Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,165.25 |
1,166.25 |
1.00 |
0.1% |
1,151.00 |
High |
1,169.25 |
1,172.95 |
3.70 |
0.3% |
1,172.95 |
Low |
1,161.00 |
1,164.75 |
3.75 |
0.3% |
1,141.25 |
Close |
1,166.00 |
1,172.95 |
6.95 |
0.6% |
1,172.95 |
Range |
8.25 |
8.20 |
-0.05 |
-0.6% |
31.70 |
ATR |
13.18 |
12.82 |
-0.36 |
-2.7% |
0.00 |
Volume |
382,975 |
323,112 |
-59,863 |
-15.6% |
2,610,008 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.75 |
1,192.00 |
1,177.50 |
|
R3 |
1,186.50 |
1,184.00 |
1,175.25 |
|
R2 |
1,178.50 |
1,178.50 |
1,174.50 |
|
R1 |
1,175.75 |
1,175.75 |
1,173.75 |
1,177.00 |
PP |
1,170.25 |
1,170.25 |
1,170.25 |
1,171.00 |
S1 |
1,167.50 |
1,167.50 |
1,172.25 |
1,168.75 |
S2 |
1,162.00 |
1,162.00 |
1,171.50 |
|
S3 |
1,153.75 |
1,159.25 |
1,170.75 |
|
S4 |
1,145.50 |
1,151.00 |
1,168.50 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.50 |
1,247.00 |
1,190.50 |
|
R3 |
1,225.75 |
1,215.25 |
1,181.75 |
|
R2 |
1,194.00 |
1,194.00 |
1,178.75 |
|
R1 |
1,183.50 |
1,183.50 |
1,175.75 |
1,188.75 |
PP |
1,162.50 |
1,162.50 |
1,162.50 |
1,165.00 |
S1 |
1,151.75 |
1,151.75 |
1,170.00 |
1,157.00 |
S2 |
1,130.75 |
1,130.75 |
1,167.25 |
|
S3 |
1,099.00 |
1,120.00 |
1,164.25 |
|
S4 |
1,067.25 |
1,088.50 |
1,155.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,172.95 |
1,141.25 |
31.70 |
2.7% |
9.75 |
0.8% |
100% |
True |
False |
522,001 |
10 |
1,172.95 |
1,131.50 |
41.45 |
3.5% |
10.25 |
0.9% |
100% |
True |
False |
1,117,294 |
20 |
1,172.95 |
1,084.50 |
88.45 |
7.5% |
11.75 |
1.0% |
100% |
True |
False |
1,476,419 |
40 |
1,172.95 |
1,040.75 |
132.20 |
11.3% |
16.00 |
1.4% |
100% |
True |
False |
2,013,041 |
60 |
1,172.95 |
1,040.75 |
132.20 |
11.3% |
15.00 |
1.3% |
100% |
True |
False |
1,772,452 |
80 |
1,172.95 |
1,040.75 |
132.20 |
11.3% |
15.25 |
1.3% |
100% |
True |
False |
1,485,053 |
100 |
1,172.95 |
1,021.00 |
151.95 |
13.0% |
16.00 |
1.4% |
100% |
True |
False |
1,189,052 |
120 |
1,172.95 |
1,007.25 |
165.70 |
14.1% |
16.00 |
1.4% |
100% |
True |
False |
991,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.75 |
2.618 |
1,194.50 |
1.618 |
1,186.25 |
1.000 |
1,181.25 |
0.618 |
1,178.00 |
HIGH |
1,173.00 |
0.618 |
1,169.75 |
0.500 |
1,168.75 |
0.382 |
1,168.00 |
LOW |
1,164.75 |
0.618 |
1,159.75 |
1.000 |
1,156.50 |
1.618 |
1,151.50 |
2.618 |
1,143.25 |
4.250 |
1,130.00 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,171.50 |
1,170.50 |
PP |
1,170.25 |
1,168.25 |
S1 |
1,168.75 |
1,165.75 |
|