Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,927.75 |
1,921.25 |
-6.50 |
-0.3% |
1,884.00 |
High |
1,927.75 |
1,934.50 |
6.75 |
0.4% |
1,935.25 |
Low |
1,906.50 |
1,919.00 |
12.50 |
0.7% |
1,881.00 |
Close |
1,919.50 |
1,931.00 |
11.50 |
0.6% |
1,926.75 |
Range |
21.25 |
15.50 |
-5.75 |
-27.1% |
54.25 |
ATR |
25.23 |
24.53 |
-0.69 |
-2.8% |
0.00 |
Volume |
75,098 |
95,292 |
20,194 |
26.9% |
1,357,864 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.75 |
1,968.25 |
1,939.50 |
|
R3 |
1,959.25 |
1,952.75 |
1,935.25 |
|
R2 |
1,943.75 |
1,943.75 |
1,933.75 |
|
R1 |
1,937.25 |
1,937.25 |
1,932.50 |
1,940.50 |
PP |
1,928.25 |
1,928.25 |
1,928.25 |
1,929.75 |
S1 |
1,921.75 |
1,921.75 |
1,929.50 |
1,925.00 |
S2 |
1,912.75 |
1,912.75 |
1,928.25 |
|
S3 |
1,897.25 |
1,906.25 |
1,926.75 |
|
S4 |
1,881.75 |
1,890.75 |
1,922.50 |
|
|
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 |
1,900.00 |
35.25 |
1.8% |
18.75 |
1.0% |
88% |
False |
False |
208,355 |
10 |
1,935.25 |
1,844.25 |
91.00 |
4.7% |
20.00 |
1.0% |
95% |
False |
False |
219,086 |
20 |
1,935.25 |
1,780.50 |
154.75 |
8.0% |
22.75 |
1.2% |
97% |
False |
False |
247,337 |
40 |
1,935.25 |
1,710.75 |
224.50 |
11.6% |
30.25 |
1.6% |
98% |
False |
False |
326,028 |
60 |
1,935.25 |
1,710.75 |
224.50 |
11.6% |
27.75 |
1.4% |
98% |
False |
False |
286,908 |
80 |
1,935.25 |
1,710.75 |
224.50 |
11.6% |
28.25 |
1.5% |
98% |
False |
False |
227,727 |
100 |
1,935.25 |
1,648.50 |
286.75 |
14.8% |
28.75 |
1.5% |
99% |
False |
False |
182,248 |
120 |
1,935.25 |
1,648.25 |
287.00 |
14.9% |
28.50 |
1.5% |
99% |
False |
False |
151,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.50 |
2.618 |
1,975.00 |
1.618 |
1,959.50 |
1.000 |
1,950.00 |
0.618 |
1,944.00 |
HIGH |
1,934.50 |
0.618 |
1,928.50 |
0.500 |
1,926.75 |
0.382 |
1,925.00 |
LOW |
1,919.00 |
0.618 |
1,909.50 |
1.000 |
1,903.50 |
1.618 |
1,894.00 |
2.618 |
1,878.50 |
4.250 |
1,853.00 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,929.50 |
1,927.50 |
PP |
1,928.25 |
1,924.25 |
S1 |
1,926.75 |
1,921.00 |
|