Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,603.0 |
5,600.0 |
-3.0 |
-0.1% |
5,391.5 |
High |
5,609.5 |
5,617.5 |
8.0 |
0.1% |
5,612.0 |
Low |
5,566.0 |
5,550.5 |
-15.5 |
-0.3% |
5,340.5 |
Close |
5,590.0 |
5,595.5 |
5.5 |
0.1% |
5,587.0 |
Range |
43.5 |
67.0 |
23.5 |
54.0% |
271.5 |
ATR |
84.6 |
83.4 |
-1.3 |
-1.5% |
0.0 |
Volume |
103,807 |
101,222 |
-2,585 |
-2.5% |
622,242 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,789.0 |
5,759.0 |
5,632.5 |
|
R3 |
5,722.0 |
5,692.0 |
5,614.0 |
|
R2 |
5,655.0 |
5,655.0 |
5,608.0 |
|
R1 |
5,625.0 |
5,625.0 |
5,601.5 |
5,606.5 |
PP |
5,588.0 |
5,588.0 |
5,588.0 |
5,578.5 |
S1 |
5,558.0 |
5,558.0 |
5,589.5 |
5,539.5 |
S2 |
5,521.0 |
5,521.0 |
5,583.0 |
|
S3 |
5,454.0 |
5,491.0 |
5,577.0 |
|
S4 |
5,387.0 |
5,424.0 |
5,558.5 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.5 |
6,229.0 |
5,736.5 |
|
R3 |
6,056.0 |
5,957.5 |
5,661.5 |
|
R2 |
5,784.5 |
5,784.5 |
5,637.0 |
|
R1 |
5,686.0 |
5,686.0 |
5,612.0 |
5,735.0 |
PP |
5,513.0 |
5,513.0 |
5,513.0 |
5,538.0 |
S1 |
5,414.5 |
5,414.5 |
5,562.0 |
5,464.0 |
S2 |
5,241.5 |
5,241.5 |
5,537.0 |
|
S3 |
4,970.0 |
5,143.0 |
5,512.5 |
|
S4 |
4,698.5 |
4,871.5 |
5,437.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,617.5 |
5,451.5 |
166.0 |
3.0% |
63.5 |
1.1% |
87% |
True |
False |
110,398 |
10 |
5,617.5 |
5,241.5 |
376.0 |
6.7% |
70.5 |
1.3% |
94% |
True |
False |
118,267 |
20 |
5,617.5 |
5,043.5 |
574.0 |
10.3% |
77.0 |
1.4% |
96% |
True |
False |
114,462 |
40 |
5,617.5 |
4,975.0 |
642.5 |
11.5% |
90.0 |
1.6% |
97% |
True |
False |
118,308 |
60 |
5,617.5 |
4,975.0 |
642.5 |
11.5% |
82.5 |
1.5% |
97% |
True |
False |
103,372 |
80 |
5,617.5 |
4,975.0 |
642.5 |
11.5% |
78.5 |
1.4% |
97% |
True |
False |
77,794 |
100 |
5,617.5 |
4,915.0 |
702.5 |
12.6% |
77.0 |
1.4% |
97% |
True |
False |
62,366 |
120 |
5,617.5 |
4,884.5 |
733.0 |
13.1% |
71.0 |
1.3% |
97% |
True |
False |
52,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,902.0 |
2.618 |
5,793.0 |
1.618 |
5,726.0 |
1.000 |
5,684.5 |
0.618 |
5,659.0 |
HIGH |
5,617.5 |
0.618 |
5,592.0 |
0.500 |
5,584.0 |
0.382 |
5,576.0 |
LOW |
5,550.5 |
0.618 |
5,509.0 |
1.000 |
5,483.5 |
1.618 |
5,442.0 |
2.618 |
5,375.0 |
4.250 |
5,266.0 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,591.5 |
5,587.5 |
PP |
5,588.0 |
5,580.0 |
S1 |
5,584.0 |
5,572.0 |
|