Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,137.25 |
1,140.00 |
2.75 |
0.2% |
1,105.50 |
High |
1,145.25 |
1,148.00 |
2.75 |
0.2% |
1,138.75 |
Low |
1,131.50 |
1,137.75 |
6.25 |
0.6% |
1,104.25 |
Close |
1,140.50 |
1,145.75 |
5.25 |
0.5% |
1,136.50 |
Range |
13.75 |
10.25 |
-3.50 |
-25.5% |
34.50 |
ATR |
14.79 |
14.46 |
-0.32 |
-2.2% |
0.00 |
Volume |
1,179,723 |
1,759,468 |
579,745 |
49.1% |
8,135,991 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.50 |
1,170.50 |
1,151.50 |
|
R3 |
1,164.25 |
1,160.25 |
1,148.50 |
|
R2 |
1,154.00 |
1,154.00 |
1,147.75 |
|
R1 |
1,150.00 |
1,150.00 |
1,146.75 |
1,152.00 |
PP |
1,143.75 |
1,143.75 |
1,143.75 |
1,145.00 |
S1 |
1,139.75 |
1,139.75 |
1,144.75 |
1,141.75 |
S2 |
1,133.50 |
1,133.50 |
1,143.75 |
|
S3 |
1,123.25 |
1,129.50 |
1,143.00 |
|
S4 |
1,113.00 |
1,119.25 |
1,140.00 |
|
|
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 |
1,148.00 |
1,114.00 |
34.00 |
3.0% |
11.25 |
1.0% |
93% |
True |
False |
1,576,488 |
10 |
1,148.00 |
1,084.50 |
63.50 |
5.5% |
11.75 |
1.0% |
96% |
True |
False |
1,752,475 |
20 |
1,148.00 |
1,056.25 |
91.75 |
8.0% |
14.00 |
1.2% |
98% |
True |
False |
1,932,883 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
17.25 |
1.5% |
98% |
True |
False |
2,189,929 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.25 |
1.3% |
98% |
True |
False |
1,862,279 |
80 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.50 |
1.4% |
98% |
True |
False |
1,405,915 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
16.50 |
1.4% |
98% |
True |
False |
1,125,622 |
120 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
16.25 |
1.4% |
98% |
True |
False |
938,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.50 |
2.618 |
1,174.75 |
1.618 |
1,164.50 |
1.000 |
1,158.25 |
0.618 |
1,154.25 |
HIGH |
1,148.00 |
0.618 |
1,144.00 |
0.500 |
1,143.00 |
0.382 |
1,141.75 |
LOW |
1,137.75 |
0.618 |
1,131.50 |
1.000 |
1,127.50 |
1.618 |
1,121.25 |
2.618 |
1,111.00 |
4.250 |
1,094.25 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,144.75 |
1,143.75 |
PP |
1,143.75 |
1,141.75 |
S1 |
1,143.00 |
1,139.75 |
|