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 |
1,309.25 |
1,302.75 |
-6.50 |
-0.5% |
1,276.25 |
High |
1,315.25 |
1,317.75 |
2.50 |
0.2% |
1,314.50 |
Low |
1,302.00 |
1,300.25 |
-1.75 |
-0.1% |
1,274.75 |
Close |
1,302.25 |
1,316.50 |
14.25 |
1.1% |
1,310.00 |
Range |
13.25 |
17.50 |
4.25 |
32.1% |
39.75 |
ATR |
19.93 |
19.76 |
-0.17 |
-0.9% |
0.00 |
Volume |
1,278,479 |
1,548,050 |
269,571 |
21.1% |
8,339,390 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.00 |
1,357.75 |
1,326.00 |
|
R3 |
1,346.50 |
1,340.25 |
1,321.25 |
|
R2 |
1,329.00 |
1,329.00 |
1,319.75 |
|
R1 |
1,322.75 |
1,322.75 |
1,318.00 |
1,326.00 |
PP |
1,311.50 |
1,311.50 |
1,311.50 |
1,313.00 |
S1 |
1,305.25 |
1,305.25 |
1,315.00 |
1,308.50 |
S2 |
1,294.00 |
1,294.00 |
1,313.25 |
|
S3 |
1,276.50 |
1,287.75 |
1,311.75 |
|
S4 |
1,259.00 |
1,270.25 |
1,307.00 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.00 |
1,404.25 |
1,331.75 |
|
R3 |
1,379.25 |
1,364.50 |
1,321.00 |
|
R2 |
1,339.50 |
1,339.50 |
1,317.25 |
|
R1 |
1,324.75 |
1,324.75 |
1,313.75 |
1,332.00 |
PP |
1,299.75 |
1,299.75 |
1,299.75 |
1,303.50 |
S1 |
1,285.00 |
1,285.00 |
1,306.25 |
1,292.50 |
S2 |
1,260.00 |
1,260.00 |
1,302.75 |
|
S3 |
1,220.25 |
1,245.25 |
1,299.00 |
|
S4 |
1,180.50 |
1,205.50 |
1,288.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.75 |
1,279.00 |
38.75 |
2.9% |
15.25 |
1.2% |
97% |
True |
False |
1,647,346 |
10 |
1,317.75 |
1,241.25 |
76.50 |
5.8% |
20.50 |
1.6% |
98% |
True |
False |
2,045,783 |
20 |
1,329.50 |
1,241.25 |
88.25 |
6.7% |
22.00 |
1.7% |
85% |
False |
False |
1,589,401 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.50 |
1.4% |
78% |
False |
False |
796,654 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.00 |
1.3% |
78% |
False |
False |
531,504 |
80 |
1,337.75 |
1,204.00 |
133.75 |
10.2% |
15.00 |
1.1% |
84% |
False |
False |
398,705 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.4% |
15.00 |
1.1% |
88% |
False |
False |
318,967 |
120 |
1,337.75 |
1,137.50 |
200.25 |
15.2% |
15.00 |
1.1% |
89% |
False |
False |
265,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.00 |
2.618 |
1,363.50 |
1.618 |
1,346.00 |
1.000 |
1,335.25 |
0.618 |
1,328.50 |
HIGH |
1,317.75 |
0.618 |
1,311.00 |
0.500 |
1,309.00 |
0.382 |
1,307.00 |
LOW |
1,300.25 |
0.618 |
1,289.50 |
1.000 |
1,282.75 |
1.618 |
1,272.00 |
2.618 |
1,254.50 |
4.250 |
1,226.00 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,314.00 |
1,314.00 |
PP |
1,311.50 |
1,311.50 |
S1 |
1,309.00 |
1,309.00 |
|