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 |
1,429.0 |
1,424.0 |
-5.0 |
-0.3% |
1,427.0 |
High |
1,429.6 |
1,425.8 |
-3.8 |
-0.3% |
1,451.1 |
Low |
1,413.5 |
1,414.5 |
1.0 |
0.1% |
1,422.4 |
Close |
1,422.8 |
1,419.0 |
-3.8 |
-0.3% |
1,429.1 |
Range |
16.1 |
11.3 |
-4.8 |
-29.8% |
28.7 |
ATR |
17.2 |
16.7 |
-0.4 |
-2.4% |
0.0 |
Volume |
3,570 |
4,399 |
829 |
23.2% |
10,593 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.7 |
1,447.6 |
1,425.2 |
|
R3 |
1,442.4 |
1,436.3 |
1,422.1 |
|
R2 |
1,431.1 |
1,431.1 |
1,421.1 |
|
R1 |
1,425.0 |
1,425.0 |
1,420.0 |
1,422.4 |
PP |
1,419.8 |
1,419.8 |
1,419.8 |
1,418.5 |
S1 |
1,413.7 |
1,413.7 |
1,418.0 |
1,411.1 |
S2 |
1,408.5 |
1,408.5 |
1,416.9 |
|
S3 |
1,397.2 |
1,402.4 |
1,415.9 |
|
S4 |
1,385.9 |
1,391.1 |
1,412.8 |
|
|
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% |
16.1 |
1.1% |
15% |
False |
False |
3,145 |
10 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
14.7 |
1.0% |
48% |
False |
False |
2,128 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.4 |
1.2% |
48% |
False |
False |
2,037 |
40 |
1,451.1 |
1,328.7 |
122.4 |
8.6% |
15.1 |
1.1% |
74% |
False |
False |
1,699 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
16.1 |
1.1% |
77% |
False |
False |
1,395 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.1 |
1.1% |
77% |
False |
False |
1,139 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.7 |
1.1% |
77% |
False |
False |
1,153 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
13.7 |
1.0% |
77% |
False |
False |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.8 |
2.618 |
1,455.4 |
1.618 |
1,444.1 |
1.000 |
1,437.1 |
0.618 |
1,432.8 |
HIGH |
1,425.8 |
0.618 |
1,421.5 |
0.500 |
1,420.2 |
0.382 |
1,418.8 |
LOW |
1,414.5 |
0.618 |
1,407.5 |
1.000 |
1,403.2 |
1.618 |
1,396.2 |
2.618 |
1,384.9 |
4.250 |
1,366.5 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,420.2 |
1,427.3 |
PP |
1,419.8 |
1,424.5 |
S1 |
1,419.4 |
1,421.8 |
|