Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,910.0 |
5,875.5 |
-34.5 |
-0.6% |
5,642.0 |
High |
5,914.5 |
5,909.5 |
-5.0 |
-0.1% |
5,895.0 |
Low |
5,866.5 |
5,838.5 |
-28.0 |
-0.5% |
5,637.5 |
Close |
5,872.5 |
5,890.0 |
17.5 |
0.3% |
5,878.0 |
Range |
48.0 |
71.0 |
23.0 |
47.9% |
257.5 |
ATR |
99.9 |
97.8 |
-2.1 |
-2.1% |
0.0 |
Volume |
97,297 |
145,295 |
47,998 |
49.3% |
692,142 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,092.3 |
6,062.2 |
5,929.1 |
|
R3 |
6,021.3 |
5,991.2 |
5,909.5 |
|
R2 |
5,950.3 |
5,950.3 |
5,903.0 |
|
R1 |
5,920.2 |
5,920.2 |
5,896.5 |
5,935.3 |
PP |
5,879.3 |
5,879.3 |
5,879.3 |
5,886.9 |
S1 |
5,849.2 |
5,849.2 |
5,883.5 |
5,864.3 |
S2 |
5,808.3 |
5,808.3 |
5,877.0 |
|
S3 |
5,737.3 |
5,778.2 |
5,870.5 |
|
S4 |
5,666.3 |
5,707.2 |
5,851.0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,576.0 |
6,484.5 |
6,019.6 |
|
R3 |
6,318.5 |
6,227.0 |
5,948.8 |
|
R2 |
6,061.0 |
6,061.0 |
5,925.2 |
|
R1 |
5,969.5 |
5,969.5 |
5,901.6 |
6,015.3 |
PP |
5,803.5 |
5,803.5 |
5,803.5 |
5,826.4 |
S1 |
5,712.0 |
5,712.0 |
5,854.4 |
5,757.8 |
S2 |
5,546.0 |
5,546.0 |
5,830.8 |
|
S3 |
5,288.5 |
5,454.5 |
5,807.2 |
|
S4 |
5,031.0 |
5,197.0 |
5,736.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,914.5 |
5,750.5 |
164.0 |
2.8% |
69.4 |
1.2% |
85% |
False |
False |
126,250 |
10 |
5,914.5 |
5,518.5 |
396.0 |
6.7% |
80.1 |
1.4% |
94% |
False |
False |
142,590 |
20 |
5,914.5 |
5,455.5 |
459.0 |
7.8% |
92.2 |
1.6% |
95% |
False |
False |
157,867 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
110.6 |
1.9% |
71% |
False |
False |
170,028 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
99.2 |
1.7% |
71% |
False |
False |
133,482 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
98.5 |
1.7% |
71% |
False |
False |
100,344 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
101.7 |
1.7% |
73% |
False |
False |
80,394 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
100.0 |
1.7% |
73% |
False |
False |
67,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,211.3 |
2.618 |
6,095.4 |
1.618 |
6,024.4 |
1.000 |
5,980.5 |
0.618 |
5,953.4 |
HIGH |
5,909.5 |
0.618 |
5,882.4 |
0.500 |
5,874.0 |
0.382 |
5,865.6 |
LOW |
5,838.5 |
0.618 |
5,794.6 |
1.000 |
5,767.5 |
1.618 |
5,723.6 |
2.618 |
5,652.6 |
4.250 |
5,536.8 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,884.7 |
5,880.5 |
PP |
5,879.3 |
5,871.0 |
S1 |
5,874.0 |
5,861.5 |
|