Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,617.0 |
5,618.0 |
1.0 |
0.0% |
5,603.0 |
High |
5,623.0 |
5,633.5 |
10.5 |
0.2% |
5,650.0 |
Low |
5,582.5 |
5,592.5 |
10.0 |
0.2% |
5,550.5 |
Close |
5,586.0 |
5,625.0 |
39.0 |
0.7% |
5,626.5 |
Range |
40.5 |
41.0 |
0.5 |
1.2% |
99.5 |
ATR |
74.5 |
72.6 |
-1.9 |
-2.6% |
0.0 |
Volume |
168,403 |
264,945 |
96,542 |
57.3% |
631,699 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,740.0 |
5,723.5 |
5,647.5 |
|
R3 |
5,699.0 |
5,682.5 |
5,636.5 |
|
R2 |
5,658.0 |
5,658.0 |
5,632.5 |
|
R1 |
5,641.5 |
5,641.5 |
5,629.0 |
5,650.0 |
PP |
5,617.0 |
5,617.0 |
5,617.0 |
5,621.0 |
S1 |
5,600.5 |
5,600.5 |
5,621.0 |
5,609.0 |
S2 |
5,576.0 |
5,576.0 |
5,617.5 |
|
S3 |
5,535.0 |
5,559.5 |
5,613.5 |
|
S4 |
5,494.0 |
5,518.5 |
5,602.5 |
|
|
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 |
5,580.5 |
69.5 |
1.2% |
47.0 |
0.8% |
64% |
False |
False |
172,003 |
10 |
5,650.0 |
5,451.5 |
198.5 |
3.5% |
55.0 |
1.0% |
87% |
False |
False |
141,200 |
20 |
5,650.0 |
5,241.0 |
409.0 |
7.3% |
65.5 |
1.2% |
94% |
False |
False |
128,401 |
40 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
86.5 |
1.5% |
96% |
False |
False |
129,319 |
60 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
80.0 |
1.4% |
96% |
False |
False |
116,620 |
80 |
5,650.0 |
4,975.0 |
675.0 |
12.0% |
79.0 |
1.4% |
96% |
False |
False |
88,494 |
100 |
5,650.0 |
4,915.0 |
735.0 |
13.1% |
76.5 |
1.4% |
97% |
False |
False |
70,961 |
120 |
5,650.0 |
4,884.5 |
765.5 |
13.6% |
71.5 |
1.3% |
97% |
False |
False |
59,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,808.0 |
2.618 |
5,741.0 |
1.618 |
5,700.0 |
1.000 |
5,674.5 |
0.618 |
5,659.0 |
HIGH |
5,633.5 |
0.618 |
5,618.0 |
0.500 |
5,613.0 |
0.382 |
5,608.0 |
LOW |
5,592.5 |
0.618 |
5,567.0 |
1.000 |
5,551.5 |
1.618 |
5,526.0 |
2.618 |
5,485.0 |
4.250 |
5,418.0 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,621.0 |
5,622.0 |
PP |
5,617.0 |
5,619.0 |
S1 |
5,613.0 |
5,616.0 |
|