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 |
12,117 |
12,221 |
104 |
0.9% |
11,808 |
High |
12,235 |
12,321 |
86 |
0.7% |
12,196 |
Low |
12,108 |
12,212 |
104 |
0.9% |
11,802 |
Close |
12,225 |
12,286 |
61 |
0.5% |
12,170 |
Range |
127 |
109 |
-18 |
-14.2% |
394 |
ATR |
161 |
157 |
-4 |
-2.3% |
0 |
Volume |
91,646 |
65,397 |
-26,249 |
-28.6% |
511,412 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,600 |
12,552 |
12,346 |
|
R3 |
12,491 |
12,443 |
12,316 |
|
R2 |
12,382 |
12,382 |
12,306 |
|
R1 |
12,334 |
12,334 |
12,296 |
12,358 |
PP |
12,273 |
12,273 |
12,273 |
12,285 |
S1 |
12,225 |
12,225 |
12,276 |
12,249 |
S2 |
12,164 |
12,164 |
12,266 |
|
S3 |
12,055 |
12,116 |
12,256 |
|
S4 |
11,946 |
12,007 |
12,226 |
|
|
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 |
12,321 |
12,003 |
318 |
2.6% |
110 |
0.9% |
89% |
True |
False |
86,018 |
10 |
12,321 |
11,451 |
870 |
7.1% |
146 |
1.2% |
96% |
True |
False |
100,869 |
20 |
12,321 |
11,451 |
870 |
7.1% |
183 |
1.5% |
96% |
True |
False |
89,462 |
40 |
12,321 |
11,451 |
870 |
7.1% |
148 |
1.2% |
96% |
True |
False |
44,801 |
60 |
12,321 |
11,451 |
870 |
7.1% |
133 |
1.1% |
96% |
True |
False |
29,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,784 |
2.618 |
12,606 |
1.618 |
12,497 |
1.000 |
12,430 |
0.618 |
12,388 |
HIGH |
12,321 |
0.618 |
12,279 |
0.500 |
12,267 |
0.382 |
12,254 |
LOW |
12,212 |
0.618 |
12,145 |
1.000 |
12,103 |
1.618 |
12,036 |
2.618 |
11,927 |
4.250 |
11,749 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,280 |
12,262 |
PP |
12,273 |
12,238 |
S1 |
12,267 |
12,215 |
|