Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,140.00 |
1,145.25 |
5.25 |
0.5% |
1,105.50 |
High |
1,148.00 |
1,151.00 |
3.00 |
0.3% |
1,138.75 |
Low |
1,137.75 |
1,138.50 |
0.75 |
0.1% |
1,104.25 |
Close |
1,145.75 |
1,150.50 |
4.75 |
0.4% |
1,136.50 |
Range |
10.25 |
12.50 |
2.25 |
22.0% |
34.50 |
ATR |
14.46 |
14.32 |
-0.14 |
-1.0% |
0.00 |
Volume |
1,759,468 |
2,112,662 |
353,194 |
20.1% |
8,135,991 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.25 |
1,179.75 |
1,157.50 |
|
R3 |
1,171.75 |
1,167.25 |
1,154.00 |
|
R2 |
1,159.25 |
1,159.25 |
1,152.75 |
|
R1 |
1,154.75 |
1,154.75 |
1,151.75 |
1,157.00 |
PP |
1,146.75 |
1,146.75 |
1,146.75 |
1,147.75 |
S1 |
1,142.25 |
1,142.25 |
1,149.25 |
1,144.50 |
S2 |
1,134.25 |
1,134.25 |
1,148.25 |
|
S3 |
1,121.75 |
1,129.75 |
1,147.00 |
|
S4 |
1,109.25 |
1,117.25 |
1,143.50 |
|
|
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 |
1,151.00 |
1,121.50 |
29.50 |
2.6% |
11.75 |
1.0% |
98% |
True |
False |
1,682,257 |
10 |
1,151.00 |
1,096.25 |
54.75 |
4.8% |
11.25 |
1.0% |
99% |
True |
False |
1,775,452 |
20 |
1,151.00 |
1,057.50 |
93.50 |
8.1% |
13.75 |
1.2% |
99% |
True |
False |
1,887,792 |
40 |
1,151.00 |
1,040.75 |
110.25 |
9.6% |
17.25 |
1.5% |
100% |
True |
False |
2,206,334 |
60 |
1,151.00 |
1,040.75 |
110.25 |
9.6% |
15.25 |
1.3% |
100% |
True |
False |
1,879,074 |
80 |
1,151.00 |
1,040.75 |
110.25 |
9.6% |
15.50 |
1.4% |
100% |
True |
False |
1,432,278 |
100 |
1,151.00 |
1,021.00 |
130.00 |
11.3% |
16.50 |
1.4% |
100% |
True |
False |
1,146,715 |
120 |
1,151.00 |
1,007.25 |
143.75 |
12.5% |
16.25 |
1.4% |
100% |
True |
False |
955,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.00 |
2.618 |
1,183.75 |
1.618 |
1,171.25 |
1.000 |
1,163.50 |
0.618 |
1,158.75 |
HIGH |
1,151.00 |
0.618 |
1,146.25 |
0.500 |
1,144.75 |
0.382 |
1,143.25 |
LOW |
1,138.50 |
0.618 |
1,130.75 |
1.000 |
1,126.00 |
1.618 |
1,118.25 |
2.618 |
1,105.75 |
4.250 |
1,085.50 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,148.50 |
1,147.50 |
PP |
1,146.75 |
1,144.25 |
S1 |
1,144.75 |
1,141.25 |
|