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 |
12,221 |
12,288 |
67 |
0.5% |
11,808 |
High |
12,321 |
12,320 |
-1 |
0.0% |
12,196 |
Low |
12,212 |
12,252 |
40 |
0.3% |
11,802 |
Close |
12,286 |
12,252 |
-34 |
-0.3% |
12,170 |
Range |
109 |
68 |
-41 |
-37.6% |
394 |
ATR |
157 |
151 |
-6 |
-4.0% |
0 |
Volume |
65,397 |
74,358 |
8,961 |
13.7% |
511,412 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,479 |
12,433 |
12,290 |
|
R3 |
12,411 |
12,365 |
12,271 |
|
R2 |
12,343 |
12,343 |
12,265 |
|
R1 |
12,297 |
12,297 |
12,258 |
12,286 |
PP |
12,275 |
12,275 |
12,275 |
12,269 |
S1 |
12,229 |
12,229 |
12,246 |
12,218 |
S2 |
12,207 |
12,207 |
12,240 |
|
S3 |
12,139 |
12,161 |
12,233 |
|
S4 |
12,071 |
12,093 |
12,215 |
|
|
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 |
12,107 |
214 |
1.7% |
98 |
0.8% |
68% |
False |
False |
79,352 |
10 |
12,321 |
11,656 |
665 |
5.4% |
125 |
1.0% |
90% |
False |
False |
93,139 |
20 |
12,321 |
11,451 |
870 |
7.1% |
175 |
1.4% |
92% |
False |
False |
93,153 |
40 |
12,321 |
11,451 |
870 |
7.1% |
149 |
1.2% |
92% |
False |
False |
46,657 |
60 |
12,321 |
11,451 |
870 |
7.1% |
134 |
1.1% |
92% |
False |
False |
31,116 |
80 |
12,321 |
11,200 |
1,121 |
9.1% |
112 |
0.9% |
94% |
False |
False |
23,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,609 |
2.618 |
12,498 |
1.618 |
12,430 |
1.000 |
12,388 |
0.618 |
12,362 |
HIGH |
12,320 |
0.618 |
12,294 |
0.500 |
12,286 |
0.382 |
12,278 |
LOW |
12,252 |
0.618 |
12,210 |
1.000 |
12,184 |
1.618 |
12,142 |
2.618 |
12,074 |
4.250 |
11,963 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,286 |
12,240 |
PP |
12,275 |
12,227 |
S1 |
12,263 |
12,215 |
|