Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,614.5 |
5,657.5 |
43.0 |
0.8% |
5,617.0 |
High |
5,663.5 |
5,704.5 |
41.0 |
0.7% |
5,704.5 |
Low |
5,614.5 |
5,657.5 |
43.0 |
0.8% |
5,582.5 |
Close |
5,641.0 |
5,700.5 |
59.5 |
1.1% |
5,700.5 |
Range |
49.0 |
47.0 |
-2.0 |
-4.1% |
122.0 |
ATR |
68.3 |
68.0 |
-0.3 |
-0.5% |
0.0 |
Volume |
237,772 |
161,729 |
-76,043 |
-32.0% |
1,183,095 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,828.5 |
5,811.5 |
5,726.5 |
|
R3 |
5,781.5 |
5,764.5 |
5,713.5 |
|
R2 |
5,734.5 |
5,734.5 |
5,709.0 |
|
R1 |
5,717.5 |
5,717.5 |
5,705.0 |
5,726.0 |
PP |
5,687.5 |
5,687.5 |
5,687.5 |
5,692.0 |
S1 |
5,670.5 |
5,670.5 |
5,696.0 |
5,679.0 |
S2 |
5,640.5 |
5,640.5 |
5,692.0 |
|
S3 |
5,593.5 |
5,623.5 |
5,687.5 |
|
S4 |
5,546.5 |
5,576.5 |
5,674.5 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,028.5 |
5,986.5 |
5,767.5 |
|
R3 |
5,906.5 |
5,864.5 |
5,734.0 |
|
R2 |
5,784.5 |
5,784.5 |
5,723.0 |
|
R1 |
5,742.5 |
5,742.5 |
5,711.5 |
5,763.5 |
PP |
5,662.5 |
5,662.5 |
5,662.5 |
5,673.0 |
S1 |
5,620.5 |
5,620.5 |
5,689.5 |
5,641.5 |
S2 |
5,540.5 |
5,540.5 |
5,678.0 |
|
S3 |
5,418.5 |
5,498.5 |
5,667.0 |
|
S4 |
5,296.5 |
5,376.5 |
5,633.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,704.5 |
5,582.5 |
122.0 |
2.1% |
41.5 |
0.7% |
97% |
True |
False |
236,619 |
10 |
5,704.5 |
5,550.5 |
154.0 |
2.7% |
47.0 |
0.8% |
97% |
True |
False |
181,479 |
20 |
5,704.5 |
5,241.5 |
463.0 |
8.1% |
60.5 |
1.1% |
99% |
True |
False |
149,310 |
40 |
5,704.5 |
4,975.0 |
729.5 |
12.8% |
79.5 |
1.4% |
99% |
True |
False |
140,949 |
60 |
5,704.5 |
4,975.0 |
729.5 |
12.8% |
79.5 |
1.4% |
99% |
True |
False |
121,745 |
80 |
5,704.5 |
4,975.0 |
729.5 |
12.8% |
79.0 |
1.4% |
99% |
True |
False |
97,848 |
100 |
5,704.5 |
4,915.0 |
789.5 |
13.8% |
76.0 |
1.3% |
99% |
True |
False |
78,452 |
120 |
5,704.5 |
4,884.5 |
820.0 |
14.4% |
72.0 |
1.3% |
100% |
True |
False |
65,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,904.0 |
2.618 |
5,827.5 |
1.618 |
5,780.5 |
1.000 |
5,751.5 |
0.618 |
5,733.5 |
HIGH |
5,704.5 |
0.618 |
5,686.5 |
0.500 |
5,681.0 |
0.382 |
5,675.5 |
LOW |
5,657.5 |
0.618 |
5,628.5 |
1.000 |
5,610.5 |
1.618 |
5,581.5 |
2.618 |
5,534.5 |
4.250 |
5,458.0 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,694.0 |
5,687.0 |
PP |
5,687.5 |
5,673.0 |
S1 |
5,681.0 |
5,659.5 |
|