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 |
1,302.75 |
1,316.25 |
13.50 |
1.0% |
1,276.25 |
High |
1,317.75 |
1,327.75 |
10.00 |
0.8% |
1,314.50 |
Low |
1,300.25 |
1,314.75 |
14.50 |
1.1% |
1,274.75 |
Close |
1,316.50 |
1,324.00 |
7.50 |
0.6% |
1,310.00 |
Range |
17.50 |
13.00 |
-4.50 |
-25.7% |
39.75 |
ATR |
19.76 |
19.27 |
-0.48 |
-2.4% |
0.00 |
Volume |
1,548,050 |
1,402,333 |
-145,717 |
-9.4% |
8,339,390 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,355.50 |
1,331.25 |
|
R3 |
1,348.25 |
1,342.50 |
1,327.50 |
|
R2 |
1,335.25 |
1,335.25 |
1,326.50 |
|
R1 |
1,329.50 |
1,329.50 |
1,325.25 |
1,332.50 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,323.50 |
S1 |
1,316.50 |
1,316.50 |
1,322.75 |
1,319.50 |
S2 |
1,309.25 |
1,309.25 |
1,321.50 |
|
S3 |
1,296.25 |
1,303.50 |
1,320.50 |
|
S4 |
1,283.25 |
1,290.50 |
1,316.75 |
|
|
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 |
1,327.75 |
1,289.25 |
38.50 |
2.9% |
14.25 |
1.1% |
90% |
True |
False |
1,540,150 |
10 |
1,327.75 |
1,241.25 |
86.50 |
6.5% |
17.75 |
1.3% |
96% |
True |
False |
1,765,876 |
20 |
1,329.50 |
1,241.25 |
88.25 |
6.7% |
21.75 |
1.7% |
94% |
False |
False |
1,658,711 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
86% |
False |
False |
831,696 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.00 |
1.3% |
86% |
False |
False |
554,874 |
80 |
1,337.75 |
1,207.00 |
130.75 |
9.9% |
15.00 |
1.1% |
89% |
False |
False |
416,234 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
92% |
False |
False |
332,991 |
120 |
1,337.75 |
1,141.00 |
196.75 |
14.9% |
14.75 |
1.1% |
93% |
False |
False |
277,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.00 |
2.618 |
1,361.75 |
1.618 |
1,348.75 |
1.000 |
1,340.75 |
0.618 |
1,335.75 |
HIGH |
1,327.75 |
0.618 |
1,322.75 |
0.500 |
1,321.25 |
0.382 |
1,319.75 |
LOW |
1,314.75 |
0.618 |
1,306.75 |
1.000 |
1,301.75 |
1.618 |
1,293.75 |
2.618 |
1,280.75 |
4.250 |
1,259.50 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.00 |
1,320.75 |
PP |
1,322.25 |
1,317.25 |
S1 |
1,321.25 |
1,314.00 |
|