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 |
1,433.4 |
1,430.0 |
-3.4 |
-0.2% |
1,423.6 |
High |
1,439.5 |
1,433.3 |
-6.2 |
-0.4% |
1,450.0 |
Low |
1,423.5 |
1,411.5 |
-12.0 |
-0.8% |
1,421.0 |
Close |
1,427.6 |
1,421.3 |
-6.3 |
-0.4% |
1,427.6 |
Range |
16.0 |
21.8 |
5.8 |
36.3% |
29.0 |
ATR |
19.1 |
19.3 |
0.2 |
1.0% |
0.0 |
Volume |
75,923 |
99,352 |
23,429 |
30.9% |
192,131 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.4 |
1,476.2 |
1,433.3 |
|
R3 |
1,465.6 |
1,454.4 |
1,427.3 |
|
R2 |
1,443.8 |
1,443.8 |
1,425.3 |
|
R1 |
1,432.6 |
1,432.6 |
1,423.3 |
1,427.3 |
PP |
1,422.0 |
1,422.0 |
1,422.0 |
1,419.4 |
S1 |
1,410.8 |
1,410.8 |
1,419.3 |
1,405.5 |
S2 |
1,400.2 |
1,400.2 |
1,417.3 |
|
S3 |
1,378.4 |
1,389.0 |
1,415.3 |
|
S4 |
1,356.6 |
1,367.2 |
1,409.3 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.9 |
1,502.7 |
1,443.6 |
|
R3 |
1,490.9 |
1,473.7 |
1,435.6 |
|
R2 |
1,461.9 |
1,461.9 |
1,432.9 |
|
R1 |
1,444.7 |
1,444.7 |
1,430.3 |
1,453.3 |
PP |
1,432.9 |
1,432.9 |
1,432.9 |
1,437.2 |
S1 |
1,415.7 |
1,415.7 |
1,424.9 |
1,424.3 |
S2 |
1,403.9 |
1,403.9 |
1,422.3 |
|
S3 |
1,374.9 |
1,386.7 |
1,419.6 |
|
S4 |
1,345.9 |
1,357.7 |
1,411.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.0 |
1,411.5 |
38.5 |
2.7% |
18.1 |
1.3% |
25% |
False |
True |
53,309 |
10 |
1,450.0 |
1,382.4 |
67.6 |
4.8% |
20.3 |
1.4% |
58% |
False |
False |
34,764 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.8% |
19.6 |
1.4% |
58% |
False |
False |
24,961 |
40 |
1,450.0 |
1,325.3 |
124.7 |
8.8% |
18.0 |
1.3% |
77% |
False |
False |
15,014 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.8 |
1.3% |
79% |
False |
False |
11,214 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.5 |
1.3% |
79% |
False |
False |
8,921 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.7 |
1.4% |
79% |
False |
False |
7,793 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.5 |
1.4% |
79% |
False |
False |
6,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.0 |
2.618 |
1,490.4 |
1.618 |
1,468.6 |
1.000 |
1,455.1 |
0.618 |
1,446.8 |
HIGH |
1,433.3 |
0.618 |
1,425.0 |
0.500 |
1,422.4 |
0.382 |
1,419.8 |
LOW |
1,411.5 |
0.618 |
1,398.0 |
1.000 |
1,389.7 |
1.618 |
1,376.2 |
2.618 |
1,354.4 |
4.250 |
1,318.9 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,422.4 |
1,430.8 |
PP |
1,422.0 |
1,427.6 |
S1 |
1,421.7 |
1,424.5 |
|