Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,895.02 |
10,907.34 |
12.32 |
0.1% |
10,741.00 |
High |
10,940.22 |
10,907.42 |
-32.80 |
-0.3% |
10,955.48 |
Low |
10,866.83 |
10,832.83 |
-34.00 |
-0.3% |
10,695.13 |
Close |
10,907.42 |
10,856.63 |
-50.79 |
-0.5% |
10,850.36 |
Range |
73.39 |
74.59 |
1.20 |
1.6% |
260.35 |
ATR |
94.78 |
93.34 |
-1.44 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,089.40 |
11,047.60 |
10,897.65 |
|
R3 |
11,014.81 |
10,973.01 |
10,877.14 |
|
R2 |
10,940.22 |
10,940.22 |
10,870.30 |
|
R1 |
10,898.42 |
10,898.42 |
10,863.47 |
10,882.03 |
PP |
10,865.63 |
10,865.63 |
10,865.63 |
10,857.43 |
S1 |
10,823.83 |
10,823.83 |
10,849.79 |
10,807.44 |
S2 |
10,791.04 |
10,791.04 |
10,842.96 |
|
S3 |
10,716.45 |
10,749.24 |
10,836.12 |
|
S4 |
10,641.86 |
10,674.65 |
10,815.61 |
|
|
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 |
10,816.43 |
139.05 |
1.3% |
85.93 |
0.8% |
29% |
False |
False |
|
10 |
10,955.48 |
10,694.22 |
261.26 |
2.4% |
89.74 |
0.8% |
62% |
False |
False |
|
20 |
10,955.48 |
10,390.86 |
564.62 |
5.2% |
83.37 |
0.8% |
82% |
False |
False |
|
40 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
107.65 |
1.0% |
91% |
False |
False |
|
60 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
115.15 |
1.1% |
91% |
False |
False |
|
80 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
110.14 |
1.0% |
91% |
False |
False |
|
100 |
10,955.48 |
9,807.80 |
1,147.68 |
10.6% |
113.71 |
1.0% |
91% |
False |
False |
|
120 |
10,955.48 |
9,678.95 |
1,276.53 |
11.8% |
118.85 |
1.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,224.43 |
2.618 |
11,102.70 |
1.618 |
11,028.11 |
1.000 |
10,982.01 |
0.618 |
10,953.52 |
HIGH |
10,907.42 |
0.618 |
10,878.93 |
0.500 |
10,870.13 |
0.382 |
10,861.32 |
LOW |
10,832.83 |
0.618 |
10,786.73 |
1.000 |
10,758.24 |
1.618 |
10,712.14 |
2.618 |
10,637.55 |
4.250 |
10,515.82 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,870.13 |
10,886.53 |
PP |
10,865.63 |
10,876.56 |
S1 |
10,861.13 |
10,866.60 |
|