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 |
1,116.8 |
1,109.2 |
-7.6 |
-0.7% |
1,110.4 |
High |
1,118.2 |
1,117.2 |
-1.0 |
-0.1% |
1,112.8 |
Low |
1,107.9 |
1,106.6 |
-1.3 |
-0.1% |
1,089.9 |
Close |
1,115.2 |
1,109.2 |
-6.0 |
-0.5% |
1,109.0 |
Range |
10.3 |
10.6 |
0.3 |
2.9% |
22.9 |
ATR |
16.4 |
15.9 |
-0.4 |
-2.5% |
0.0 |
Volume |
1,012 |
2,438 |
1,426 |
140.9% |
7,166 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.8 |
1,136.6 |
1,115.0 |
|
R3 |
1,132.2 |
1,126.0 |
1,112.1 |
|
R2 |
1,121.6 |
1,121.6 |
1,111.1 |
|
R1 |
1,115.4 |
1,115.4 |
1,110.2 |
1,114.5 |
PP |
1,111.0 |
1,111.0 |
1,111.0 |
1,110.6 |
S1 |
1,104.8 |
1,104.8 |
1,108.2 |
1,103.9 |
S2 |
1,100.4 |
1,100.4 |
1,107.3 |
|
S3 |
1,089.8 |
1,094.2 |
1,106.3 |
|
S4 |
1,079.2 |
1,083.6 |
1,103.4 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.6 |
1,163.7 |
1,121.6 |
|
R3 |
1,149.7 |
1,140.8 |
1,115.3 |
|
R2 |
1,126.8 |
1,126.8 |
1,113.2 |
|
R1 |
1,117.9 |
1,117.9 |
1,111.1 |
1,110.9 |
PP |
1,103.9 |
1,103.9 |
1,103.9 |
1,100.4 |
S1 |
1,095.0 |
1,095.0 |
1,106.9 |
1,088.0 |
S2 |
1,081.0 |
1,081.0 |
1,104.8 |
|
S3 |
1,058.1 |
1,072.1 |
1,102.7 |
|
S4 |
1,035.2 |
1,049.2 |
1,096.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,118.2 |
1,089.9 |
28.3 |
2.6% |
13.0 |
1.2% |
68% |
False |
False |
1,704 |
10 |
1,137.4 |
1,089.9 |
47.5 |
4.3% |
14.3 |
1.3% |
41% |
False |
False |
1,288 |
20 |
1,149.6 |
1,089.9 |
59.7 |
5.4% |
14.8 |
1.3% |
32% |
False |
False |
1,350 |
40 |
1,149.6 |
1,048.2 |
101.4 |
9.1% |
17.7 |
1.6% |
60% |
False |
False |
1,749 |
60 |
1,167.3 |
1,048.2 |
119.1 |
10.7% |
18.2 |
1.6% |
51% |
False |
False |
1,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.3 |
2.618 |
1,145.0 |
1.618 |
1,134.4 |
1.000 |
1,127.8 |
0.618 |
1,123.8 |
HIGH |
1,117.2 |
0.618 |
1,113.2 |
0.500 |
1,111.9 |
0.382 |
1,110.6 |
LOW |
1,106.6 |
0.618 |
1,100.0 |
1.000 |
1,096.0 |
1.618 |
1,089.4 |
2.618 |
1,078.8 |
4.250 |
1,061.6 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,111.9 |
1,108.2 |
PP |
1,111.0 |
1,107.1 |
S1 |
1,110.1 |
1,106.1 |
|