Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,875.5 |
5,896.0 |
20.5 |
0.3% |
5,642.0 |
High |
5,909.5 |
5,956.0 |
46.5 |
0.8% |
5,895.0 |
Low |
5,838.5 |
5,874.0 |
35.5 |
0.6% |
5,637.5 |
Close |
5,890.0 |
5,936.0 |
46.0 |
0.8% |
5,878.0 |
Range |
71.0 |
82.0 |
11.0 |
15.5% |
257.5 |
ATR |
97.8 |
96.7 |
-1.1 |
-1.2% |
0.0 |
Volume |
145,295 |
133,730 |
-11,565 |
-8.0% |
692,142 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.0 |
6,134.0 |
5,981.1 |
|
R3 |
6,086.0 |
6,052.0 |
5,958.6 |
|
R2 |
6,004.0 |
6,004.0 |
5,951.0 |
|
R1 |
5,970.0 |
5,970.0 |
5,943.5 |
5,987.0 |
PP |
5,922.0 |
5,922.0 |
5,922.0 |
5,930.5 |
S1 |
5,888.0 |
5,888.0 |
5,928.5 |
5,905.0 |
S2 |
5,840.0 |
5,840.0 |
5,921.0 |
|
S3 |
5,758.0 |
5,806.0 |
5,913.5 |
|
S4 |
5,676.0 |
5,724.0 |
5,890.9 |
|
|
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 |
5,956.0 |
5,764.5 |
191.5 |
3.2% |
69.6 |
1.2% |
90% |
True |
False |
126,231 |
10 |
5,956.0 |
5,518.5 |
437.5 |
7.4% |
81.3 |
1.4% |
95% |
True |
False |
141,738 |
20 |
5,956.0 |
5,455.5 |
500.5 |
8.4% |
90.8 |
1.5% |
96% |
True |
False |
153,788 |
40 |
6,061.5 |
5,383.0 |
678.5 |
11.4% |
111.1 |
1.9% |
82% |
False |
False |
170,667 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
99.4 |
1.7% |
77% |
False |
False |
135,680 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
98.0 |
1.7% |
77% |
False |
False |
102,005 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
101.8 |
1.7% |
79% |
False |
False |
81,729 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
99.8 |
1.7% |
79% |
False |
False |
68,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,304.5 |
2.618 |
6,170.7 |
1.618 |
6,088.7 |
1.000 |
6,038.0 |
0.618 |
6,006.7 |
HIGH |
5,956.0 |
0.618 |
5,924.7 |
0.500 |
5,915.0 |
0.382 |
5,905.3 |
LOW |
5,874.0 |
0.618 |
5,823.3 |
1.000 |
5,792.0 |
1.618 |
5,741.3 |
2.618 |
5,659.3 |
4.250 |
5,525.5 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,929.0 |
5,923.1 |
PP |
5,922.0 |
5,910.2 |
S1 |
5,915.0 |
5,897.3 |
|