Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,622.5 |
5,626.0 |
3.5 |
0.1% |
5,603.0 |
High |
5,639.0 |
5,650.0 |
11.0 |
0.2% |
5,650.0 |
Low |
5,589.0 |
5,608.0 |
19.0 |
0.3% |
5,550.5 |
Close |
5,609.5 |
5,626.5 |
17.0 |
0.3% |
5,626.5 |
Range |
50.0 |
42.0 |
-8.0 |
-16.0% |
99.5 |
ATR |
79.5 |
76.8 |
-2.7 |
-3.4% |
0.0 |
Volume |
131,447 |
192,092 |
60,645 |
46.1% |
631,699 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,754.0 |
5,732.5 |
5,649.5 |
|
R3 |
5,712.0 |
5,690.5 |
5,638.0 |
|
R2 |
5,670.0 |
5,670.0 |
5,634.0 |
|
R1 |
5,648.5 |
5,648.5 |
5,630.5 |
5,659.0 |
PP |
5,628.0 |
5,628.0 |
5,628.0 |
5,633.5 |
S1 |
5,606.5 |
5,606.5 |
5,622.5 |
5,617.0 |
S2 |
5,586.0 |
5,586.0 |
5,619.0 |
|
S3 |
5,544.0 |
5,564.5 |
5,615.0 |
|
S4 |
5,502.0 |
5,522.5 |
5,603.5 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,907.5 |
5,866.5 |
5,681.0 |
|
R3 |
5,808.0 |
5,767.0 |
5,654.0 |
|
R2 |
5,708.5 |
5,708.5 |
5,644.5 |
|
R1 |
5,667.5 |
5,667.5 |
5,635.5 |
5,688.0 |
PP |
5,609.0 |
5,609.0 |
5,609.0 |
5,619.0 |
S1 |
5,568.0 |
5,568.0 |
5,617.5 |
5,588.5 |
S2 |
5,509.5 |
5,509.5 |
5,608.5 |
|
S3 |
5,410.0 |
5,468.5 |
5,599.0 |
|
S4 |
5,310.5 |
5,369.0 |
5,572.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,650.0 |
5,550.5 |
99.5 |
1.8% |
52.5 |
0.9% |
76% |
True |
False |
126,339 |
10 |
5,650.0 |
5,340.5 |
309.5 |
5.5% |
61.5 |
1.1% |
92% |
True |
False |
125,394 |
20 |
5,650.0 |
5,089.0 |
561.0 |
10.0% |
70.5 |
1.3% |
96% |
True |
False |
116,602 |
40 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
88.0 |
1.6% |
97% |
True |
False |
122,224 |
60 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
81.0 |
1.4% |
97% |
True |
False |
110,365 |
80 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
79.0 |
1.4% |
97% |
True |
False |
83,098 |
100 |
5,650.0 |
4,915.0 |
735.0 |
13.1% |
77.0 |
1.4% |
97% |
True |
False |
66,630 |
120 |
5,650.0 |
4,884.5 |
765.5 |
13.6% |
71.5 |
1.3% |
97% |
True |
False |
55,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,828.5 |
2.618 |
5,760.0 |
1.618 |
5,718.0 |
1.000 |
5,692.0 |
0.618 |
5,676.0 |
HIGH |
5,650.0 |
0.618 |
5,634.0 |
0.500 |
5,629.0 |
0.382 |
5,624.0 |
LOW |
5,608.0 |
0.618 |
5,582.0 |
1.000 |
5,566.0 |
1.618 |
5,540.0 |
2.618 |
5,498.0 |
4.250 |
5,429.5 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,629.0 |
5,623.0 |
PP |
5,628.0 |
5,619.0 |
S1 |
5,627.5 |
5,615.0 |
|