Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,159.50 |
1,165.25 |
5.75 |
0.5% |
1,136.25 |
High |
1,170.00 |
1,169.25 |
-0.75 |
-0.1% |
1,159.50 |
Low |
1,158.75 |
1,161.00 |
2.25 |
0.2% |
1,131.50 |
Close |
1,165.75 |
1,166.00 |
0.25 |
0.0% |
1,151.25 |
Range |
11.25 |
8.25 |
-3.00 |
-26.7% |
28.00 |
ATR |
13.56 |
13.18 |
-0.38 |
-2.8% |
0.00 |
Volume |
534,353 |
382,975 |
-151,378 |
-28.3% |
8,562,937 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.25 |
1,186.25 |
1,170.50 |
|
R3 |
1,182.00 |
1,178.00 |
1,168.25 |
|
R2 |
1,173.75 |
1,173.75 |
1,167.50 |
|
R1 |
1,169.75 |
1,169.75 |
1,166.75 |
1,171.75 |
PP |
1,165.50 |
1,165.50 |
1,165.50 |
1,166.50 |
S1 |
1,161.50 |
1,161.50 |
1,165.25 |
1,163.50 |
S2 |
1,157.25 |
1,157.25 |
1,164.50 |
|
S3 |
1,149.00 |
1,153.25 |
1,163.75 |
|
S4 |
1,140.75 |
1,145.00 |
1,161.50 |
|
|
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 |
1,141.25 |
28.75 |
2.5% |
10.75 |
0.9% |
86% |
False |
False |
785,781 |
10 |
1,170.00 |
1,121.50 |
48.50 |
4.2% |
11.25 |
1.0% |
92% |
False |
False |
1,234,019 |
20 |
1,170.00 |
1,084.50 |
85.50 |
7.3% |
12.25 |
1.1% |
95% |
False |
False |
1,551,900 |
40 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
16.50 |
1.4% |
97% |
False |
False |
2,064,756 |
60 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
15.25 |
1.3% |
97% |
False |
False |
1,795,946 |
80 |
1,170.00 |
1,040.75 |
129.25 |
11.1% |
15.25 |
1.3% |
97% |
False |
False |
1,481,094 |
100 |
1,170.00 |
1,021.00 |
149.00 |
12.8% |
16.00 |
1.4% |
97% |
False |
False |
1,185,854 |
120 |
1,170.00 |
1,007.25 |
162.75 |
14.0% |
16.25 |
1.4% |
98% |
False |
False |
988,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.25 |
2.618 |
1,190.75 |
1.618 |
1,182.50 |
1.000 |
1,177.50 |
0.618 |
1,174.25 |
HIGH |
1,169.25 |
0.618 |
1,166.00 |
0.500 |
1,165.00 |
0.382 |
1,164.25 |
LOW |
1,161.00 |
0.618 |
1,156.00 |
1.000 |
1,152.75 |
1.618 |
1,147.75 |
2.618 |
1,139.50 |
4.250 |
1,126.00 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,165.75 |
1,163.75 |
PP |
1,165.50 |
1,161.75 |
S1 |
1,165.00 |
1,159.50 |
|