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 |
1,316.25 |
1,324.50 |
8.25 |
0.6% |
1,276.25 |
High |
1,327.75 |
1,325.75 |
-2.00 |
-0.2% |
1,314.50 |
Low |
1,314.75 |
1,320.50 |
5.75 |
0.4% |
1,274.75 |
Close |
1,324.00 |
1,321.00 |
-3.00 |
-0.2% |
1,310.00 |
Range |
13.00 |
5.25 |
-7.75 |
-59.6% |
39.75 |
ATR |
19.27 |
18.27 |
-1.00 |
-5.2% |
0.00 |
Volume |
1,402,333 |
1,520,310 |
117,977 |
8.4% |
8,339,390 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.25 |
1,334.75 |
1,324.00 |
|
R3 |
1,333.00 |
1,329.50 |
1,322.50 |
|
R2 |
1,327.75 |
1,327.75 |
1,322.00 |
|
R1 |
1,324.25 |
1,324.25 |
1,321.50 |
1,323.50 |
PP |
1,322.50 |
1,322.50 |
1,322.50 |
1,322.00 |
S1 |
1,319.00 |
1,319.00 |
1,320.50 |
1,318.00 |
S2 |
1,317.25 |
1,317.25 |
1,320.00 |
|
S3 |
1,312.00 |
1,313.75 |
1,319.50 |
|
S4 |
1,306.75 |
1,308.50 |
1,318.00 |
|
|
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 |
1,327.75 |
1,300.25 |
27.50 |
2.1% |
12.00 |
0.9% |
75% |
False |
False |
1,478,497 |
10 |
1,327.75 |
1,261.50 |
66.25 |
5.0% |
15.00 |
1.1% |
90% |
False |
False |
1,642,483 |
20 |
1,329.50 |
1,241.25 |
88.25 |
6.7% |
20.75 |
1.6% |
90% |
False |
False |
1,733,656 |
40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
83% |
False |
False |
869,667 |
60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
17.00 |
1.3% |
83% |
False |
False |
580,200 |
80 |
1,337.75 |
1,208.00 |
129.75 |
9.8% |
15.00 |
1.1% |
87% |
False |
False |
435,238 |
100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
90% |
False |
False |
348,193 |
120 |
1,337.75 |
1,142.25 |
195.50 |
14.8% |
14.75 |
1.1% |
91% |
False |
False |
290,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.00 |
2.618 |
1,339.50 |
1.618 |
1,334.25 |
1.000 |
1,331.00 |
0.618 |
1,329.00 |
HIGH |
1,325.75 |
0.618 |
1,323.75 |
0.500 |
1,323.00 |
0.382 |
1,322.50 |
LOW |
1,320.50 |
0.618 |
1,317.25 |
1.000 |
1,315.25 |
1.618 |
1,312.00 |
2.618 |
1,306.75 |
4.250 |
1,298.25 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.00 |
1,318.75 |
PP |
1,322.50 |
1,316.25 |
S1 |
1,321.75 |
1,314.00 |
|