Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,150.75 |
1,151.00 |
0.25 |
0.0% |
1,136.25 |
High |
1,159.50 |
1,151.00 |
-8.50 |
-0.7% |
1,159.50 |
Low |
1,146.75 |
1,141.25 |
-5.50 |
-0.5% |
1,131.50 |
Close |
1,151.25 |
1,150.25 |
-1.00 |
-0.1% |
1,151.25 |
Range |
12.75 |
9.75 |
-3.00 |
-23.5% |
28.00 |
ATR |
14.21 |
13.91 |
-0.30 |
-2.1% |
0.00 |
Volume |
1,642,010 |
826,747 |
-815,263 |
-49.7% |
8,562,937 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.75 |
1,173.25 |
1,155.50 |
|
R3 |
1,167.00 |
1,163.50 |
1,153.00 |
|
R2 |
1,157.25 |
1,157.25 |
1,152.00 |
|
R1 |
1,153.75 |
1,153.75 |
1,151.25 |
1,150.50 |
PP |
1,147.50 |
1,147.50 |
1,147.50 |
1,146.00 |
S1 |
1,144.00 |
1,144.00 |
1,149.25 |
1,141.00 |
S2 |
1,137.75 |
1,137.75 |
1,148.50 |
|
S3 |
1,128.00 |
1,134.25 |
1,147.50 |
|
S4 |
1,118.25 |
1,124.50 |
1,145.00 |
|
|
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% |
11.75 |
1.0% |
67% |
False |
False |
1,504,122 |
10 |
1,159.50 |
1,112.75 |
46.75 |
4.1% |
11.00 |
1.0% |
80% |
False |
False |
1,558,165 |
20 |
1,159.50 |
1,073.50 |
86.00 |
7.5% |
13.00 |
1.1% |
89% |
False |
False |
1,787,867 |
40 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
17.25 |
1.5% |
92% |
False |
False |
2,161,833 |
60 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
15.25 |
1.3% |
92% |
False |
False |
1,863,042 |
80 |
1,159.50 |
1,040.75 |
118.75 |
10.3% |
15.50 |
1.3% |
92% |
False |
False |
1,463,047 |
100 |
1,159.50 |
1,021.00 |
138.50 |
12.0% |
16.25 |
1.4% |
93% |
False |
False |
1,171,365 |
120 |
1,159.50 |
1,007.25 |
152.25 |
13.2% |
16.25 |
1.4% |
94% |
False |
False |
976,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.50 |
2.618 |
1,176.50 |
1.618 |
1,166.75 |
1.000 |
1,160.75 |
0.618 |
1,157.00 |
HIGH |
1,151.00 |
0.618 |
1,147.25 |
0.500 |
1,146.00 |
0.382 |
1,145.00 |
LOW |
1,141.25 |
0.618 |
1,135.25 |
1.000 |
1,131.50 |
1.618 |
1,125.50 |
2.618 |
1,115.75 |
4.250 |
1,099.75 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,149.00 |
1,149.75 |
PP |
1,147.50 |
1,149.50 |
S1 |
1,146.00 |
1,149.00 |
|