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 |
6,963.0 |
6,955.0 |
-8.0 |
-0.1% |
6,740.0 |
High |
7,003.5 |
6,980.0 |
-23.5 |
-0.3% |
7,006.0 |
Low |
6,935.0 |
6,885.0 |
-50.0 |
-0.7% |
6,733.0 |
Close |
6,960.5 |
6,959.0 |
-1.5 |
0.0% |
6,981.5 |
Range |
68.5 |
95.0 |
26.5 |
38.7% |
273.0 |
ATR |
129.0 |
126.6 |
-2.4 |
-1.9% |
0.0 |
Volume |
115,278 |
134,993 |
19,715 |
17.1% |
706,923 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,226.3 |
7,187.7 |
7,011.3 |
|
R3 |
7,131.3 |
7,092.7 |
6,985.1 |
|
R2 |
7,036.3 |
7,036.3 |
6,976.4 |
|
R1 |
6,997.7 |
6,997.7 |
6,967.7 |
7,017.0 |
PP |
6,941.3 |
6,941.3 |
6,941.3 |
6,951.0 |
S1 |
6,902.7 |
6,902.7 |
6,950.3 |
6,922.0 |
S2 |
6,846.3 |
6,846.3 |
6,941.6 |
|
S3 |
6,751.3 |
6,807.7 |
6,932.9 |
|
S4 |
6,656.3 |
6,712.7 |
6,906.8 |
|
|
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% |
101.1 |
1.5% |
82% |
False |
False |
137,617 |
10 |
7,006.0 |
6,436.0 |
570.0 |
8.2% |
132.6 |
1.9% |
92% |
False |
False |
138,403 |
20 |
7,338.0 |
6,436.0 |
902.0 |
13.0% |
127.5 |
1.8% |
58% |
False |
False |
82,317 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
104.0 |
1.5% |
51% |
False |
False |
41,680 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
95.8 |
1.4% |
51% |
False |
False |
27,906 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
84.8 |
1.2% |
51% |
False |
False |
21,398 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.9% |
85.3 |
1.2% |
51% |
False |
False |
17,172 |
120 |
7,470.0 |
6,261.0 |
1,209.0 |
17.4% |
80.6 |
1.2% |
58% |
False |
False |
14,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,383.8 |
2.618 |
7,228.7 |
1.618 |
7,133.7 |
1.000 |
7,075.0 |
0.618 |
7,038.7 |
HIGH |
6,980.0 |
0.618 |
6,943.7 |
0.500 |
6,932.5 |
0.382 |
6,921.3 |
LOW |
6,885.0 |
0.618 |
6,826.3 |
1.000 |
6,790.0 |
1.618 |
6,731.3 |
2.618 |
6,636.3 |
4.250 |
6,481.3 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
6,950.2 |
6,954.5 |
PP |
6,941.3 |
6,950.0 |
S1 |
6,932.5 |
6,945.5 |
|