Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,888.00 |
1,901.50 |
13.50 |
0.7% |
1,821.25 |
High |
1,912.00 |
1,921.25 |
9.25 |
0.5% |
1,889.50 |
Low |
1,881.00 |
1,900.00 |
19.00 |
1.0% |
1,821.25 |
Close |
1,901.25 |
1,918.75 |
17.50 |
0.9% |
1,885.50 |
Range |
31.00 |
21.25 |
-9.75 |
-31.5% |
68.25 |
ATR |
27.13 |
26.71 |
-0.42 |
-1.5% |
0.00 |
Volume |
198,595 |
332,075 |
133,480 |
67.2% |
1,142,709 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.00 |
1,969.25 |
1,930.50 |
|
R3 |
1,955.75 |
1,948.00 |
1,924.50 |
|
R2 |
1,934.50 |
1,934.50 |
1,922.75 |
|
R1 |
1,926.75 |
1,926.75 |
1,920.75 |
1,930.50 |
PP |
1,913.25 |
1,913.25 |
1,913.25 |
1,915.25 |
S1 |
1,905.50 |
1,905.50 |
1,916.75 |
1,909.50 |
S2 |
1,892.00 |
1,892.00 |
1,914.75 |
|
S3 |
1,870.75 |
1,884.25 |
1,913.00 |
|
S4 |
1,849.50 |
1,863.00 |
1,907.00 |
|
|
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 |
1,921.25 |
1,844.25 |
77.00 |
4.0% |
22.50 |
1.2% |
97% |
True |
False |
246,464 |
10 |
1,921.25 |
1,780.50 |
140.75 |
7.3% |
23.00 |
1.2% |
98% |
True |
False |
261,405 |
20 |
1,921.25 |
1,736.00 |
185.25 |
9.7% |
25.50 |
1.3% |
99% |
True |
False |
279,125 |
40 |
1,921.25 |
1,710.75 |
210.50 |
11.0% |
31.50 |
1.6% |
99% |
True |
False |
335,650 |
60 |
1,921.25 |
1,710.75 |
210.50 |
11.0% |
28.00 |
1.5% |
99% |
True |
False |
290,511 |
80 |
1,921.25 |
1,710.75 |
210.50 |
11.0% |
28.25 |
1.5% |
99% |
True |
False |
218,874 |
100 |
1,921.25 |
1,648.50 |
272.75 |
14.2% |
29.00 |
1.5% |
99% |
True |
False |
175,169 |
120 |
1,921.25 |
1,648.25 |
273.00 |
14.2% |
28.50 |
1.5% |
99% |
True |
False |
145,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.50 |
2.618 |
1,977.00 |
1.618 |
1,955.75 |
1.000 |
1,942.50 |
0.618 |
1,934.50 |
HIGH |
1,921.25 |
0.618 |
1,913.25 |
0.500 |
1,910.50 |
0.382 |
1,908.00 |
LOW |
1,900.00 |
0.618 |
1,886.75 |
1.000 |
1,878.75 |
1.618 |
1,865.50 |
2.618 |
1,844.25 |
4.250 |
1,809.75 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,916.00 |
1,913.00 |
PP |
1,913.25 |
1,907.00 |
S1 |
1,910.50 |
1,901.00 |
|