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 |
1,435.0 |
1,429.0 |
-6.0 |
-0.4% |
1,427.0 |
High |
1,441.0 |
1,429.6 |
-11.4 |
-0.8% |
1,451.1 |
Low |
1,425.0 |
1,413.5 |
-11.5 |
-0.8% |
1,422.4 |
Close |
1,429.1 |
1,422.8 |
-6.3 |
-0.4% |
1,429.1 |
Range |
16.0 |
16.1 |
0.1 |
0.6% |
28.7 |
ATR |
17.2 |
17.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
4,754 |
3,570 |
-1,184 |
-24.9% |
10,593 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.3 |
1,462.6 |
1,431.7 |
|
R3 |
1,454.2 |
1,446.5 |
1,427.2 |
|
R2 |
1,438.1 |
1,438.1 |
1,425.8 |
|
R1 |
1,430.4 |
1,430.4 |
1,424.3 |
1,426.2 |
PP |
1,422.0 |
1,422.0 |
1,422.0 |
1,419.9 |
S1 |
1,414.3 |
1,414.3 |
1,421.3 |
1,410.1 |
S2 |
1,405.9 |
1,405.9 |
1,419.8 |
|
S3 |
1,389.8 |
1,398.2 |
1,418.4 |
|
S4 |
1,373.7 |
1,382.1 |
1,413.9 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.3 |
1,503.4 |
1,444.9 |
|
R3 |
1,491.6 |
1,474.7 |
1,437.0 |
|
R2 |
1,462.9 |
1,462.9 |
1,434.4 |
|
R1 |
1,446.0 |
1,446.0 |
1,431.7 |
1,454.5 |
PP |
1,434.2 |
1,434.2 |
1,434.2 |
1,438.4 |
S1 |
1,417.3 |
1,417.3 |
1,426.5 |
1,425.8 |
S2 |
1,405.5 |
1,405.5 |
1,423.8 |
|
S3 |
1,376.8 |
1,388.6 |
1,421.2 |
|
S4 |
1,348.1 |
1,359.9 |
1,413.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.1 |
1,413.5 |
37.6 |
2.6% |
16.0 |
1.1% |
25% |
False |
True |
2,540 |
10 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
17.4 |
1.2% |
54% |
False |
False |
1,925 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
17.0 |
1.2% |
54% |
False |
False |
1,911 |
40 |
1,451.1 |
1,328.2 |
122.9 |
8.6% |
15.3 |
1.1% |
77% |
False |
False |
1,602 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
16.2 |
1.1% |
79% |
False |
False |
1,326 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.1 |
1.1% |
79% |
False |
False |
1,090 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.8 |
1.1% |
79% |
False |
False |
1,144 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
13.7 |
1.0% |
79% |
False |
False |
1,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.0 |
2.618 |
1,471.7 |
1.618 |
1,455.6 |
1.000 |
1,445.7 |
0.618 |
1,439.5 |
HIGH |
1,429.6 |
0.618 |
1,423.4 |
0.500 |
1,421.6 |
0.382 |
1,419.7 |
LOW |
1,413.5 |
0.618 |
1,403.6 |
1.000 |
1,397.4 |
1.618 |
1,387.5 |
2.618 |
1,371.4 |
4.250 |
1,345.1 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,422.4 |
1,432.3 |
PP |
1,422.0 |
1,429.1 |
S1 |
1,421.6 |
1,426.0 |
|