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 |
1,430.0 |
1,422.5 |
-7.5 |
-0.5% |
1,423.6 |
High |
1,433.3 |
1,424.7 |
-8.6 |
-0.6% |
1,450.0 |
Low |
1,411.5 |
1,412.1 |
0.6 |
0.0% |
1,421.0 |
Close |
1,421.3 |
1,417.5 |
-3.8 |
-0.3% |
1,427.6 |
Range |
21.8 |
12.6 |
-9.2 |
-42.2% |
29.0 |
ATR |
19.3 |
18.8 |
-0.5 |
-2.5% |
0.0 |
Volume |
99,352 |
124,024 |
24,672 |
24.8% |
192,131 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.9 |
1,449.3 |
1,424.4 |
|
R3 |
1,443.3 |
1,436.7 |
1,421.0 |
|
R2 |
1,430.7 |
1,430.7 |
1,419.8 |
|
R1 |
1,424.1 |
1,424.1 |
1,418.7 |
1,421.1 |
PP |
1,418.1 |
1,418.1 |
1,418.1 |
1,416.6 |
S1 |
1,411.5 |
1,411.5 |
1,416.3 |
1,408.5 |
S2 |
1,405.5 |
1,405.5 |
1,415.2 |
|
S3 |
1,392.9 |
1,398.9 |
1,414.0 |
|
S4 |
1,380.3 |
1,386.3 |
1,410.6 |
|
|
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% |
16% |
False |
False |
73,589 |
10 |
1,450.0 |
1,388.4 |
61.6 |
4.3% |
16.9 |
1.2% |
47% |
False |
False |
44,604 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.8% |
19.0 |
1.3% |
52% |
False |
False |
30,316 |
40 |
1,450.0 |
1,327.0 |
123.0 |
8.7% |
17.7 |
1.2% |
74% |
False |
False |
17,921 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.7 |
1.3% |
77% |
False |
False |
13,264 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.4 |
1.3% |
77% |
False |
False |
10,440 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.5 |
1.4% |
77% |
False |
False |
9,002 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.5 |
1.4% |
77% |
False |
False |
7,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.3 |
2.618 |
1,457.7 |
1.618 |
1,445.1 |
1.000 |
1,437.3 |
0.618 |
1,432.5 |
HIGH |
1,424.7 |
0.618 |
1,419.9 |
0.500 |
1,418.4 |
0.382 |
1,416.9 |
LOW |
1,412.1 |
0.618 |
1,404.3 |
1.000 |
1,399.5 |
1.618 |
1,391.7 |
2.618 |
1,379.1 |
4.250 |
1,358.6 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,418.4 |
1,425.5 |
PP |
1,418.1 |
1,422.8 |
S1 |
1,417.8 |
1,420.2 |
|