Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,151.00 |
1,150.25 |
-0.75 |
-0.1% |
1,136.25 |
High |
1,151.00 |
1,160.50 |
9.50 |
0.8% |
1,159.50 |
Low |
1,141.25 |
1,149.00 |
7.75 |
0.7% |
1,131.50 |
Close |
1,150.25 |
1,159.50 |
9.25 |
0.8% |
1,151.25 |
Range |
9.75 |
11.50 |
1.75 |
17.9% |
28.00 |
ATR |
13.91 |
13.74 |
-0.17 |
-1.2% |
0.00 |
Volume |
826,747 |
542,821 |
-283,926 |
-34.3% |
8,562,937 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.75 |
1,186.75 |
1,165.75 |
|
R3 |
1,179.25 |
1,175.25 |
1,162.75 |
|
R2 |
1,167.75 |
1,167.75 |
1,161.50 |
|
R1 |
1,163.75 |
1,163.75 |
1,160.50 |
1,165.75 |
PP |
1,156.25 |
1,156.25 |
1,156.25 |
1,157.50 |
S1 |
1,152.25 |
1,152.25 |
1,158.50 |
1,154.25 |
S2 |
1,144.75 |
1,144.75 |
1,157.50 |
|
S3 |
1,133.25 |
1,140.75 |
1,156.25 |
|
S4 |
1,121.75 |
1,129.25 |
1,153.25 |
|
|
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 |
1,160.50 |
1,137.75 |
22.75 |
2.0% |
11.25 |
1.0% |
96% |
True |
False |
1,376,741 |
10 |
1,160.50 |
1,114.00 |
46.50 |
4.0% |
11.25 |
1.0% |
98% |
True |
False |
1,450,947 |
20 |
1,160.50 |
1,084.50 |
76.00 |
6.6% |
12.50 |
1.1% |
99% |
True |
False |
1,677,608 |
40 |
1,160.50 |
1,040.75 |
119.75 |
10.3% |
17.00 |
1.5% |
99% |
True |
False |
2,141,510 |
60 |
1,160.50 |
1,040.75 |
119.75 |
10.3% |
15.25 |
1.3% |
99% |
True |
False |
1,842,008 |
80 |
1,160.50 |
1,040.75 |
119.75 |
10.3% |
15.50 |
1.3% |
99% |
True |
False |
1,469,746 |
100 |
1,160.50 |
1,021.00 |
139.50 |
12.0% |
16.25 |
1.4% |
99% |
True |
False |
1,176,738 |
120 |
1,160.50 |
1,007.25 |
153.25 |
13.2% |
16.25 |
1.4% |
99% |
True |
False |
980,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.50 |
2.618 |
1,190.50 |
1.618 |
1,179.00 |
1.000 |
1,172.00 |
0.618 |
1,167.50 |
HIGH |
1,160.50 |
0.618 |
1,156.00 |
0.500 |
1,154.75 |
0.382 |
1,153.50 |
LOW |
1,149.00 |
0.618 |
1,142.00 |
1.000 |
1,137.50 |
1.618 |
1,130.50 |
2.618 |
1,119.00 |
4.250 |
1,100.00 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,158.00 |
1,156.50 |
PP |
1,156.25 |
1,153.75 |
S1 |
1,154.75 |
1,151.00 |
|