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 |
1,106.8 |
1,105.6 |
-1.2 |
-0.1% |
1,107.0 |
High |
1,114.7 |
1,120.2 |
5.5 |
0.5% |
1,111.5 |
Low |
1,104.3 |
1,105.3 |
1.0 |
0.1% |
1,087.8 |
Close |
1,106.8 |
1,115.7 |
8.9 |
0.8% |
1,106.6 |
Range |
10.4 |
14.9 |
4.5 |
43.3% |
23.7 |
ATR |
15.9 |
15.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
870 |
1,670 |
800 |
92.0% |
6,263 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.4 |
1,152.0 |
1,123.9 |
|
R3 |
1,143.5 |
1,137.1 |
1,119.8 |
|
R2 |
1,128.6 |
1,128.6 |
1,118.4 |
|
R1 |
1,122.2 |
1,122.2 |
1,117.1 |
1,125.4 |
PP |
1,113.7 |
1,113.7 |
1,113.7 |
1,115.4 |
S1 |
1,107.3 |
1,107.3 |
1,114.3 |
1,110.5 |
S2 |
1,098.8 |
1,098.8 |
1,113.0 |
|
S3 |
1,083.9 |
1,092.4 |
1,111.6 |
|
S4 |
1,069.0 |
1,077.5 |
1,107.5 |
|
|
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 |
1,120.2 |
1,088.5 |
31.7 |
2.8% |
13.0 |
1.2% |
86% |
True |
False |
1,270 |
10 |
1,131.6 |
1,087.8 |
43.8 |
3.9% |
14.6 |
1.3% |
64% |
False |
False |
1,430 |
20 |
1,143.5 |
1,087.8 |
55.7 |
5.0% |
15.0 |
1.3% |
50% |
False |
False |
1,963 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.7% |
17.2 |
1.5% |
68% |
False |
False |
1,730 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.6 |
1.5% |
59% |
False |
False |
1,436 |
80 |
1,211.3 |
1,050.0 |
161.3 |
14.5% |
16.8 |
1.5% |
41% |
False |
False |
1,241 |
100 |
1,230.7 |
1,050.0 |
180.7 |
16.2% |
15.8 |
1.4% |
36% |
False |
False |
1,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.5 |
2.618 |
1,159.2 |
1.618 |
1,144.3 |
1.000 |
1,135.1 |
0.618 |
1,129.4 |
HIGH |
1,120.2 |
0.618 |
1,114.5 |
0.500 |
1,112.8 |
0.382 |
1,111.0 |
LOW |
1,105.3 |
0.618 |
1,096.1 |
1.000 |
1,090.4 |
1.618 |
1,081.2 |
2.618 |
1,066.3 |
4.250 |
1,042.0 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,114.7 |
1,114.6 |
PP |
1,113.7 |
1,113.4 |
S1 |
1,112.8 |
1,112.3 |
|