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 |
9,520 |
9,790 |
270 |
2.8% |
9,320 |
High |
9,830 |
9,825 |
-5 |
-0.1% |
9,630 |
Low |
9,495 |
9,690 |
195 |
2.1% |
9,270 |
Close |
9,790 |
9,735 |
-55 |
-0.6% |
9,415 |
Range |
335 |
135 |
-200 |
-59.7% |
360 |
ATR |
293 |
281 |
-11 |
-3.8% |
0 |
Volume |
15,823 |
7,191 |
-8,632 |
-54.6% |
71,167 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,155 |
10,080 |
9,809 |
|
R3 |
10,020 |
9,945 |
9,772 |
|
R2 |
9,885 |
9,885 |
9,760 |
|
R1 |
9,810 |
9,810 |
9,748 |
9,780 |
PP |
9,750 |
9,750 |
9,750 |
9,735 |
S1 |
9,675 |
9,675 |
9,723 |
9,645 |
S2 |
9,615 |
9,615 |
9,710 |
|
S3 |
9,480 |
9,540 |
9,698 |
|
S4 |
9,345 |
9,405 |
9,661 |
|
|
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% |
194 |
2.0% |
81% |
False |
False |
11,078 |
10 |
9,830 |
8,835 |
995 |
10.2% |
247 |
2.5% |
90% |
False |
False |
13,257 |
20 |
10,730 |
8,200 |
2,530 |
26.0% |
356 |
3.7% |
61% |
False |
False |
20,998 |
40 |
10,855 |
8,200 |
2,655 |
27.3% |
211 |
2.2% |
58% |
False |
False |
10,546 |
60 |
10,855 |
8,200 |
2,655 |
27.3% |
142 |
1.5% |
58% |
False |
False |
7,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,399 |
2.618 |
10,179 |
1.618 |
10,044 |
1.000 |
9,960 |
0.618 |
9,909 |
HIGH |
9,825 |
0.618 |
9,774 |
0.500 |
9,758 |
0.382 |
9,742 |
LOW |
9,690 |
0.618 |
9,607 |
1.000 |
9,555 |
1.618 |
9,472 |
2.618 |
9,337 |
4.250 |
9,116 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
9,758 |
9,683 |
PP |
9,750 |
9,632 |
S1 |
9,743 |
9,580 |
|