Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,841.29 |
10,849.23 |
7.94 |
0.1% |
10,741.00 |
High |
10,909.38 |
10,916.64 |
7.26 |
0.1% |
10,955.48 |
Low |
10,816.43 |
10,849.23 |
32.80 |
0.3% |
10,695.13 |
Close |
10,850.36 |
10,895.86 |
45.50 |
0.4% |
10,850.36 |
Range |
92.95 |
67.41 |
-25.54 |
-27.5% |
260.35 |
ATR |
98.66 |
96.43 |
-2.23 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,089.47 |
11,060.08 |
10,932.94 |
|
R3 |
11,022.06 |
10,992.67 |
10,914.40 |
|
R2 |
10,954.65 |
10,954.65 |
10,908.22 |
|
R1 |
10,925.26 |
10,925.26 |
10,902.04 |
10,939.96 |
PP |
10,887.24 |
10,887.24 |
10,887.24 |
10,894.59 |
S1 |
10,857.85 |
10,857.85 |
10,889.68 |
10,872.55 |
S2 |
10,819.83 |
10,819.83 |
10,883.50 |
|
S3 |
10,752.42 |
10,790.44 |
10,877.32 |
|
S4 |
10,685.01 |
10,723.03 |
10,858.78 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,614.71 |
11,492.88 |
10,993.55 |
|
R3 |
11,354.36 |
11,232.53 |
10,921.96 |
|
R2 |
11,094.01 |
11,094.01 |
10,898.09 |
|
R1 |
10,972.18 |
10,972.18 |
10,874.23 |
11,033.10 |
PP |
10,833.66 |
10,833.66 |
10,833.66 |
10,864.11 |
S1 |
10,711.83 |
10,711.83 |
10,826.49 |
10,772.75 |
S2 |
10,573.31 |
10,573.31 |
10,802.63 |
|
S3 |
10,312.96 |
10,451.48 |
10,778.76 |
|
S4 |
10,052.61 |
10,191.13 |
10,707.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,955.48 |
10,784.76 |
170.72 |
1.6% |
90.64 |
0.8% |
65% |
False |
False |
|
10 |
10,955.48 |
10,621.90 |
333.58 |
3.1% |
90.32 |
0.8% |
82% |
False |
False |
|
20 |
10,955.48 |
10,376.58 |
578.90 |
5.3% |
83.99 |
0.8% |
90% |
False |
False |
|
40 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
110.53 |
1.0% |
95% |
False |
False |
|
60 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
117.78 |
1.1% |
95% |
False |
False |
|
80 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
111.42 |
1.0% |
95% |
False |
False |
|
100 |
10,955.48 |
9,703.89 |
1,251.59 |
11.5% |
114.67 |
1.1% |
95% |
False |
False |
|
120 |
10,955.48 |
9,601.26 |
1,354.22 |
12.4% |
119.60 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,203.13 |
2.618 |
11,093.12 |
1.618 |
11,025.71 |
1.000 |
10,984.05 |
0.618 |
10,958.30 |
HIGH |
10,916.64 |
0.618 |
10,890.89 |
0.500 |
10,882.94 |
0.382 |
10,874.98 |
LOW |
10,849.23 |
0.618 |
10,807.57 |
1.000 |
10,781.82 |
1.618 |
10,740.16 |
2.618 |
10,672.75 |
4.250 |
10,562.74 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,891.55 |
10,892.56 |
PP |
10,887.24 |
10,889.26 |
S1 |
10,882.94 |
10,885.96 |
|