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 |
1,298.00 |
1,312.50 |
14.50 |
1.1% |
1,272.25 |
High |
1,312.00 |
1,322.75 |
10.75 |
0.8% |
1,309.25 |
Low |
1,295.25 |
1,309.75 |
14.50 |
1.1% |
1,269.75 |
Close |
1,311.50 |
1,318.75 |
7.25 |
0.6% |
1,305.00 |
Range |
16.75 |
13.00 |
-3.75 |
-22.4% |
39.50 |
ATR |
18.71 |
18.31 |
-0.41 |
-2.2% |
0.00 |
Volume |
563 |
2,988 |
2,425 |
430.7% |
4,639 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.00 |
1,350.50 |
1,326.00 |
|
R3 |
1,343.00 |
1,337.50 |
1,322.25 |
|
R2 |
1,330.00 |
1,330.00 |
1,321.25 |
|
R1 |
1,324.50 |
1,324.50 |
1,320.00 |
1,327.25 |
PP |
1,317.00 |
1,317.00 |
1,317.00 |
1,318.50 |
S1 |
1,311.50 |
1,311.50 |
1,317.50 |
1,314.25 |
S2 |
1,304.00 |
1,304.00 |
1,316.25 |
|
S3 |
1,291.00 |
1,298.50 |
1,315.25 |
|
S4 |
1,278.00 |
1,285.50 |
1,311.50 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.25 |
1,398.50 |
1,326.75 |
|
R3 |
1,373.75 |
1,359.00 |
1,315.75 |
|
R2 |
1,334.25 |
1,334.25 |
1,312.25 |
|
R1 |
1,319.50 |
1,319.50 |
1,308.50 |
1,327.00 |
PP |
1,294.75 |
1,294.75 |
1,294.75 |
1,298.25 |
S1 |
1,280.00 |
1,280.00 |
1,301.50 |
1,287.50 |
S2 |
1,255.25 |
1,255.25 |
1,297.75 |
|
S3 |
1,215.75 |
1,240.50 |
1,294.25 |
|
S4 |
1,176.25 |
1,201.00 |
1,283.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.75 |
1,284.25 |
38.50 |
2.9% |
14.00 |
1.1% |
90% |
True |
False |
1,278 |
10 |
1,322.75 |
1,237.25 |
85.50 |
6.5% |
17.00 |
1.3% |
95% |
True |
False |
951 |
20 |
1,322.75 |
1,237.25 |
85.50 |
6.5% |
20.75 |
1.6% |
95% |
True |
False |
511 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
17.00 |
1.3% |
86% |
False |
False |
280 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
16.00 |
1.2% |
86% |
False |
False |
212 |
80 |
1,332.50 |
1,203.50 |
129.00 |
9.8% |
12.75 |
1.0% |
89% |
False |
False |
161 |
100 |
1,332.50 |
1,162.75 |
169.75 |
12.9% |
10.25 |
0.8% |
92% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.00 |
2.618 |
1,356.75 |
1.618 |
1,343.75 |
1.000 |
1,335.75 |
0.618 |
1,330.75 |
HIGH |
1,322.75 |
0.618 |
1,317.75 |
0.500 |
1,316.25 |
0.382 |
1,314.75 |
LOW |
1,309.75 |
0.618 |
1,301.75 |
1.000 |
1,296.75 |
1.618 |
1,288.75 |
2.618 |
1,275.75 |
4.250 |
1,254.50 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.00 |
1,315.50 |
PP |
1,317.00 |
1,312.25 |
S1 |
1,316.25 |
1,309.00 |
|