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 |
1,312.50 |
1,318.75 |
6.25 |
0.5% |
1,272.25 |
High |
1,322.75 |
1,320.50 |
-2.25 |
-0.2% |
1,309.25 |
Low |
1,309.75 |
1,315.75 |
6.00 |
0.5% |
1,269.75 |
Close |
1,318.75 |
1,315.75 |
-3.00 |
-0.2% |
1,305.00 |
Range |
13.00 |
4.75 |
-8.25 |
-63.5% |
39.50 |
ATR |
18.31 |
17.34 |
-0.97 |
-5.3% |
0.00 |
Volume |
2,988 |
1,703 |
-1,285 |
-43.0% |
4,639 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.50 |
1,328.50 |
1,318.25 |
|
R3 |
1,326.75 |
1,323.75 |
1,317.00 |
|
R2 |
1,322.00 |
1,322.00 |
1,316.50 |
|
R1 |
1,319.00 |
1,319.00 |
1,316.25 |
1,318.00 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,317.00 |
S1 |
1,314.25 |
1,314.25 |
1,315.25 |
1,313.50 |
S2 |
1,312.50 |
1,312.50 |
1,315.00 |
|
S3 |
1,307.75 |
1,309.50 |
1,314.50 |
|
S4 |
1,303.00 |
1,304.75 |
1,313.25 |
|
|
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 |
1,295.25 |
27.50 |
2.1% |
11.50 |
0.9% |
75% |
False |
False |
1,375 |
10 |
1,322.75 |
1,256.50 |
66.25 |
5.0% |
14.50 |
1.1% |
89% |
False |
False |
1,106 |
20 |
1,322.75 |
1,237.25 |
85.50 |
6.5% |
19.75 |
1.5% |
92% |
False |
False |
594 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
17.00 |
1.3% |
82% |
False |
False |
322 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.2% |
15.75 |
1.2% |
82% |
False |
False |
240 |
80 |
1,332.50 |
1,203.50 |
129.00 |
9.8% |
12.75 |
1.0% |
87% |
False |
False |
183 |
100 |
1,332.50 |
1,162.75 |
169.75 |
12.9% |
10.25 |
0.8% |
90% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.75 |
2.618 |
1,333.00 |
1.618 |
1,328.25 |
1.000 |
1,325.25 |
0.618 |
1,323.50 |
HIGH |
1,320.50 |
0.618 |
1,318.75 |
0.500 |
1,318.00 |
0.382 |
1,317.50 |
LOW |
1,315.75 |
0.618 |
1,312.75 |
1.000 |
1,311.00 |
1.618 |
1,308.00 |
2.618 |
1,303.25 |
4.250 |
1,295.50 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.00 |
1,313.50 |
PP |
1,317.25 |
1,311.25 |
S1 |
1,316.50 |
1,309.00 |
|