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 |
1,422.5 |
1,420.2 |
-2.3 |
-0.2% |
1,423.6 |
High |
1,424.7 |
1,431.7 |
7.0 |
0.5% |
1,450.0 |
Low |
1,412.1 |
1,413.1 |
1.0 |
0.1% |
1,421.0 |
Close |
1,417.5 |
1,424.9 |
7.4 |
0.5% |
1,427.6 |
Range |
12.6 |
18.6 |
6.0 |
47.6% |
29.0 |
ATR |
18.8 |
18.8 |
0.0 |
-0.1% |
0.0 |
Volume |
124,024 |
150,782 |
26,758 |
21.6% |
192,131 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.0 |
1,470.6 |
1,435.1 |
|
R3 |
1,460.4 |
1,452.0 |
1,430.0 |
|
R2 |
1,441.8 |
1,441.8 |
1,428.3 |
|
R1 |
1,433.4 |
1,433.4 |
1,426.6 |
1,437.6 |
PP |
1,423.2 |
1,423.2 |
1,423.2 |
1,425.4 |
S1 |
1,414.8 |
1,414.8 |
1,423.2 |
1,419.0 |
S2 |
1,404.6 |
1,404.6 |
1,421.5 |
|
S3 |
1,386.0 |
1,396.2 |
1,419.8 |
|
S4 |
1,367.4 |
1,377.6 |
1,414.7 |
|
|
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% |
18.7 |
1.3% |
35% |
False |
False |
99,042 |
10 |
1,450.0 |
1,388.4 |
61.6 |
4.3% |
17.4 |
1.2% |
59% |
False |
False |
58,566 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
19.3 |
1.4% |
63% |
False |
False |
37,444 |
40 |
1,450.0 |
1,327.0 |
123.0 |
8.6% |
17.7 |
1.2% |
80% |
False |
False |
21,562 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.8 |
1.3% |
82% |
False |
False |
15,759 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
18.3 |
1.3% |
82% |
False |
False |
12,292 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.2 |
1.3% |
82% |
False |
False |
10,474 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.8% |
19.4 |
1.4% |
82% |
False |
False |
9,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.8 |
2.618 |
1,480.4 |
1.618 |
1,461.8 |
1.000 |
1,450.3 |
0.618 |
1,443.2 |
HIGH |
1,431.7 |
0.618 |
1,424.6 |
0.500 |
1,422.4 |
0.382 |
1,420.2 |
LOW |
1,413.1 |
0.618 |
1,401.6 |
1.000 |
1,394.5 |
1.618 |
1,383.0 |
2.618 |
1,364.4 |
4.250 |
1,334.1 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,424.1 |
1,424.1 |
PP |
1,423.2 |
1,423.2 |
S1 |
1,422.4 |
1,422.4 |
|