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 |
12,170 |
12,117 |
-53 |
-0.4% |
11,808 |
High |
12,208 |
12,235 |
27 |
0.2% |
12,196 |
Low |
12,111 |
12,108 |
-3 |
0.0% |
11,802 |
Close |
12,114 |
12,225 |
111 |
0.9% |
12,170 |
Range |
97 |
127 |
30 |
30.9% |
394 |
ATR |
163 |
161 |
-3 |
-1.6% |
0 |
Volume |
71,107 |
91,646 |
20,539 |
28.9% |
511,412 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,570 |
12,525 |
12,295 |
|
R3 |
12,443 |
12,398 |
12,260 |
|
R2 |
12,316 |
12,316 |
12,248 |
|
R1 |
12,271 |
12,271 |
12,237 |
12,294 |
PP |
12,189 |
12,189 |
12,189 |
12,201 |
S1 |
12,144 |
12,144 |
12,213 |
12,167 |
S2 |
12,062 |
12,062 |
12,202 |
|
S3 |
11,935 |
12,017 |
12,190 |
|
S4 |
11,808 |
11,890 |
12,155 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,238 |
13,098 |
12,387 |
|
R3 |
12,844 |
12,704 |
12,278 |
|
R2 |
12,450 |
12,450 |
12,242 |
|
R1 |
12,310 |
12,310 |
12,206 |
12,380 |
PP |
12,056 |
12,056 |
12,056 |
12,091 |
S1 |
11,916 |
11,916 |
12,134 |
11,986 |
S2 |
11,662 |
11,662 |
12,098 |
|
S3 |
11,268 |
11,522 |
12,062 |
|
S4 |
10,874 |
11,128 |
11,953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,235 |
11,907 |
328 |
2.7% |
117 |
1.0% |
97% |
True |
False |
95,813 |
10 |
12,235 |
11,451 |
784 |
6.4% |
171 |
1.4% |
99% |
True |
False |
118,796 |
20 |
12,235 |
11,451 |
784 |
6.4% |
184 |
1.5% |
99% |
True |
False |
86,205 |
40 |
12,311 |
11,451 |
860 |
7.0% |
150 |
1.2% |
90% |
False |
False |
43,168 |
60 |
12,311 |
11,451 |
860 |
7.0% |
133 |
1.1% |
90% |
False |
False |
28,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,775 |
2.618 |
12,568 |
1.618 |
12,441 |
1.000 |
12,362 |
0.618 |
12,314 |
HIGH |
12,235 |
0.618 |
12,187 |
0.500 |
12,172 |
0.382 |
12,157 |
LOW |
12,108 |
0.618 |
12,030 |
1.000 |
11,981 |
1.618 |
11,903 |
2.618 |
11,776 |
4.250 |
11,568 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,207 |
12,207 |
PP |
12,189 |
12,189 |
S1 |
12,172 |
12,171 |
|