Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
9,555 |
9,385 |
-170 |
-1.8% |
9,320 |
High |
9,570 |
9,495 |
-75 |
-0.8% |
9,630 |
Low |
9,405 |
9,355 |
-50 |
-0.5% |
9,270 |
Close |
9,415 |
9,375 |
-40 |
-0.4% |
9,415 |
Range |
165 |
140 |
-25 |
-15.2% |
360 |
ATR |
309 |
297 |
-12 |
-3.9% |
0 |
Volume |
14,929 |
7,169 |
-7,760 |
-52.0% |
71,167 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,828 |
9,742 |
9,452 |
|
R3 |
9,688 |
9,602 |
9,414 |
|
R2 |
9,548 |
9,548 |
9,401 |
|
R1 |
9,462 |
9,462 |
9,388 |
9,435 |
PP |
9,408 |
9,408 |
9,408 |
9,395 |
S1 |
9,322 |
9,322 |
9,362 |
9,295 |
S2 |
9,268 |
9,268 |
9,349 |
|
S3 |
9,128 |
9,182 |
9,337 |
|
S4 |
8,988 |
9,042 |
9,298 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,518 |
10,327 |
9,613 |
|
R3 |
10,158 |
9,967 |
9,514 |
|
R2 |
9,798 |
9,798 |
9,481 |
|
R1 |
9,607 |
9,607 |
9,448 |
9,703 |
PP |
9,438 |
9,438 |
9,438 |
9,486 |
S1 |
9,247 |
9,247 |
9,382 |
9,343 |
S2 |
9,078 |
9,078 |
9,349 |
|
S3 |
8,718 |
8,887 |
9,316 |
|
S4 |
8,358 |
8,527 |
9,217 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,630 |
9,330 |
300 |
3.2% |
200 |
2.1% |
15% |
False |
False |
11,062 |
10 |
9,630 |
8,200 |
1,430 |
15.3% |
444 |
4.7% |
82% |
False |
False |
24,542 |
20 |
10,760 |
8,200 |
2,560 |
27.3% |
348 |
3.7% |
46% |
False |
False |
19,382 |
40 |
10,855 |
8,200 |
2,655 |
28.3% |
194 |
2.1% |
44% |
False |
False |
9,721 |
60 |
10,855 |
8,200 |
2,655 |
28.3% |
131 |
1.4% |
44% |
False |
False |
6,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090 |
2.618 |
9,862 |
1.618 |
9,722 |
1.000 |
9,635 |
0.618 |
9,582 |
HIGH |
9,495 |
0.618 |
9,442 |
0.500 |
9,425 |
0.382 |
9,409 |
LOW |
9,355 |
0.618 |
9,269 |
1.000 |
9,215 |
1.618 |
9,129 |
2.618 |
8,989 |
4.250 |
8,760 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,425 |
9,455 |
PP |
9,408 |
9,428 |
S1 |
9,392 |
9,402 |
|