Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,145.25 |
1,150.75 |
5.50 |
0.5% |
1,136.25 |
High |
1,151.00 |
1,159.50 |
8.50 |
0.7% |
1,159.50 |
Low |
1,138.50 |
1,146.75 |
8.25 |
0.7% |
1,131.50 |
Close |
1,150.50 |
1,151.25 |
0.75 |
0.1% |
1,151.25 |
Range |
12.50 |
12.75 |
0.25 |
2.0% |
28.00 |
ATR |
14.32 |
14.21 |
-0.11 |
-0.8% |
0.00 |
Volume |
2,112,662 |
1,642,010 |
-470,652 |
-22.3% |
8,562,937 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.75 |
1,183.75 |
1,158.25 |
|
R3 |
1,178.00 |
1,171.00 |
1,154.75 |
|
R2 |
1,165.25 |
1,165.25 |
1,153.50 |
|
R1 |
1,158.25 |
1,158.25 |
1,152.50 |
1,161.75 |
PP |
1,152.50 |
1,152.50 |
1,152.50 |
1,154.25 |
S1 |
1,145.50 |
1,145.50 |
1,150.00 |
1,149.00 |
S2 |
1,139.75 |
1,139.75 |
1,149.00 |
|
S3 |
1,127.00 |
1,132.75 |
1,147.75 |
|
S4 |
1,114.25 |
1,120.00 |
1,144.25 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.50 |
1,219.25 |
1,166.75 |
|
R3 |
1,203.50 |
1,191.25 |
1,159.00 |
|
R2 |
1,175.50 |
1,175.50 |
1,156.50 |
|
R1 |
1,163.25 |
1,163.25 |
1,153.75 |
1,169.50 |
PP |
1,147.50 |
1,147.50 |
1,147.50 |
1,150.50 |
S1 |
1,135.25 |
1,135.25 |
1,148.75 |
1,141.50 |
S2 |
1,119.50 |
1,119.50 |
1,146.00 |
|
S3 |
1,091.50 |
1,107.25 |
1,143.50 |
|
S4 |
1,063.50 |
1,079.25 |
1,135.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,159.50 |
1,131.50 |
28.00 |
2.4% |
11.00 |
1.0% |
71% |
True |
False |
1,712,587 |
10 |
1,159.50 |
1,104.25 |
55.25 |
4.8% |
11.25 |
1.0% |
85% |
True |
False |
1,669,892 |
20 |
1,159.50 |
1,060.00 |
99.50 |
8.6% |
13.50 |
1.2% |
92% |
True |
False |
1,859,654 |
40 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
17.25 |
1.5% |
93% |
True |
False |
2,194,456 |
60 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
15.25 |
1.3% |
93% |
True |
False |
1,877,936 |
80 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
15.50 |
1.3% |
93% |
True |
False |
1,452,745 |
100 |
1,159.50 |
1,021.00 |
138.50 |
12.0% |
16.50 |
1.4% |
94% |
True |
False |
1,163,121 |
120 |
1,159.50 |
1,007.25 |
152.25 |
13.2% |
16.25 |
1.4% |
95% |
True |
False |
969,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.75 |
2.618 |
1,193.00 |
1.618 |
1,180.25 |
1.000 |
1,172.25 |
0.618 |
1,167.50 |
HIGH |
1,159.50 |
0.618 |
1,154.75 |
0.500 |
1,153.00 |
0.382 |
1,151.50 |
LOW |
1,146.75 |
0.618 |
1,138.75 |
1.000 |
1,134.00 |
1.618 |
1,126.00 |
2.618 |
1,113.25 |
4.250 |
1,092.50 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,153.00 |
1,150.50 |
PP |
1,152.50 |
1,149.50 |
S1 |
1,152.00 |
1,148.50 |
|