Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,948.5 |
5,998.5 |
50.0 |
0.8% |
5,910.0 |
High |
5,992.0 |
6,037.0 |
45.0 |
0.8% |
5,991.0 |
Low |
5,929.0 |
5,990.5 |
61.5 |
1.0% |
5,838.5 |
Close |
5,972.0 |
6,021.5 |
49.5 |
0.8% |
5,946.0 |
Range |
63.0 |
46.5 |
-16.5 |
-26.2% |
152.5 |
ATR |
88.1 |
86.4 |
-1.6 |
-1.9% |
0.0 |
Volume |
169,887 |
184,205 |
14,318 |
8.4% |
641,761 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,155.8 |
6,135.2 |
6,047.1 |
|
R3 |
6,109.3 |
6,088.7 |
6,034.3 |
|
R2 |
6,062.8 |
6,062.8 |
6,030.0 |
|
R1 |
6,042.2 |
6,042.2 |
6,025.8 |
6,052.5 |
PP |
6,016.3 |
6,016.3 |
6,016.3 |
6,021.5 |
S1 |
5,995.7 |
5,995.7 |
6,017.2 |
6,006.0 |
S2 |
5,969.8 |
5,969.8 |
6,013.0 |
|
S3 |
5,923.3 |
5,949.2 |
6,008.7 |
|
S4 |
5,876.8 |
5,902.7 |
5,995.9 |
|
|
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 |
6,037.0 |
5,898.0 |
139.0 |
2.3% |
54.2 |
0.9% |
89% |
True |
False |
149,496 |
10 |
6,037.0 |
5,764.5 |
272.5 |
4.5% |
61.9 |
1.0% |
94% |
True |
False |
137,863 |
20 |
6,037.0 |
5,518.5 |
518.5 |
8.6% |
78.5 |
1.3% |
97% |
True |
False |
146,596 |
40 |
6,037.0 |
5,383.0 |
654.0 |
10.9% |
102.8 |
1.7% |
98% |
True |
False |
170,529 |
60 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
95.7 |
1.6% |
89% |
False |
False |
147,395 |
80 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
97.2 |
1.6% |
89% |
False |
False |
111,257 |
100 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
99.9 |
1.7% |
90% |
False |
False |
89,163 |
120 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
99.2 |
1.6% |
90% |
False |
False |
74,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,234.6 |
2.618 |
6,158.7 |
1.618 |
6,112.2 |
1.000 |
6,083.5 |
0.618 |
6,065.7 |
HIGH |
6,037.0 |
0.618 |
6,019.2 |
0.500 |
6,013.8 |
0.382 |
6,008.3 |
LOW |
5,990.5 |
0.618 |
5,961.8 |
1.000 |
5,944.0 |
1.618 |
5,915.3 |
2.618 |
5,868.8 |
4.250 |
5,792.9 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,018.9 |
6,003.5 |
PP |
6,016.3 |
5,985.5 |
S1 |
6,013.8 |
5,967.5 |
|