Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,920.0 |
5,945.5 |
25.5 |
0.4% |
5,910.0 |
High |
5,955.5 |
5,991.0 |
35.5 |
0.6% |
5,991.0 |
Low |
5,907.0 |
5,934.0 |
27.0 |
0.5% |
5,838.5 |
Close |
5,929.5 |
5,946.0 |
16.5 |
0.3% |
5,946.0 |
Range |
48.5 |
57.0 |
8.5 |
17.5% |
152.5 |
ATR |
93.3 |
91.0 |
-2.3 |
-2.4% |
0.0 |
Volume |
130,225 |
135,214 |
4,989 |
3.8% |
641,761 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,128.0 |
6,094.0 |
5,977.4 |
|
R3 |
6,071.0 |
6,037.0 |
5,961.7 |
|
R2 |
6,014.0 |
6,014.0 |
5,956.5 |
|
R1 |
5,980.0 |
5,980.0 |
5,951.2 |
5,997.0 |
PP |
5,957.0 |
5,957.0 |
5,957.0 |
5,965.5 |
S1 |
5,923.0 |
5,923.0 |
5,940.8 |
5,940.0 |
S2 |
5,900.0 |
5,900.0 |
5,935.6 |
|
S3 |
5,843.0 |
5,866.0 |
5,930.3 |
|
S4 |
5,786.0 |
5,809.0 |
5,914.7 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,382.7 |
6,316.8 |
6,029.9 |
|
R3 |
6,230.2 |
6,164.3 |
5,987.9 |
|
R2 |
6,077.7 |
6,077.7 |
5,974.0 |
|
R1 |
6,011.8 |
6,011.8 |
5,960.0 |
6,044.8 |
PP |
5,925.2 |
5,925.2 |
5,925.2 |
5,941.6 |
S1 |
5,859.3 |
5,859.3 |
5,932.0 |
5,892.3 |
S2 |
5,772.7 |
5,772.7 |
5,918.0 |
|
S3 |
5,620.2 |
5,706.8 |
5,904.1 |
|
S4 |
5,467.7 |
5,554.3 |
5,862.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,991.0 |
5,838.5 |
152.5 |
2.6% |
61.3 |
1.0% |
70% |
True |
False |
128,352 |
10 |
5,991.0 |
5,637.5 |
353.5 |
5.9% |
69.0 |
1.2% |
87% |
True |
False |
133,390 |
20 |
5,991.0 |
5,460.5 |
530.5 |
8.9% |
85.2 |
1.4% |
92% |
True |
False |
147,555 |
40 |
6,033.0 |
5,383.0 |
650.0 |
10.9% |
108.3 |
1.8% |
87% |
False |
False |
170,127 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
96.8 |
1.6% |
78% |
False |
False |
139,954 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
98.2 |
1.7% |
78% |
False |
False |
105,292 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
101.1 |
1.7% |
80% |
False |
False |
84,358 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
99.4 |
1.7% |
80% |
False |
False |
70,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,233.3 |
2.618 |
6,140.2 |
1.618 |
6,083.2 |
1.000 |
6,048.0 |
0.618 |
6,026.2 |
HIGH |
5,991.0 |
0.618 |
5,969.2 |
0.500 |
5,962.5 |
0.382 |
5,955.8 |
LOW |
5,934.0 |
0.618 |
5,898.8 |
1.000 |
5,877.0 |
1.618 |
5,841.8 |
2.618 |
5,784.8 |
4.250 |
5,691.8 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,962.5 |
5,941.5 |
PP |
5,957.0 |
5,937.0 |
S1 |
5,951.5 |
5,932.5 |
|