Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,936.00 |
1,944.50 |
8.50 |
0.4% |
1,927.75 |
High |
1,945.50 |
1,955.83 |
10.33 |
0.5% |
1,955.83 |
Low |
1,931.75 |
1,941.50 |
9.75 |
0.5% |
1,906.50 |
Close |
1,944.50 |
1,955.83 |
11.33 |
0.6% |
1,955.83 |
Range |
13.75 |
14.33 |
0.58 |
4.2% |
49.33 |
ATR |
23.23 |
22.59 |
-0.64 |
-2.7% |
0.00 |
Volume |
54,809 |
35,228 |
-19,581 |
-35.7% |
331,437 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.00 |
1,989.25 |
1,963.75 |
|
R3 |
1,979.75 |
1,975.00 |
1,959.75 |
|
R2 |
1,965.50 |
1,965.50 |
1,958.50 |
|
R1 |
1,960.50 |
1,960.50 |
1,957.25 |
1,963.00 |
PP |
1,951.00 |
1,951.00 |
1,951.00 |
1,952.25 |
S1 |
1,946.25 |
1,946.25 |
1,954.50 |
1,948.75 |
S2 |
1,936.75 |
1,936.75 |
1,953.25 |
|
S3 |
1,922.50 |
1,932.00 |
1,952.00 |
|
S4 |
1,908.00 |
1,917.50 |
1,948.00 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.50 |
2,071.00 |
1,983.00 |
|
R3 |
2,038.00 |
2,021.50 |
1,969.50 |
|
R2 |
1,988.75 |
1,988.75 |
1,964.75 |
|
R1 |
1,972.25 |
1,972.25 |
1,960.25 |
1,980.50 |
PP |
1,939.50 |
1,939.50 |
1,939.50 |
1,943.50 |
S1 |
1,923.00 |
1,923.00 |
1,951.25 |
1,931.25 |
S2 |
1,890.00 |
1,890.00 |
1,946.75 |
|
S3 |
1,840.75 |
1,873.50 |
1,942.25 |
|
S4 |
1,791.50 |
1,824.25 |
1,928.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,955.83 |
1,906.50 |
49.33 |
2.5% |
16.25 |
0.8% |
100% |
True |
False |
66,287 |
10 |
1,955.83 |
1,881.00 |
74.83 |
3.8% |
18.25 |
0.9% |
100% |
True |
False |
168,930 |
20 |
1,955.83 |
1,780.50 |
175.33 |
9.0% |
21.75 |
1.1% |
100% |
True |
False |
217,083 |
40 |
1,955.83 |
1,710.75 |
245.08 |
12.5% |
28.25 |
1.4% |
100% |
True |
False |
303,014 |
60 |
1,955.83 |
1,710.75 |
245.08 |
12.5% |
27.25 |
1.4% |
100% |
True |
False |
275,595 |
80 |
1,955.83 |
1,710.75 |
245.08 |
12.5% |
27.75 |
1.4% |
100% |
True |
False |
229,707 |
100 |
1,955.83 |
1,648.50 |
307.33 |
15.7% |
28.25 |
1.4% |
100% |
True |
False |
183,853 |
120 |
1,955.83 |
1,648.25 |
307.58 |
15.7% |
28.25 |
1.4% |
100% |
True |
False |
153,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.75 |
2.618 |
1,993.25 |
1.618 |
1,979.00 |
1.000 |
1,970.25 |
0.618 |
1,964.75 |
HIGH |
1,955.75 |
0.618 |
1,950.25 |
0.500 |
1,948.75 |
0.382 |
1,947.00 |
LOW |
1,941.50 |
0.618 |
1,932.75 |
1.000 |
1,927.25 |
1.618 |
1,918.25 |
2.618 |
1,904.00 |
4.250 |
1,880.50 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,953.50 |
1,951.50 |
PP |
1,951.00 |
1,947.25 |
S1 |
1,948.75 |
1,942.75 |
|