Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,917.75 |
1,926.00 |
8.25 |
0.4% |
1,884.00 |
High |
1,926.75 |
1,935.25 |
8.50 |
0.4% |
1,935.25 |
Low |
1,909.25 |
1,916.50 |
7.25 |
0.4% |
1,881.00 |
Close |
1,925.25 |
1,926.75 |
1.50 |
0.1% |
1,926.75 |
Range |
17.50 |
18.75 |
1.25 |
7.1% |
54.25 |
ATR |
26.05 |
25.53 |
-0.52 |
-2.0% |
0.00 |
Volume |
321,409 |
217,905 |
-103,504 |
-32.2% |
1,357,864 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.50 |
1,973.25 |
1,937.00 |
|
R3 |
1,963.75 |
1,954.50 |
1,932.00 |
|
R2 |
1,945.00 |
1,945.00 |
1,930.25 |
|
R1 |
1,935.75 |
1,935.75 |
1,928.50 |
1,940.50 |
PP |
1,926.25 |
1,926.25 |
1,926.25 |
1,928.50 |
S1 |
1,917.00 |
1,917.00 |
1,925.00 |
1,921.50 |
S2 |
1,907.50 |
1,907.50 |
1,923.25 |
|
S3 |
1,888.75 |
1,898.25 |
1,921.50 |
|
S4 |
1,870.00 |
1,879.50 |
1,916.50 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.00 |
2,056.25 |
1,956.50 |
|
R3 |
2,022.75 |
2,002.00 |
1,941.75 |
|
R2 |
1,968.50 |
1,968.50 |
1,936.75 |
|
R1 |
1,947.75 |
1,947.75 |
1,931.75 |
1,958.00 |
PP |
1,914.25 |
1,914.25 |
1,914.25 |
1,919.50 |
S1 |
1,893.50 |
1,893.50 |
1,921.75 |
1,904.00 |
S2 |
1,860.00 |
1,860.00 |
1,916.75 |
|
S3 |
1,805.75 |
1,839.25 |
1,911.75 |
|
S4 |
1,751.50 |
1,785.00 |
1,897.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,935.25 |
1,881.00 |
54.25 |
2.8% |
20.00 |
1.0% |
84% |
True |
False |
271,572 |
10 |
1,935.25 |
1,821.25 |
114.00 |
5.9% |
21.25 |
1.1% |
93% |
True |
False |
250,057 |
20 |
1,935.25 |
1,754.00 |
181.25 |
9.4% |
23.75 |
1.2% |
95% |
True |
False |
272,204 |
40 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
30.75 |
1.6% |
96% |
True |
False |
334,797 |
60 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
27.75 |
1.4% |
96% |
True |
False |
292,510 |
80 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
28.25 |
1.5% |
96% |
True |
False |
225,608 |
100 |
1,935.25 |
1,648.50 |
286.75 |
14.9% |
29.00 |
1.5% |
97% |
True |
False |
180,560 |
120 |
1,935.25 |
1,648.25 |
287.00 |
14.9% |
28.50 |
1.5% |
97% |
True |
False |
150,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
1,984.25 |
1.618 |
1,965.50 |
1.000 |
1,954.00 |
0.618 |
1,946.75 |
HIGH |
1,935.25 |
0.618 |
1,928.00 |
0.500 |
1,926.00 |
0.382 |
1,923.75 |
LOW |
1,916.50 |
0.618 |
1,905.00 |
1.000 |
1,897.75 |
1.618 |
1,886.25 |
2.618 |
1,867.50 |
4.250 |
1,836.75 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,926.50 |
1,923.75 |
PP |
1,926.25 |
1,920.75 |
S1 |
1,926.00 |
1,917.50 |
|