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 |
9,375 |
9,520 |
145 |
1.5% |
9,320 |
High |
9,525 |
9,830 |
305 |
3.2% |
9,630 |
Low |
9,330 |
9,495 |
165 |
1.8% |
9,270 |
Close |
9,510 |
9,790 |
280 |
2.9% |
9,415 |
Range |
195 |
335 |
140 |
71.8% |
360 |
ATR |
289 |
293 |
3 |
1.1% |
0 |
Volume |
10,280 |
15,823 |
5,543 |
53.9% |
71,167 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,710 |
10,585 |
9,974 |
|
R3 |
10,375 |
10,250 |
9,882 |
|
R2 |
10,040 |
10,040 |
9,852 |
|
R1 |
9,915 |
9,915 |
9,821 |
9,978 |
PP |
9,705 |
9,705 |
9,705 |
9,736 |
S1 |
9,580 |
9,580 |
9,759 |
9,643 |
S2 |
9,370 |
9,370 |
9,729 |
|
S3 |
9,035 |
9,245 |
9,698 |
|
S4 |
8,700 |
8,910 |
9,606 |
|
|
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 |
9,830 |
9,330 |
500 |
5.1% |
217 |
2.2% |
92% |
True |
False |
11,560 |
10 |
9,830 |
8,200 |
1,630 |
16.6% |
316 |
3.2% |
98% |
True |
False |
16,247 |
20 |
10,730 |
8,200 |
2,530 |
25.8% |
359 |
3.7% |
63% |
False |
False |
20,665 |
40 |
10,855 |
8,200 |
2,655 |
27.1% |
207 |
2.1% |
60% |
False |
False |
10,366 |
60 |
10,855 |
8,200 |
2,655 |
27.1% |
140 |
1.4% |
60% |
False |
False |
6,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,254 |
2.618 |
10,707 |
1.618 |
10,372 |
1.000 |
10,165 |
0.618 |
10,037 |
HIGH |
9,830 |
0.618 |
9,702 |
0.500 |
9,663 |
0.382 |
9,623 |
LOW |
9,495 |
0.618 |
9,288 |
1.000 |
9,160 |
1.618 |
8,953 |
2.618 |
8,618 |
4.250 |
8,071 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,748 |
9,720 |
PP |
9,705 |
9,650 |
S1 |
9,663 |
9,580 |
|