Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,418.7 |
1,423.3 |
4.6 |
0.3% |
1,424.2 |
High |
1,430.3 |
1,440.0 |
9.7 |
0.7% |
1,448.6 |
Low |
1,412.0 |
1,420.7 |
8.7 |
0.6% |
1,419.5 |
Close |
1,423.8 |
1,438.9 |
15.1 |
1.1% |
1,426.2 |
Range |
18.3 |
19.3 |
1.0 |
5.5% |
29.1 |
ATR |
19.0 |
19.0 |
0.0 |
0.1% |
0.0 |
Volume |
46,535 |
8,230 |
-38,305 |
-82.3% |
691,435 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.1 |
1,484.3 |
1,449.5 |
|
R3 |
1,471.8 |
1,465.0 |
1,444.2 |
|
R2 |
1,452.5 |
1,452.5 |
1,442.4 |
|
R1 |
1,445.7 |
1,445.7 |
1,440.7 |
1,449.1 |
PP |
1,433.2 |
1,433.2 |
1,433.2 |
1,434.9 |
S1 |
1,426.4 |
1,426.4 |
1,437.1 |
1,429.8 |
S2 |
1,413.9 |
1,413.9 |
1,435.4 |
|
S3 |
1,394.6 |
1,407.1 |
1,433.6 |
|
S4 |
1,375.3 |
1,387.8 |
1,428.3 |
|
|
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 |
1,440.0 |
1,410.1 |
29.9 |
2.1% |
17.2 |
1.2% |
96% |
True |
False |
103,595 |
10 |
1,448.6 |
1,402.2 |
46.4 |
3.2% |
17.3 |
1.2% |
79% |
False |
False |
116,332 |
20 |
1,448.6 |
1,380.7 |
67.9 |
4.7% |
19.1 |
1.3% |
86% |
False |
False |
130,130 |
40 |
1,448.6 |
1,325.3 |
123.3 |
8.6% |
18.1 |
1.3% |
92% |
False |
False |
124,398 |
60 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
18.9 |
1.3% |
93% |
False |
False |
101,683 |
80 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
18.8 |
1.3% |
93% |
False |
False |
77,310 |
100 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.6 |
1.4% |
93% |
False |
False |
62,696 |
120 |
1,448.6 |
1,309.1 |
139.5 |
9.7% |
19.8 |
1.4% |
93% |
False |
False |
52,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.0 |
2.618 |
1,490.5 |
1.618 |
1,471.2 |
1.000 |
1,459.3 |
0.618 |
1,451.9 |
HIGH |
1,440.0 |
0.618 |
1,432.6 |
0.500 |
1,430.4 |
0.382 |
1,428.1 |
LOW |
1,420.7 |
0.618 |
1,408.8 |
1.000 |
1,401.4 |
1.618 |
1,389.5 |
2.618 |
1,370.2 |
4.250 |
1,338.7 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,436.1 |
1,434.4 |
PP |
1,433.2 |
1,430.0 |
S1 |
1,430.4 |
1,425.5 |
|