Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,600.0 |
5,585.5 |
-14.5 |
-0.3% |
5,391.5 |
High |
5,617.5 |
5,641.5 |
24.0 |
0.4% |
5,612.0 |
Low |
5,550.5 |
5,580.5 |
30.0 |
0.5% |
5,340.5 |
Close |
5,595.5 |
5,628.5 |
33.0 |
0.6% |
5,587.0 |
Range |
67.0 |
61.0 |
-6.0 |
-9.0% |
271.5 |
ATR |
83.4 |
81.8 |
-1.6 |
-1.9% |
0.0 |
Volume |
101,222 |
103,131 |
1,909 |
1.9% |
622,242 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,800.0 |
5,775.0 |
5,662.0 |
|
R3 |
5,739.0 |
5,714.0 |
5,645.5 |
|
R2 |
5,678.0 |
5,678.0 |
5,639.5 |
|
R1 |
5,653.0 |
5,653.0 |
5,634.0 |
5,665.5 |
PP |
5,617.0 |
5,617.0 |
5,617.0 |
5,623.0 |
S1 |
5,592.0 |
5,592.0 |
5,623.0 |
5,604.5 |
S2 |
5,556.0 |
5,556.0 |
5,617.5 |
|
S3 |
5,495.0 |
5,531.0 |
5,611.5 |
|
S4 |
5,434.0 |
5,470.0 |
5,595.0 |
|
|
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 |
5,641.5 |
5,489.5 |
152.0 |
2.7% |
60.0 |
1.1% |
91% |
True |
False |
106,513 |
10 |
5,641.5 |
5,241.5 |
400.0 |
7.1% |
70.5 |
1.3% |
97% |
True |
False |
117,574 |
20 |
5,641.5 |
5,077.0 |
564.5 |
10.0% |
75.0 |
1.3% |
98% |
True |
False |
113,616 |
40 |
5,641.5 |
4,975.0 |
666.5 |
11.8% |
90.0 |
1.6% |
98% |
True |
False |
118,840 |
60 |
5,641.5 |
4,975.0 |
666.5 |
11.8% |
82.5 |
1.5% |
98% |
True |
False |
105,076 |
80 |
5,641.5 |
4,975.0 |
666.5 |
11.8% |
78.5 |
1.4% |
98% |
True |
False |
79,080 |
100 |
5,641.5 |
4,915.0 |
726.5 |
12.9% |
77.0 |
1.4% |
98% |
True |
False |
63,396 |
120 |
5,641.5 |
4,884.5 |
757.0 |
13.4% |
71.0 |
1.3% |
98% |
True |
False |
52,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,901.0 |
2.618 |
5,801.0 |
1.618 |
5,740.0 |
1.000 |
5,702.5 |
0.618 |
5,679.0 |
HIGH |
5,641.5 |
0.618 |
5,618.0 |
0.500 |
5,611.0 |
0.382 |
5,604.0 |
LOW |
5,580.5 |
0.618 |
5,543.0 |
1.000 |
5,519.5 |
1.618 |
5,482.0 |
2.618 |
5,421.0 |
4.250 |
5,321.0 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,622.5 |
5,617.5 |
PP |
5,617.0 |
5,607.0 |
S1 |
5,611.0 |
5,596.0 |
|