |
Low |
1,106.0 |
1,104.3 |
-1.7 |
-0.2% |
1,087.8 |
Close |
1,112.7 |
1,106.8 |
-5.9 |
-0.5% |
1,106.6 |
Range |
10.3 |
10.4 |
0.1 |
1.0% |
23.7 |
ATR |
16.3 |
15.9 |
-0.4 |
-2.6% |
0.0 |
Volume |
1,785 |
870 |
-915 |
-51.3% |
6,263 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.8 |
1,133.7 |
1,112.5 |
|
R3 |
1,129.4 |
1,123.3 |
1,109.7 |
|
R2 |
1,119.0 |
1,119.0 |
1,108.7 |
|
R1 |
1,112.9 |
1,112.9 |
1,107.8 |
1,112.0 |
PP |
1,108.6 |
1,108.6 |
1,108.6 |
1,108.2 |
S1 |
1,102.5 |
1,102.5 |
1,105.8 |
1,101.6 |
S2 |
1,098.2 |
1,098.2 |
1,104.9 |
|
S3 |
1,087.8 |
1,092.1 |
1,103.9 |
|
S4 |
1,077.4 |
1,081.7 |
1,101.1 |
|
|
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% |
13.8 |
1.2% |
67% |
False |
False |
1,305 |
10 |
1,135.5 |
1,087.8 |
47.7 |
4.3% |
14.5 |
1.3% |
40% |
False |
False |
1,395 |
20 |
1,147.3 |
1,087.8 |
59.5 |
5.4% |
14.8 |
1.3% |
32% |
False |
False |
1,973 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.8% |
16.9 |
1.5% |
58% |
False |
False |
1,697 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.6 |
1.5% |
51% |
False |
False |
1,419 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
16.9 |
1.5% |
31% |
False |
False |
1,227 |
100 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
15.7 |
1.4% |
31% |
False |
False |
1,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.9 |
2.618 |
1,141.9 |
1.618 |
1,131.5 |
1.000 |
1,125.1 |
0.618 |
1,121.1 |
HIGH |
1,114.7 |
0.618 |
1,110.7 |
0.500 |
1,109.5 |
0.382 |
1,108.3 |
LOW |
1,104.3 |
0.618 |
1,097.9 |
1.000 |
1,093.9 |
1.618 |
1,087.5 |
2.618 |
1,077.1 |
4.250 |
1,060.1 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,109.5 |
1,105.8 |
PP |
1,108.6 |
1,104.7 |
S1 |
1,107.7 |
1,103.7 |
|