Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,136.25 |
1,137.25 |
1.00 |
0.1% |
1,105.50 |
High |
1,140.50 |
1,145.25 |
4.75 |
0.4% |
1,138.75 |
Low |
1,135.00 |
1,131.50 |
-3.50 |
-0.3% |
1,104.25 |
Close |
1,137.00 |
1,140.50 |
3.50 |
0.3% |
1,136.50 |
Range |
5.50 |
13.75 |
8.25 |
150.0% |
34.50 |
ATR |
14.87 |
14.79 |
-0.08 |
-0.5% |
0.00 |
Volume |
1,869,074 |
1,179,723 |
-689,351 |
-36.9% |
8,135,991 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.25 |
1,174.25 |
1,148.00 |
|
R3 |
1,166.50 |
1,160.50 |
1,144.25 |
|
R2 |
1,152.75 |
1,152.75 |
1,143.00 |
|
R1 |
1,146.75 |
1,146.75 |
1,141.75 |
1,149.75 |
PP |
1,139.00 |
1,139.00 |
1,139.00 |
1,140.50 |
S1 |
1,133.00 |
1,133.00 |
1,139.25 |
1,136.00 |
S2 |
1,125.25 |
1,125.25 |
1,138.00 |
|
S3 |
1,111.50 |
1,119.25 |
1,136.75 |
|
S4 |
1,097.75 |
1,105.50 |
1,133.00 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.00 |
1,217.75 |
1,155.50 |
|
R3 |
1,195.50 |
1,183.25 |
1,146.00 |
|
R2 |
1,161.00 |
1,161.00 |
1,142.75 |
|
R1 |
1,148.75 |
1,148.75 |
1,139.75 |
1,155.00 |
PP |
1,126.50 |
1,126.50 |
1,126.50 |
1,129.50 |
S1 |
1,114.25 |
1,114.25 |
1,133.25 |
1,120.50 |
S2 |
1,092.00 |
1,092.00 |
1,130.25 |
|
S3 |
1,057.50 |
1,079.75 |
1,127.00 |
|
S4 |
1,023.00 |
1,045.25 |
1,117.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,145.25 |
1,114.00 |
31.25 |
2.7% |
11.25 |
1.0% |
85% |
True |
False |
1,525,153 |
10 |
1,145.25 |
1,084.50 |
60.75 |
5.3% |
12.00 |
1.1% |
92% |
True |
False |
1,798,970 |
20 |
1,145.25 |
1,054.00 |
91.25 |
8.0% |
14.50 |
1.3% |
95% |
True |
False |
1,947,975 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
17.25 |
1.5% |
93% |
False |
False |
2,184,134 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.25 |
1.3% |
93% |
False |
False |
1,838,883 |
80 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.50 |
1.4% |
93% |
False |
False |
1,383,974 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
16.50 |
1.5% |
94% |
False |
False |
1,108,049 |
120 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
16.50 |
1.4% |
95% |
False |
False |
923,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,203.75 |
2.618 |
1,181.25 |
1.618 |
1,167.50 |
1.000 |
1,159.00 |
0.618 |
1,153.75 |
HIGH |
1,145.25 |
0.618 |
1,140.00 |
0.500 |
1,138.50 |
0.382 |
1,136.75 |
LOW |
1,131.50 |
0.618 |
1,123.00 |
1.000 |
1,117.75 |
1.618 |
1,109.25 |
2.618 |
1,095.50 |
4.250 |
1,073.00 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,139.75 |
1,138.00 |
PP |
1,139.00 |
1,135.75 |
S1 |
1,138.50 |
1,133.50 |
|