Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,150.25 |
1,159.50 |
9.25 |
0.8% |
1,136.25 |
High |
1,160.50 |
1,170.00 |
9.50 |
0.8% |
1,159.50 |
Low |
1,149.00 |
1,158.75 |
9.75 |
0.8% |
1,131.50 |
Close |
1,159.50 |
1,165.75 |
6.25 |
0.5% |
1,151.25 |
Range |
11.50 |
11.25 |
-0.25 |
-2.2% |
28.00 |
ATR |
13.74 |
13.56 |
-0.18 |
-1.3% |
0.00 |
Volume |
542,821 |
534,353 |
-8,468 |
-1.6% |
8,562,937 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.50 |
1,193.50 |
1,172.00 |
|
R3 |
1,187.25 |
1,182.25 |
1,168.75 |
|
R2 |
1,176.00 |
1,176.00 |
1,167.75 |
|
R1 |
1,171.00 |
1,171.00 |
1,166.75 |
1,173.50 |
PP |
1,164.75 |
1,164.75 |
1,164.75 |
1,166.00 |
S1 |
1,159.75 |
1,159.75 |
1,164.75 |
1,162.25 |
S2 |
1,153.50 |
1,153.50 |
1,163.75 |
|
S3 |
1,142.25 |
1,148.50 |
1,162.75 |
|
S4 |
1,131.00 |
1,137.25 |
1,159.50 |
|
|
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 |
1,170.00 |
1,138.50 |
31.50 |
2.7% |
11.50 |
1.0% |
87% |
True |
False |
1,131,718 |
10 |
1,170.00 |
1,114.00 |
56.00 |
4.8% |
11.50 |
1.0% |
92% |
True |
False |
1,354,103 |
20 |
1,170.00 |
1,084.50 |
85.50 |
7.3% |
12.75 |
1.1% |
95% |
True |
False |
1,616,250 |
40 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
16.75 |
1.4% |
97% |
True |
False |
2,103,382 |
60 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
15.25 |
1.3% |
97% |
True |
False |
1,823,133 |
80 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
15.50 |
1.3% |
97% |
True |
False |
1,476,361 |
100 |
1,170.00 |
1,021.00 |
149.00 |
12.8% |
16.25 |
1.4% |
97% |
True |
False |
1,182,053 |
120 |
1,170.00 |
1,007.25 |
162.75 |
14.0% |
16.25 |
1.4% |
97% |
True |
False |
985,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.75 |
2.618 |
1,199.50 |
1.618 |
1,188.25 |
1.000 |
1,181.25 |
0.618 |
1,177.00 |
HIGH |
1,170.00 |
0.618 |
1,165.75 |
0.500 |
1,164.50 |
0.382 |
1,163.00 |
LOW |
1,158.75 |
0.618 |
1,151.75 |
1.000 |
1,147.50 |
1.618 |
1,140.50 |
2.618 |
1,129.25 |
4.250 |
1,111.00 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,165.25 |
1,162.50 |
PP |
1,164.75 |
1,159.00 |
S1 |
1,164.50 |
1,155.50 |
|