Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,998.5 |
6,012.0 |
13.5 |
0.2% |
5,910.0 |
High |
6,037.0 |
6,041.0 |
4.0 |
0.1% |
5,991.0 |
Low |
5,990.5 |
5,996.0 |
5.5 |
0.1% |
5,838.5 |
Close |
6,021.5 |
6,013.0 |
-8.5 |
-0.1% |
5,946.0 |
Range |
46.5 |
45.0 |
-1.5 |
-3.2% |
152.5 |
ATR |
86.4 |
83.5 |
-3.0 |
-3.4% |
0.0 |
Volume |
184,205 |
142,254 |
-41,951 |
-22.8% |
641,761 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,151.7 |
6,127.3 |
6,037.8 |
|
R3 |
6,106.7 |
6,082.3 |
6,025.4 |
|
R2 |
6,061.7 |
6,061.7 |
6,021.3 |
|
R1 |
6,037.3 |
6,037.3 |
6,017.1 |
6,049.5 |
PP |
6,016.7 |
6,016.7 |
6,016.7 |
6,022.8 |
S1 |
5,992.3 |
5,992.3 |
6,008.9 |
6,004.5 |
S2 |
5,971.7 |
5,971.7 |
6,004.8 |
|
S3 |
5,926.7 |
5,947.3 |
6,000.6 |
|
S4 |
5,881.7 |
5,902.3 |
5,988.3 |
|
|
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 |
6,041.0 |
5,898.0 |
143.0 |
2.4% |
53.5 |
0.9% |
80% |
True |
False |
151,901 |
10 |
6,041.0 |
5,808.5 |
232.5 |
3.9% |
60.4 |
1.0% |
88% |
True |
False |
139,015 |
20 |
6,041.0 |
5,518.5 |
522.5 |
8.7% |
76.4 |
1.3% |
95% |
True |
False |
146,082 |
40 |
6,041.0 |
5,383.0 |
658.0 |
10.9% |
100.4 |
1.7% |
96% |
True |
False |
169,380 |
60 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
95.1 |
1.6% |
88% |
False |
False |
148,876 |
80 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
97.2 |
1.6% |
88% |
False |
False |
113,030 |
100 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
99.3 |
1.7% |
89% |
False |
False |
90,583 |
120 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
99.1 |
1.6% |
89% |
False |
False |
75,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,232.3 |
2.618 |
6,158.8 |
1.618 |
6,113.8 |
1.000 |
6,086.0 |
0.618 |
6,068.8 |
HIGH |
6,041.0 |
0.618 |
6,023.8 |
0.500 |
6,018.5 |
0.382 |
6,013.2 |
LOW |
5,996.0 |
0.618 |
5,968.2 |
1.000 |
5,951.0 |
1.618 |
5,923.2 |
2.618 |
5,878.2 |
4.250 |
5,804.8 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,018.5 |
6,003.7 |
PP |
6,016.7 |
5,994.3 |
S1 |
6,014.8 |
5,985.0 |
|