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 |
1,420.2 |
1,424.4 |
4.2 |
0.3% |
1,423.6 |
High |
1,431.7 |
1,441.0 |
9.3 |
0.6% |
1,450.0 |
Low |
1,413.1 |
1,421.7 |
8.6 |
0.6% |
1,421.0 |
Close |
1,424.9 |
1,439.9 |
15.0 |
1.1% |
1,427.6 |
Range |
18.6 |
19.3 |
0.7 |
3.8% |
29.0 |
ATR |
18.8 |
18.9 |
0.0 |
0.2% |
0.0 |
Volume |
150,782 |
119,532 |
-31,250 |
-20.7% |
192,131 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.1 |
1,485.3 |
1,450.5 |
|
R3 |
1,472.8 |
1,466.0 |
1,445.2 |
|
R2 |
1,453.5 |
1,453.5 |
1,443.4 |
|
R1 |
1,446.7 |
1,446.7 |
1,441.7 |
1,450.1 |
PP |
1,434.2 |
1,434.2 |
1,434.2 |
1,435.9 |
S1 |
1,427.4 |
1,427.4 |
1,438.1 |
1,430.8 |
S2 |
1,414.9 |
1,414.9 |
1,436.4 |
|
S3 |
1,395.6 |
1,408.1 |
1,434.6 |
|
S4 |
1,376.3 |
1,388.8 |
1,429.3 |
|
|
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 |
1,441.0 |
1,411.5 |
29.5 |
2.0% |
17.7 |
1.2% |
96% |
True |
False |
113,922 |
10 |
1,450.0 |
1,403.8 |
46.2 |
3.2% |
17.5 |
1.2% |
78% |
False |
False |
69,802 |
20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
19.0 |
1.3% |
85% |
False |
False |
42,560 |
40 |
1,450.0 |
1,327.0 |
123.0 |
8.5% |
17.8 |
1.2% |
92% |
False |
False |
24,419 |
60 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.5 |
1.3% |
93% |
False |
False |
17,719 |
80 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.3 |
1.3% |
93% |
False |
False |
13,750 |
100 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.1 |
1.3% |
93% |
False |
False |
11,640 |
120 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.4 |
1.3% |
93% |
False |
False |
10,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.0 |
2.618 |
1,491.5 |
1.618 |
1,472.2 |
1.000 |
1,460.3 |
0.618 |
1,452.9 |
HIGH |
1,441.0 |
0.618 |
1,433.6 |
0.500 |
1,431.4 |
0.382 |
1,429.1 |
LOW |
1,421.7 |
0.618 |
1,409.8 |
1.000 |
1,402.4 |
1.618 |
1,390.5 |
2.618 |
1,371.2 |
4.250 |
1,339.7 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,437.1 |
1,435.5 |
PP |
1,434.2 |
1,431.0 |
S1 |
1,431.4 |
1,426.6 |
|