Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,896.0 |
5,920.0 |
24.0 |
0.4% |
5,642.0 |
High |
5,956.0 |
5,955.5 |
-0.5 |
0.0% |
5,895.0 |
Low |
5,874.0 |
5,907.0 |
33.0 |
0.6% |
5,637.5 |
Close |
5,936.0 |
5,929.5 |
-6.5 |
-0.1% |
5,878.0 |
Range |
82.0 |
48.5 |
-33.5 |
-40.9% |
257.5 |
ATR |
96.7 |
93.3 |
-3.4 |
-3.6% |
0.0 |
Volume |
133,730 |
130,225 |
-3,505 |
-2.6% |
692,142 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,076.2 |
6,051.3 |
5,956.2 |
|
R3 |
6,027.7 |
6,002.8 |
5,942.8 |
|
R2 |
5,979.2 |
5,979.2 |
5,938.4 |
|
R1 |
5,954.3 |
5,954.3 |
5,933.9 |
5,966.8 |
PP |
5,930.7 |
5,930.7 |
5,930.7 |
5,936.9 |
S1 |
5,905.8 |
5,905.8 |
5,925.1 |
5,918.3 |
S2 |
5,882.2 |
5,882.2 |
5,920.6 |
|
S3 |
5,833.7 |
5,857.3 |
5,916.2 |
|
S4 |
5,785.2 |
5,808.8 |
5,902.8 |
|
|
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 |
5,808.5 |
147.5 |
2.5% |
67.2 |
1.1% |
82% |
False |
False |
126,129 |
10 |
5,956.0 |
5,530.5 |
425.5 |
7.2% |
72.1 |
1.2% |
94% |
False |
False |
134,030 |
20 |
5,956.0 |
5,455.5 |
500.5 |
8.4% |
88.8 |
1.5% |
95% |
False |
False |
151,547 |
40 |
6,033.0 |
5,383.0 |
650.0 |
11.0% |
108.8 |
1.8% |
84% |
False |
False |
169,447 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
97.7 |
1.6% |
76% |
False |
False |
137,779 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
98.0 |
1.7% |
76% |
False |
False |
103,631 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
101.4 |
1.7% |
78% |
False |
False |
83,029 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
99.7 |
1.7% |
78% |
False |
False |
69,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,161.6 |
2.618 |
6,082.5 |
1.618 |
6,034.0 |
1.000 |
6,004.0 |
0.618 |
5,985.5 |
HIGH |
5,955.5 |
0.618 |
5,937.0 |
0.500 |
5,931.3 |
0.382 |
5,925.5 |
LOW |
5,907.0 |
0.618 |
5,877.0 |
1.000 |
5,858.5 |
1.618 |
5,828.5 |
2.618 |
5,780.0 |
4.250 |
5,700.9 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,931.3 |
5,918.8 |
PP |
5,930.7 |
5,908.0 |
S1 |
5,930.1 |
5,897.3 |
|