Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
7,017.0 |
7,099.0 |
82.0 |
1.2% |
6,740.0 |
High |
7,091.0 |
7,100.5 |
9.5 |
0.1% |
7,006.0 |
Low |
7,015.0 |
7,056.0 |
41.0 |
0.6% |
6,733.0 |
Close |
7,071.5 |
7,078.5 |
7.0 |
0.1% |
6,981.5 |
Range |
76.0 |
44.5 |
-31.5 |
-41.4% |
273.0 |
ATR |
127.0 |
121.1 |
-5.9 |
-4.6% |
0.0 |
Volume |
114,964 |
108,021 |
-6,943 |
-6.0% |
706,923 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,211.8 |
7,189.7 |
7,103.0 |
|
R3 |
7,167.3 |
7,145.2 |
7,090.7 |
|
R2 |
7,122.8 |
7,122.8 |
7,086.7 |
|
R1 |
7,100.7 |
7,100.7 |
7,082.6 |
7,089.5 |
PP |
7,078.3 |
7,078.3 |
7,078.3 |
7,072.8 |
S1 |
7,056.2 |
7,056.2 |
7,074.4 |
7,045.0 |
S2 |
7,033.8 |
7,033.8 |
7,070.3 |
|
S3 |
6,989.3 |
7,011.7 |
7,066.3 |
|
S4 |
6,944.8 |
6,967.2 |
7,054.0 |
|
|
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 |
7,100.5 |
6,885.0 |
215.5 |
3.0% |
70.0 |
1.0% |
90% |
True |
False |
117,543 |
10 |
7,100.5 |
6,644.0 |
456.5 |
6.4% |
94.5 |
1.3% |
95% |
True |
False |
136,532 |
20 |
7,338.0 |
6,436.0 |
902.0 |
12.7% |
124.7 |
1.8% |
71% |
False |
False |
93,107 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
104.1 |
1.5% |
62% |
False |
False |
47,228 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
94.3 |
1.3% |
62% |
False |
False |
31,614 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
84.8 |
1.2% |
62% |
False |
False |
24,170 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
85.8 |
1.2% |
62% |
False |
False |
19,398 |
120 |
7,470.0 |
6,432.0 |
1,038.0 |
14.7% |
80.6 |
1.1% |
62% |
False |
False |
16,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,289.6 |
2.618 |
7,217.0 |
1.618 |
7,172.5 |
1.000 |
7,145.0 |
0.618 |
7,128.0 |
HIGH |
7,100.5 |
0.618 |
7,083.5 |
0.500 |
7,078.3 |
0.382 |
7,073.0 |
LOW |
7,056.0 |
0.618 |
7,028.5 |
1.000 |
7,011.5 |
1.618 |
6,984.0 |
2.618 |
6,939.5 |
4.250 |
6,866.9 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
7,078.4 |
7,049.9 |
PP |
7,078.3 |
7,021.3 |
S1 |
7,078.3 |
6,992.8 |
|