Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,921.25 |
1,930.25 |
9.00 |
0.5% |
1,884.00 |
High |
1,934.50 |
1,946.25 |
11.75 |
0.6% |
1,935.25 |
Low |
1,919.00 |
1,929.75 |
10.75 |
0.6% |
1,881.00 |
Close |
1,931.00 |
1,936.50 |
5.50 |
0.3% |
1,926.75 |
Range |
15.50 |
16.50 |
1.00 |
6.5% |
54.25 |
ATR |
24.53 |
23.96 |
-0.57 |
-2.3% |
0.00 |
Volume |
95,292 |
71,010 |
-24,282 |
-25.5% |
1,357,864 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.00 |
1,978.25 |
1,945.50 |
|
R3 |
1,970.50 |
1,961.75 |
1,941.00 |
|
R2 |
1,954.00 |
1,954.00 |
1,939.50 |
|
R1 |
1,945.25 |
1,945.25 |
1,938.00 |
1,949.50 |
PP |
1,937.50 |
1,937.50 |
1,937.50 |
1,939.75 |
S1 |
1,928.75 |
1,928.75 |
1,935.00 |
1,933.00 |
S2 |
1,921.00 |
1,921.00 |
1,933.50 |
|
S3 |
1,904.50 |
1,912.25 |
1,932.00 |
|
S4 |
1,888.00 |
1,895.75 |
1,927.50 |
|
|
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 |
1,946.25 |
1,906.50 |
39.75 |
2.1% |
18.00 |
0.9% |
75% |
True |
False |
156,142 |
10 |
1,946.25 |
1,844.25 |
102.00 |
5.3% |
20.25 |
1.0% |
90% |
True |
False |
201,303 |
20 |
1,946.25 |
1,780.50 |
165.75 |
8.6% |
23.00 |
1.2% |
94% |
True |
False |
237,902 |
40 |
1,946.25 |
1,710.75 |
235.50 |
12.2% |
29.75 |
1.5% |
96% |
True |
False |
319,177 |
60 |
1,946.25 |
1,710.75 |
235.50 |
12.2% |
27.50 |
1.4% |
96% |
True |
False |
284,176 |
80 |
1,946.25 |
1,710.75 |
235.50 |
12.2% |
28.00 |
1.4% |
96% |
True |
False |
228,607 |
100 |
1,946.25 |
1,648.50 |
297.75 |
15.4% |
28.50 |
1.5% |
97% |
True |
False |
182,956 |
120 |
1,946.25 |
1,648.25 |
298.00 |
15.4% |
28.50 |
1.5% |
97% |
True |
False |
152,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.50 |
2.618 |
1,989.50 |
1.618 |
1,973.00 |
1.000 |
1,962.75 |
0.618 |
1,956.50 |
HIGH |
1,946.25 |
0.618 |
1,940.00 |
0.500 |
1,938.00 |
0.382 |
1,936.00 |
LOW |
1,929.75 |
0.618 |
1,919.50 |
1.000 |
1,913.25 |
1.618 |
1,903.00 |
2.618 |
1,886.50 |
4.250 |
1,859.50 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,938.00 |
1,933.00 |
PP |
1,937.50 |
1,929.75 |
S1 |
1,937.00 |
1,926.50 |
|