Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,421.0 |
1,418.7 |
-2.3 |
-0.2% |
1,424.2 |
High |
1,423.5 |
1,430.3 |
6.8 |
0.5% |
1,448.6 |
Low |
1,411.0 |
1,412.0 |
1.0 |
0.1% |
1,419.5 |
Close |
1,416.2 |
1,423.8 |
7.6 |
0.5% |
1,426.2 |
Range |
12.5 |
18.3 |
5.8 |
46.4% |
29.1 |
ATR |
19.0 |
19.0 |
-0.1 |
-0.3% |
0.0 |
Volume |
125,951 |
46,535 |
-79,416 |
-63.1% |
691,435 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.9 |
1,468.7 |
1,433.9 |
|
R3 |
1,458.6 |
1,450.4 |
1,428.8 |
|
R2 |
1,440.3 |
1,440.3 |
1,427.2 |
|
R1 |
1,432.1 |
1,432.1 |
1,425.5 |
1,436.2 |
PP |
1,422.0 |
1,422.0 |
1,422.0 |
1,424.1 |
S1 |
1,413.8 |
1,413.8 |
1,422.1 |
1,417.9 |
S2 |
1,403.7 |
1,403.7 |
1,420.4 |
|
S3 |
1,385.4 |
1,395.5 |
1,418.8 |
|
S4 |
1,367.1 |
1,377.2 |
1,413.7 |
|
|
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% |
18.3 |
1.3% |
36% |
False |
False |
136,621 |
10 |
1,448.6 |
1,386.8 |
61.8 |
4.3% |
17.2 |
1.2% |
60% |
False |
False |
125,929 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.8% |
19.4 |
1.4% |
63% |
False |
False |
139,065 |
40 |
1,448.6 |
1,325.3 |
123.3 |
8.7% |
18.0 |
1.3% |
80% |
False |
False |
126,784 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.3 |
1.4% |
82% |
False |
False |
101,594 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
18.8 |
1.3% |
82% |
False |
False |
77,244 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.6 |
1.4% |
82% |
False |
False |
62,637 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.8% |
19.8 |
1.4% |
82% |
False |
False |
52,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.1 |
2.618 |
1,478.2 |
1.618 |
1,459.9 |
1.000 |
1,448.6 |
0.618 |
1,441.6 |
HIGH |
1,430.3 |
0.618 |
1,423.3 |
0.500 |
1,421.2 |
0.382 |
1,419.0 |
LOW |
1,412.0 |
0.618 |
1,400.7 |
1.000 |
1,393.7 |
1.618 |
1,382.4 |
2.618 |
1,364.1 |
4.250 |
1,334.2 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,422.9 |
1,422.6 |
PP |
1,422.0 |
1,421.4 |
S1 |
1,421.2 |
1,420.2 |
|