Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
12,221.19 |
12,194.48 |
-26.71 |
-0.2% |
11,860.11 |
High |
12,272.92 |
12,285.41 |
12.49 |
0.1% |
12,259.79 |
Low |
12,197.88 |
12,173.51 |
-24.37 |
-0.2% |
11,860.11 |
Close |
12,197.88 |
12,279.01 |
81.13 |
0.7% |
12,220.59 |
Range |
75.04 |
111.90 |
36.86 |
49.1% |
399.68 |
ATR |
142.90 |
140.68 |
-2.21 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,581.68 |
12,542.24 |
12,340.56 |
|
R3 |
12,469.78 |
12,430.34 |
12,309.78 |
|
R2 |
12,357.88 |
12,357.88 |
12,299.53 |
|
R1 |
12,318.44 |
12,318.44 |
12,289.27 |
12,338.16 |
PP |
12,245.98 |
12,245.98 |
12,245.98 |
12,255.84 |
S1 |
12,206.54 |
12,206.54 |
12,268.75 |
12,226.26 |
S2 |
12,134.08 |
12,134.08 |
12,258.50 |
|
S3 |
12,022.18 |
12,094.64 |
12,248.24 |
|
S4 |
11,910.28 |
11,982.74 |
12,217.47 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,312.54 |
13,166.24 |
12,440.41 |
|
R3 |
12,912.86 |
12,766.56 |
12,330.50 |
|
R2 |
12,513.18 |
12,513.18 |
12,293.86 |
|
R1 |
12,366.88 |
12,366.88 |
12,257.23 |
12,440.03 |
PP |
12,113.50 |
12,113.50 |
12,113.50 |
12,150.07 |
S1 |
11,967.20 |
11,967.20 |
12,183.95 |
12,040.35 |
S2 |
11,713.82 |
11,713.82 |
12,147.32 |
|
S3 |
11,314.14 |
11,567.52 |
12,110.68 |
|
S4 |
10,914.46 |
11,167.84 |
12,000.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,285.41 |
11,972.61 |
312.80 |
2.5% |
104.64 |
0.9% |
98% |
True |
False |
|
10 |
12,285.41 |
11,555.48 |
729.93 |
5.9% |
142.63 |
1.2% |
99% |
True |
False |
|
20 |
12,285.41 |
11,555.48 |
729.93 |
5.9% |
161.84 |
1.3% |
99% |
True |
False |
|
40 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
133.08 |
1.1% |
87% |
False |
False |
|
60 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
119.29 |
1.0% |
87% |
False |
False |
|
80 |
12,391.29 |
11,318.82 |
1,072.47 |
8.7% |
105.42 |
0.9% |
90% |
False |
False |
|
100 |
12,391.29 |
10,929.28 |
1,462.01 |
11.9% |
111.67 |
0.9% |
92% |
False |
False |
|
120 |
12,391.29 |
10,892.76 |
1,498.53 |
12.2% |
113.12 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,760.99 |
2.618 |
12,578.36 |
1.618 |
12,466.46 |
1.000 |
12,397.31 |
0.618 |
12,354.56 |
HIGH |
12,285.41 |
0.618 |
12,242.66 |
0.500 |
12,229.46 |
0.382 |
12,216.26 |
LOW |
12,173.51 |
0.618 |
12,104.36 |
1.000 |
12,061.61 |
1.618 |
11,992.46 |
2.618 |
11,880.56 |
4.250 |
11,697.94 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
12,262.49 |
12,262.03 |
PP |
12,245.98 |
12,245.04 |
S1 |
12,229.46 |
12,228.06 |
|