Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,638.0 |
5,614.5 |
-23.5 |
-0.4% |
5,603.0 |
High |
5,659.0 |
5,663.5 |
4.5 |
0.1% |
5,650.0 |
Low |
5,628.0 |
5,614.5 |
-13.5 |
-0.2% |
5,550.5 |
Close |
5,640.0 |
5,641.0 |
1.0 |
0.0% |
5,626.5 |
Range |
31.0 |
49.0 |
18.0 |
58.1% |
99.5 |
ATR |
69.8 |
68.3 |
-1.5 |
-2.1% |
0.0 |
Volume |
350,246 |
237,772 |
-112,474 |
-32.1% |
631,699 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,786.5 |
5,763.0 |
5,668.0 |
|
R3 |
5,737.5 |
5,714.0 |
5,654.5 |
|
R2 |
5,688.5 |
5,688.5 |
5,650.0 |
|
R1 |
5,665.0 |
5,665.0 |
5,645.5 |
5,677.0 |
PP |
5,639.5 |
5,639.5 |
5,639.5 |
5,645.5 |
S1 |
5,616.0 |
5,616.0 |
5,636.5 |
5,628.0 |
S2 |
5,590.5 |
5,590.5 |
5,632.0 |
|
S3 |
5,541.5 |
5,567.0 |
5,627.5 |
|
S4 |
5,492.5 |
5,518.0 |
5,614.0 |
|
|
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 |
5,663.5 |
5,582.5 |
81.0 |
1.4% |
40.5 |
0.7% |
72% |
True |
False |
242,691 |
10 |
5,663.5 |
5,526.5 |
137.0 |
2.4% |
51.0 |
0.9% |
84% |
True |
False |
175,425 |
20 |
5,663.5 |
5,241.5 |
422.0 |
7.5% |
63.0 |
1.1% |
95% |
True |
False |
146,497 |
40 |
5,663.5 |
4,975.0 |
688.5 |
12.2% |
83.0 |
1.5% |
97% |
True |
False |
140,180 |
60 |
5,663.5 |
4,975.0 |
688.5 |
12.2% |
79.5 |
1.4% |
97% |
True |
False |
122,214 |
80 |
5,663.5 |
4,975.0 |
688.5 |
12.2% |
79.0 |
1.4% |
97% |
True |
False |
95,834 |
100 |
5,663.5 |
4,915.0 |
748.5 |
13.3% |
76.5 |
1.4% |
97% |
True |
False |
76,835 |
120 |
5,663.5 |
4,884.5 |
779.0 |
13.8% |
71.5 |
1.3% |
97% |
True |
False |
64,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,872.0 |
2.618 |
5,792.0 |
1.618 |
5,743.0 |
1.000 |
5,712.5 |
0.618 |
5,694.0 |
HIGH |
5,663.5 |
0.618 |
5,645.0 |
0.500 |
5,639.0 |
0.382 |
5,633.0 |
LOW |
5,614.5 |
0.618 |
5,584.0 |
1.000 |
5,565.5 |
1.618 |
5,535.0 |
2.618 |
5,486.0 |
4.250 |
5,406.0 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,640.5 |
5,636.5 |
PP |
5,639.5 |
5,632.5 |
S1 |
5,639.0 |
5,628.0 |
|