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 |
9,385 |
9,375 |
-10 |
-0.1% |
9,320 |
High |
9,495 |
9,525 |
30 |
0.3% |
9,630 |
Low |
9,355 |
9,330 |
-25 |
-0.3% |
9,270 |
Close |
9,375 |
9,510 |
135 |
1.4% |
9,415 |
Range |
140 |
195 |
55 |
39.3% |
360 |
ATR |
297 |
289 |
-7 |
-2.4% |
0 |
Volume |
7,169 |
10,280 |
3,111 |
43.4% |
71,167 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,040 |
9,970 |
9,617 |
|
R3 |
9,845 |
9,775 |
9,564 |
|
R2 |
9,650 |
9,650 |
9,546 |
|
R1 |
9,580 |
9,580 |
9,528 |
9,615 |
PP |
9,455 |
9,455 |
9,455 |
9,473 |
S1 |
9,385 |
9,385 |
9,492 |
9,420 |
S2 |
9,260 |
9,260 |
9,474 |
|
S3 |
9,065 |
9,190 |
9,457 |
|
S4 |
8,870 |
8,995 |
9,403 |
|
|
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 |
9,580 |
9,330 |
250 |
2.6% |
197 |
2.1% |
72% |
False |
True |
10,650 |
10 |
9,630 |
8,200 |
1,430 |
15.0% |
362 |
3.8% |
92% |
False |
False |
19,627 |
20 |
10,730 |
8,200 |
2,530 |
26.6% |
348 |
3.7% |
52% |
False |
False |
19,883 |
40 |
10,855 |
8,200 |
2,655 |
27.9% |
199 |
2.1% |
49% |
False |
False |
9,972 |
60 |
10,855 |
8,200 |
2,655 |
27.9% |
134 |
1.4% |
49% |
False |
False |
6,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,354 |
2.618 |
10,036 |
1.618 |
9,841 |
1.000 |
9,720 |
0.618 |
9,646 |
HIGH |
9,525 |
0.618 |
9,451 |
0.500 |
9,428 |
0.382 |
9,405 |
LOW |
9,330 |
0.618 |
9,210 |
1.000 |
9,135 |
1.618 |
9,015 |
2.618 |
8,820 |
4.250 |
8,501 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,483 |
9,490 |
PP |
9,455 |
9,470 |
S1 |
9,428 |
9,450 |
|