Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,884.00 |
1,888.00 |
4.00 |
0.2% |
1,821.25 |
High |
1,894.75 |
1,912.00 |
17.25 |
0.9% |
1,889.50 |
Low |
1,883.25 |
1,881.00 |
-2.25 |
-0.1% |
1,821.25 |
Close |
1,888.25 |
1,901.25 |
13.00 |
0.7% |
1,885.50 |
Range |
11.50 |
31.00 |
19.50 |
169.6% |
68.25 |
ATR |
26.83 |
27.13 |
0.30 |
1.1% |
0.00 |
Volume |
287,880 |
198,595 |
-89,285 |
-31.0% |
1,142,709 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.00 |
1,977.25 |
1,918.25 |
|
R3 |
1,960.00 |
1,946.25 |
1,909.75 |
|
R2 |
1,929.00 |
1,929.00 |
1,907.00 |
|
R1 |
1,915.25 |
1,915.25 |
1,904.00 |
1,922.00 |
PP |
1,898.00 |
1,898.00 |
1,898.00 |
1,901.50 |
S1 |
1,884.25 |
1,884.25 |
1,898.50 |
1,891.00 |
S2 |
1,867.00 |
1,867.00 |
1,895.50 |
|
S3 |
1,836.00 |
1,853.25 |
1,892.75 |
|
S4 |
1,805.00 |
1,822.25 |
1,884.25 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.25 |
2,046.00 |
1,923.00 |
|
R3 |
2,002.00 |
1,977.75 |
1,904.25 |
|
R2 |
1,933.75 |
1,933.75 |
1,898.00 |
|
R1 |
1,909.50 |
1,909.50 |
1,891.75 |
1,921.50 |
PP |
1,865.50 |
1,865.50 |
1,865.50 |
1,871.50 |
S1 |
1,841.25 |
1,841.25 |
1,879.25 |
1,853.50 |
S2 |
1,797.25 |
1,797.25 |
1,873.00 |
|
S3 |
1,729.00 |
1,773.00 |
1,866.75 |
|
S4 |
1,660.75 |
1,704.75 |
1,848.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,912.00 |
1,844.25 |
67.75 |
3.6% |
21.50 |
1.1% |
84% |
True |
False |
229,816 |
10 |
1,912.00 |
1,780.50 |
131.50 |
6.9% |
23.25 |
1.2% |
92% |
True |
False |
263,093 |
20 |
1,912.00 |
1,732.00 |
180.00 |
9.5% |
26.00 |
1.4% |
94% |
True |
False |
277,275 |
40 |
1,912.00 |
1,710.75 |
201.25 |
10.6% |
31.75 |
1.7% |
95% |
True |
False |
334,071 |
60 |
1,912.00 |
1,710.75 |
201.25 |
10.6% |
28.00 |
1.5% |
95% |
True |
False |
285,875 |
80 |
1,912.00 |
1,710.75 |
201.25 |
10.6% |
28.25 |
1.5% |
95% |
True |
False |
214,727 |
100 |
1,912.00 |
1,648.50 |
263.50 |
13.9% |
29.00 |
1.5% |
96% |
True |
False |
171,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.75 |
2.618 |
1,993.25 |
1.618 |
1,962.25 |
1.000 |
1,943.00 |
0.618 |
1,931.25 |
HIGH |
1,912.00 |
0.618 |
1,900.25 |
0.500 |
1,896.50 |
0.382 |
1,892.75 |
LOW |
1,881.00 |
0.618 |
1,861.75 |
1.000 |
1,850.00 |
1.618 |
1,830.75 |
2.618 |
1,799.75 |
4.250 |
1,749.25 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,899.75 |
1,895.75 |
PP |
1,898.00 |
1,890.00 |
S1 |
1,896.50 |
1,884.50 |
|