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 |
2,322.25 |
2,334.25 |
12.00 |
0.5% |
2,223.00 |
High |
2,343.25 |
2,341.50 |
-1.75 |
-0.1% |
2,335.00 |
Low |
2,320.25 |
2,327.50 |
7.25 |
0.3% |
2,219.00 |
Close |
2,334.50 |
2,336.25 |
1.75 |
0.1% |
2,317.00 |
Range |
23.00 |
14.00 |
-9.00 |
-39.1% |
116.00 |
ATR |
39.47 |
37.65 |
-1.82 |
-4.6% |
0.00 |
Volume |
181,624 |
175,992 |
-5,632 |
-3.1% |
1,288,302 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,377.00 |
2,370.75 |
2,344.00 |
|
R3 |
2,363.00 |
2,356.75 |
2,340.00 |
|
R2 |
2,349.00 |
2,349.00 |
2,338.75 |
|
R1 |
2,342.75 |
2,342.75 |
2,337.50 |
2,346.00 |
PP |
2,335.00 |
2,335.00 |
2,335.00 |
2,336.75 |
S1 |
2,328.75 |
2,328.75 |
2,335.00 |
2,332.00 |
S2 |
2,321.00 |
2,321.00 |
2,333.75 |
|
S3 |
2,307.00 |
2,314.75 |
2,332.50 |
|
S4 |
2,293.00 |
2,300.75 |
2,328.50 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,638.25 |
2,593.75 |
2,380.75 |
|
R3 |
2,522.25 |
2,477.75 |
2,349.00 |
|
R2 |
2,406.25 |
2,406.25 |
2,338.25 |
|
R1 |
2,361.75 |
2,361.75 |
2,327.75 |
2,384.00 |
PP |
2,290.25 |
2,290.25 |
2,290.25 |
2,301.50 |
S1 |
2,245.75 |
2,245.75 |
2,306.25 |
2,268.00 |
S2 |
2,174.25 |
2,174.25 |
2,295.75 |
|
S3 |
2,058.25 |
2,129.75 |
2,285.00 |
|
S4 |
1,942.25 |
2,013.75 |
2,253.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,343.25 |
2,289.50 |
53.75 |
2.3% |
27.50 |
1.2% |
87% |
False |
False |
208,289 |
10 |
2,343.25 |
2,215.00 |
128.25 |
5.5% |
33.75 |
1.4% |
95% |
False |
False |
242,932 |
20 |
2,376.50 |
2,185.75 |
190.75 |
8.2% |
41.50 |
1.8% |
79% |
False |
False |
243,554 |
40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
36.75 |
1.6% |
70% |
False |
False |
121,953 |
60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.75 |
1.5% |
70% |
False |
False |
81,360 |
80 |
2,400.00 |
2,175.00 |
225.00 |
9.6% |
29.50 |
1.3% |
72% |
False |
False |
61,030 |
100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
24.50 |
1.0% |
79% |
False |
False |
48,824 |
120 |
2,400.00 |
2,015.00 |
385.00 |
16.5% |
20.75 |
0.9% |
83% |
False |
False |
40,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,401.00 |
2.618 |
2,378.25 |
1.618 |
2,364.25 |
1.000 |
2,355.50 |
0.618 |
2,350.25 |
HIGH |
2,341.50 |
0.618 |
2,336.25 |
0.500 |
2,334.50 |
0.382 |
2,332.75 |
LOW |
2,327.50 |
0.618 |
2,318.75 |
1.000 |
2,313.50 |
1.618 |
2,304.75 |
2.618 |
2,290.75 |
4.250 |
2,268.00 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
2,335.75 |
2,329.50 |
PP |
2,335.00 |
2,323.00 |
S1 |
2,334.50 |
2,316.50 |
|