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 |
6,996.0 |
6,963.0 |
-33.0 |
-0.5% |
6,740.0 |
High |
7,006.0 |
7,003.5 |
-2.5 |
0.0% |
7,006.0 |
Low |
6,940.0 |
6,935.0 |
-5.0 |
-0.1% |
6,733.0 |
Close |
6,981.5 |
6,960.5 |
-21.0 |
-0.3% |
6,981.5 |
Range |
66.0 |
68.5 |
2.5 |
3.8% |
273.0 |
ATR |
133.6 |
129.0 |
-4.7 |
-3.5% |
0.0 |
Volume |
114,463 |
115,278 |
815 |
0.7% |
706,923 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,171.8 |
7,134.7 |
6,998.2 |
|
R3 |
7,103.3 |
7,066.2 |
6,979.3 |
|
R2 |
7,034.8 |
7,034.8 |
6,973.1 |
|
R1 |
6,997.7 |
6,997.7 |
6,966.8 |
6,982.0 |
PP |
6,966.3 |
6,966.3 |
6,966.3 |
6,958.5 |
S1 |
6,929.2 |
6,929.2 |
6,954.2 |
6,913.5 |
S2 |
6,897.8 |
6,897.8 |
6,947.9 |
|
S3 |
6,829.3 |
6,860.7 |
6,941.7 |
|
S4 |
6,760.8 |
6,792.2 |
6,922.8 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,725.8 |
7,626.7 |
7,131.7 |
|
R3 |
7,452.8 |
7,353.7 |
7,056.6 |
|
R2 |
7,179.8 |
7,179.8 |
7,031.6 |
|
R1 |
7,080.7 |
7,080.7 |
7,006.5 |
7,130.3 |
PP |
6,906.8 |
6,906.8 |
6,906.8 |
6,931.6 |
S1 |
6,807.7 |
6,807.7 |
6,956.5 |
6,857.3 |
S2 |
6,633.8 |
6,633.8 |
6,931.5 |
|
S3 |
6,360.8 |
6,534.7 |
6,906.4 |
|
S4 |
6,087.8 |
6,261.7 |
6,831.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,006.0 |
6,738.5 |
267.5 |
3.8% |
94.5 |
1.4% |
83% |
False |
False |
136,822 |
10 |
7,006.0 |
6,436.0 |
570.0 |
8.2% |
146.6 |
2.1% |
92% |
False |
False |
135,364 |
20 |
7,383.0 |
6,436.0 |
947.0 |
13.6% |
132.0 |
1.9% |
55% |
False |
False |
75,595 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
103.9 |
1.5% |
51% |
False |
False |
38,321 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
95.2 |
1.4% |
51% |
False |
False |
25,660 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
84.1 |
1.2% |
51% |
False |
False |
19,714 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
85.0 |
1.2% |
51% |
False |
False |
15,824 |
120 |
7,470.0 |
6,261.0 |
1,209.0 |
17.4% |
80.3 |
1.2% |
58% |
False |
False |
13,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,294.6 |
2.618 |
7,182.8 |
1.618 |
7,114.3 |
1.000 |
7,072.0 |
0.618 |
7,045.8 |
HIGH |
7,003.5 |
0.618 |
6,977.3 |
0.500 |
6,969.3 |
0.382 |
6,961.2 |
LOW |
6,935.0 |
0.618 |
6,892.7 |
1.000 |
6,866.5 |
1.618 |
6,824.2 |
2.618 |
6,755.7 |
4.250 |
6,643.9 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,969.3 |
6,942.3 |
PP |
6,966.3 |
6,924.0 |
S1 |
6,963.4 |
6,905.8 |
|