Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,901.50 |
1,917.75 |
16.25 |
0.9% |
1,821.25 |
High |
1,921.25 |
1,926.75 |
5.50 |
0.3% |
1,889.50 |
Low |
1,900.00 |
1,909.25 |
9.25 |
0.5% |
1,821.25 |
Close |
1,918.75 |
1,925.25 |
6.50 |
0.3% |
1,885.50 |
Range |
21.25 |
17.50 |
-3.75 |
-17.6% |
68.25 |
ATR |
26.71 |
26.05 |
-0.66 |
-2.5% |
0.00 |
Volume |
332,075 |
321,409 |
-10,666 |
-3.2% |
1,142,709 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.00 |
1,966.50 |
1,935.00 |
|
R3 |
1,955.50 |
1,949.00 |
1,930.00 |
|
R2 |
1,938.00 |
1,938.00 |
1,928.50 |
|
R1 |
1,931.50 |
1,931.50 |
1,926.75 |
1,934.75 |
PP |
1,920.50 |
1,920.50 |
1,920.50 |
1,922.00 |
S1 |
1,914.00 |
1,914.00 |
1,923.75 |
1,917.25 |
S2 |
1,903.00 |
1,903.00 |
1,922.00 |
|
S3 |
1,885.50 |
1,896.50 |
1,920.50 |
|
S4 |
1,868.00 |
1,879.00 |
1,915.50 |
|
|
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 |
1,926.75 |
1,857.00 |
69.75 |
3.6% |
22.75 |
1.2% |
98% |
True |
False |
267,527 |
10 |
1,926.75 |
1,803.50 |
123.25 |
6.4% |
21.25 |
1.1% |
99% |
True |
False |
263,623 |
20 |
1,926.75 |
1,736.75 |
190.00 |
9.9% |
25.00 |
1.3% |
99% |
True |
False |
276,156 |
40 |
1,926.75 |
1,710.75 |
216.00 |
11.2% |
31.25 |
1.6% |
99% |
True |
False |
337,564 |
60 |
1,926.75 |
1,710.75 |
216.00 |
11.2% |
28.00 |
1.4% |
99% |
True |
False |
292,899 |
80 |
1,926.75 |
1,710.75 |
216.00 |
11.2% |
28.25 |
1.5% |
99% |
True |
False |
222,887 |
100 |
1,926.75 |
1,648.50 |
278.25 |
14.5% |
29.00 |
1.5% |
99% |
True |
False |
178,382 |
120 |
1,926.75 |
1,648.25 |
278.50 |
14.5% |
28.50 |
1.5% |
99% |
True |
False |
148,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.00 |
2.618 |
1,972.50 |
1.618 |
1,955.00 |
1.000 |
1,944.25 |
0.618 |
1,937.50 |
HIGH |
1,926.75 |
0.618 |
1,920.00 |
0.500 |
1,918.00 |
0.382 |
1,916.00 |
LOW |
1,909.25 |
0.618 |
1,898.50 |
1.000 |
1,891.75 |
1.618 |
1,881.00 |
2.618 |
1,863.50 |
4.250 |
1,835.00 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,922.75 |
1,918.00 |
PP |
1,920.50 |
1,911.00 |
S1 |
1,918.00 |
1,904.00 |
|