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 |
5,836.0 |
5,896.0 |
60.0 |
1.0% |
5,688.5 |
High |
5,898.5 |
5,934.0 |
35.5 |
0.6% |
5,889.5 |
Low |
5,833.5 |
5,896.0 |
62.5 |
1.1% |
5,685.0 |
Close |
5,885.0 |
5,903.0 |
18.0 |
0.3% |
5,865.0 |
Range |
65.0 |
38.0 |
-27.0 |
-41.5% |
204.5 |
ATR |
85.2 |
82.6 |
-2.6 |
-3.0% |
0.0 |
Volume |
77,095 |
64,481 |
-12,614 |
-16.4% |
452,938 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,025.0 |
6,002.0 |
5,924.0 |
|
R3 |
5,987.0 |
5,964.0 |
5,913.5 |
|
R2 |
5,949.0 |
5,949.0 |
5,910.0 |
|
R1 |
5,926.0 |
5,926.0 |
5,906.5 |
5,937.5 |
PP |
5,911.0 |
5,911.0 |
5,911.0 |
5,917.0 |
S1 |
5,888.0 |
5,888.0 |
5,899.5 |
5,899.5 |
S2 |
5,873.0 |
5,873.0 |
5,896.0 |
|
S3 |
5,835.0 |
5,850.0 |
5,892.5 |
|
S4 |
5,797.0 |
5,812.0 |
5,882.0 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,426.5 |
6,350.5 |
5,977.5 |
|
R3 |
6,222.0 |
6,146.0 |
5,921.0 |
|
R2 |
6,017.5 |
6,017.5 |
5,902.5 |
|
R1 |
5,941.5 |
5,941.5 |
5,883.5 |
5,979.5 |
PP |
5,813.0 |
5,813.0 |
5,813.0 |
5,832.0 |
S1 |
5,737.0 |
5,737.0 |
5,846.5 |
5,775.0 |
S2 |
5,608.5 |
5,608.5 |
5,827.5 |
|
S3 |
5,404.0 |
5,532.5 |
5,809.0 |
|
S4 |
5,199.5 |
5,328.0 |
5,752.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,934.0 |
5,732.5 |
201.5 |
3.4% |
62.5 |
1.1% |
85% |
True |
False |
76,797 |
10 |
5,934.0 |
5,523.0 |
411.0 |
7.0% |
73.0 |
1.2% |
92% |
True |
False |
91,483 |
20 |
5,996.0 |
5,458.5 |
537.5 |
9.1% |
92.0 |
1.6% |
83% |
False |
False |
86,160 |
40 |
6,042.0 |
5,458.5 |
583.5 |
9.9% |
74.5 |
1.3% |
76% |
False |
False |
43,492 |
60 |
6,042.0 |
5,458.5 |
583.5 |
9.9% |
58.5 |
1.0% |
76% |
False |
False |
29,016 |
80 |
6,042.0 |
5,458.5 |
583.5 |
9.9% |
47.5 |
0.8% |
76% |
False |
False |
21,768 |
100 |
6,042.0 |
5,458.5 |
583.5 |
9.9% |
43.0 |
0.7% |
76% |
False |
False |
17,425 |
120 |
6,042.0 |
5,458.5 |
583.5 |
9.9% |
38.0 |
0.6% |
76% |
False |
False |
14,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,095.5 |
2.618 |
6,033.5 |
1.618 |
5,995.5 |
1.000 |
5,972.0 |
0.618 |
5,957.5 |
HIGH |
5,934.0 |
0.618 |
5,919.5 |
0.500 |
5,915.0 |
0.382 |
5,910.5 |
LOW |
5,896.0 |
0.618 |
5,872.5 |
1.000 |
5,858.0 |
1.618 |
5,834.5 |
2.618 |
5,796.5 |
4.250 |
5,734.5 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
5,915.0 |
5,896.5 |
PP |
5,911.0 |
5,890.0 |
S1 |
5,907.0 |
5,884.0 |
|