Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,428.5 |
1,421.0 |
-7.5 |
-0.5% |
1,424.2 |
High |
1,430.0 |
1,423.5 |
-6.5 |
-0.5% |
1,448.6 |
Low |
1,410.1 |
1,411.0 |
0.9 |
0.1% |
1,419.5 |
Close |
1,419.9 |
1,416.2 |
-3.7 |
-0.3% |
1,426.2 |
Range |
19.9 |
12.5 |
-7.4 |
-37.2% |
29.1 |
ATR |
19.5 |
19.0 |
-0.5 |
-2.6% |
0.0 |
Volume |
164,306 |
125,951 |
-38,355 |
-23.3% |
691,435 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.4 |
1,447.8 |
1,423.1 |
|
R3 |
1,441.9 |
1,435.3 |
1,419.6 |
|
R2 |
1,429.4 |
1,429.4 |
1,418.5 |
|
R1 |
1,422.8 |
1,422.8 |
1,417.3 |
1,419.9 |
PP |
1,416.9 |
1,416.9 |
1,416.9 |
1,415.4 |
S1 |
1,410.3 |
1,410.3 |
1,415.1 |
1,407.4 |
S2 |
1,404.4 |
1,404.4 |
1,413.9 |
|
S3 |
1,391.9 |
1,397.8 |
1,412.8 |
|
S4 |
1,379.4 |
1,385.3 |
1,409.3 |
|
|
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% |
16% |
False |
False |
151,312 |
10 |
1,448.6 |
1,386.8 |
61.8 |
4.4% |
16.8 |
1.2% |
48% |
False |
False |
135,285 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.1 |
1.4% |
52% |
False |
False |
143,808 |
40 |
1,448.6 |
1,325.3 |
123.3 |
8.7% |
18.0 |
1.3% |
74% |
False |
False |
129,070 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.9% |
19.2 |
1.4% |
77% |
False |
False |
100,921 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.9% |
18.9 |
1.3% |
77% |
False |
False |
76,676 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.9% |
19.9 |
1.4% |
77% |
False |
False |
62,191 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.9% |
20.0 |
1.4% |
77% |
False |
False |
52,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,476.6 |
2.618 |
1,456.2 |
1.618 |
1,443.7 |
1.000 |
1,436.0 |
0.618 |
1,431.2 |
HIGH |
1,423.5 |
0.618 |
1,418.7 |
0.500 |
1,417.3 |
0.382 |
1,415.8 |
LOW |
1,411.0 |
0.618 |
1,403.3 |
1.000 |
1,398.5 |
1.618 |
1,390.8 |
2.618 |
1,378.3 |
4.250 |
1,357.9 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,417.3 |
1,424.1 |
PP |
1,416.9 |
1,421.5 |
S1 |
1,416.6 |
1,418.8 |
|