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 |
1,424.0 |
1,421.8 |
-2.2 |
-0.2% |
1,427.0 |
High |
1,425.8 |
1,432.4 |
6.6 |
0.5% |
1,451.1 |
Low |
1,414.5 |
1,415.4 |
0.9 |
0.1% |
1,422.4 |
Close |
1,419.0 |
1,426.4 |
7.4 |
0.5% |
1,429.1 |
Range |
11.3 |
17.0 |
5.7 |
50.4% |
28.7 |
ATR |
16.7 |
16.8 |
0.0 |
0.1% |
0.0 |
Volume |
4,399 |
1,818 |
-2,581 |
-58.7% |
10,593 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.7 |
1,468.1 |
1,435.8 |
|
R3 |
1,458.7 |
1,451.1 |
1,431.1 |
|
R2 |
1,441.7 |
1,441.7 |
1,429.5 |
|
R1 |
1,434.1 |
1,434.1 |
1,428.0 |
1,437.9 |
PP |
1,424.7 |
1,424.7 |
1,424.7 |
1,426.7 |
S1 |
1,417.1 |
1,417.1 |
1,424.8 |
1,420.9 |
S2 |
1,407.7 |
1,407.7 |
1,423.3 |
|
S3 |
1,390.7 |
1,400.1 |
1,421.7 |
|
S4 |
1,373.7 |
1,383.1 |
1,417.1 |
|
|
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% |
16.8 |
1.2% |
34% |
False |
False |
3,164 |
10 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
15.1 |
1.1% |
60% |
False |
False |
2,275 |
20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.7 |
1.2% |
60% |
False |
False |
2,034 |
40 |
1,451.1 |
1,328.7 |
122.4 |
8.6% |
15.1 |
1.1% |
80% |
False |
False |
1,726 |
60 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
16.2 |
1.1% |
82% |
False |
False |
1,417 |
80 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.1 |
1.1% |
82% |
False |
False |
1,154 |
100 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
15.4 |
1.1% |
82% |
False |
False |
1,133 |
120 |
1,451.1 |
1,314.2 |
136.9 |
9.6% |
13.8 |
1.0% |
82% |
False |
False |
1,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,504.7 |
2.618 |
1,476.9 |
1.618 |
1,459.9 |
1.000 |
1,449.4 |
0.618 |
1,442.9 |
HIGH |
1,432.4 |
0.618 |
1,425.9 |
0.500 |
1,423.9 |
0.382 |
1,421.9 |
LOW |
1,415.4 |
0.618 |
1,404.9 |
1.000 |
1,398.4 |
1.618 |
1,387.9 |
2.618 |
1,370.9 |
4.250 |
1,343.2 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,425.6 |
1,425.3 |
PP |
1,424.7 |
1,424.1 |
S1 |
1,423.9 |
1,423.0 |
|