Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,945.5 |
5,939.0 |
-6.5 |
-0.1% |
5,910.0 |
High |
5,991.0 |
5,954.0 |
-37.0 |
-0.6% |
5,991.0 |
Low |
5,934.0 |
5,898.0 |
-36.0 |
-0.6% |
5,838.5 |
Close |
5,946.0 |
5,909.5 |
-36.5 |
-0.6% |
5,946.0 |
Range |
57.0 |
56.0 |
-1.0 |
-1.8% |
152.5 |
ATR |
91.0 |
88.5 |
-2.5 |
-2.7% |
0.0 |
Volume |
135,214 |
127,949 |
-7,265 |
-5.4% |
641,761 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,088.5 |
6,055.0 |
5,940.3 |
|
R3 |
6,032.5 |
5,999.0 |
5,924.9 |
|
R2 |
5,976.5 |
5,976.5 |
5,919.8 |
|
R1 |
5,943.0 |
5,943.0 |
5,914.6 |
5,931.8 |
PP |
5,920.5 |
5,920.5 |
5,920.5 |
5,914.9 |
S1 |
5,887.0 |
5,887.0 |
5,904.4 |
5,875.8 |
S2 |
5,864.5 |
5,864.5 |
5,899.2 |
|
S3 |
5,808.5 |
5,831.0 |
5,894.1 |
|
S4 |
5,752.5 |
5,775.0 |
5,878.7 |
|
|
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% |
62.9 |
1.1% |
47% |
False |
False |
134,482 |
10 |
5,991.0 |
5,711.0 |
280.0 |
4.7% |
66.3 |
1.1% |
71% |
False |
False |
129,315 |
20 |
5,991.0 |
5,496.5 |
494.5 |
8.4% |
82.5 |
1.4% |
84% |
False |
False |
144,833 |
40 |
6,033.0 |
5,383.0 |
650.0 |
11.0% |
108.1 |
1.8% |
81% |
False |
False |
170,184 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
96.1 |
1.6% |
73% |
False |
False |
141,964 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.1% |
97.8 |
1.7% |
73% |
False |
False |
106,876 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
101.1 |
1.7% |
75% |
False |
False |
85,634 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.1% |
99.5 |
1.7% |
75% |
False |
False |
71,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,192.0 |
2.618 |
6,100.6 |
1.618 |
6,044.6 |
1.000 |
6,010.0 |
0.618 |
5,988.6 |
HIGH |
5,954.0 |
0.618 |
5,932.6 |
0.500 |
5,926.0 |
0.382 |
5,919.4 |
LOW |
5,898.0 |
0.618 |
5,863.4 |
1.000 |
5,842.0 |
1.618 |
5,807.4 |
2.618 |
5,751.4 |
4.250 |
5,660.0 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,926.0 |
5,944.5 |
PP |
5,920.5 |
5,932.8 |
S1 |
5,915.0 |
5,921.2 |
|