Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,433.5 |
1,428.5 |
-5.0 |
-0.3% |
1,424.2 |
High |
1,438.1 |
1,430.0 |
-8.1 |
-0.6% |
1,448.6 |
Low |
1,422.0 |
1,410.1 |
-11.9 |
-0.8% |
1,419.5 |
Close |
1,426.2 |
1,419.9 |
-6.3 |
-0.4% |
1,426.2 |
Range |
16.1 |
19.9 |
3.8 |
23.6% |
29.1 |
ATR |
19.5 |
19.5 |
0.0 |
0.1% |
0.0 |
Volume |
172,957 |
164,306 |
-8,651 |
-5.0% |
691,435 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.7 |
1,469.7 |
1,430.8 |
|
R3 |
1,459.8 |
1,449.8 |
1,425.4 |
|
R2 |
1,439.9 |
1,439.9 |
1,423.5 |
|
R1 |
1,429.9 |
1,429.9 |
1,421.7 |
1,425.0 |
PP |
1,420.0 |
1,420.0 |
1,420.0 |
1,417.5 |
S1 |
1,410.0 |
1,410.0 |
1,418.1 |
1,405.1 |
S2 |
1,400.1 |
1,400.1 |
1,416.3 |
|
S3 |
1,380.2 |
1,390.1 |
1,414.4 |
|
S4 |
1,360.3 |
1,370.2 |
1,409.0 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.7 |
1,501.6 |
1,442.2 |
|
R3 |
1,489.6 |
1,472.5 |
1,434.2 |
|
R2 |
1,460.5 |
1,460.5 |
1,431.5 |
|
R1 |
1,443.4 |
1,443.4 |
1,428.9 |
1,452.0 |
PP |
1,431.4 |
1,431.4 |
1,431.4 |
1,435.7 |
S1 |
1,414.3 |
1,414.3 |
1,423.5 |
1,422.9 |
S2 |
1,402.3 |
1,402.3 |
1,420.9 |
|
S3 |
1,373.2 |
1,385.2 |
1,418.2 |
|
S4 |
1,344.1 |
1,356.1 |
1,410.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,448.6 |
1,410.1 |
38.5 |
2.7% |
17.8 |
1.3% |
25% |
False |
True |
147,927 |
10 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
20.4 |
1.4% |
58% |
False |
False |
145,457 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.8 |
1.4% |
58% |
False |
False |
145,341 |
40 |
1,448.6 |
1,323.6 |
125.0 |
8.8% |
18.3 |
1.3% |
77% |
False |
False |
129,557 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.2 |
1.4% |
79% |
False |
False |
98,923 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
18.9 |
1.3% |
79% |
False |
False |
75,140 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
20.2 |
1.4% |
79% |
False |
False |
60,950 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.9 |
1.4% |
79% |
False |
False |
51,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.6 |
2.618 |
1,482.1 |
1.618 |
1,462.2 |
1.000 |
1,449.9 |
0.618 |
1,442.3 |
HIGH |
1,430.0 |
0.618 |
1,422.4 |
0.500 |
1,420.1 |
0.382 |
1,417.7 |
LOW |
1,410.1 |
0.618 |
1,397.8 |
1.000 |
1,390.2 |
1.618 |
1,377.9 |
2.618 |
1,358.0 |
4.250 |
1,325.5 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,420.1 |
1,429.4 |
PP |
1,420.0 |
1,426.2 |
S1 |
1,420.0 |
1,423.1 |
|