Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,836.0 |
4,807.0 |
-29.0 |
-0.6% |
4,635.0 |
High |
4,839.0 |
4,832.0 |
-7.0 |
-0.1% |
4,787.0 |
Low |
4,793.0 |
4,793.0 |
0.0 |
0.0% |
4,635.0 |
Close |
4,801.0 |
4,819.0 |
18.0 |
0.4% |
4,775.0 |
Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
152.0 |
ATR |
63.2 |
61.5 |
-1.7 |
-2.7% |
0.0 |
Volume |
32,339 |
25,326 |
-7,013 |
-21.7% |
131,731 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,931.7 |
4,914.3 |
4,840.5 |
|
R3 |
4,892.7 |
4,875.3 |
4,829.7 |
|
R2 |
4,853.7 |
4,853.7 |
4,826.2 |
|
R1 |
4,836.3 |
4,836.3 |
4,822.6 |
4,845.0 |
PP |
4,814.7 |
4,814.7 |
4,814.7 |
4,819.0 |
S1 |
4,797.3 |
4,797.3 |
4,815.4 |
4,806.0 |
S2 |
4,775.7 |
4,775.7 |
4,811.9 |
|
S3 |
4,736.7 |
4,758.3 |
4,808.3 |
|
S4 |
4,697.7 |
4,719.3 |
4,797.6 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.3 |
5,133.7 |
4,858.6 |
|
R3 |
5,036.3 |
4,981.7 |
4,816.8 |
|
R2 |
4,884.3 |
4,884.3 |
4,802.9 |
|
R1 |
4,829.7 |
4,829.7 |
4,788.9 |
4,857.0 |
PP |
4,732.3 |
4,732.3 |
4,732.3 |
4,746.0 |
S1 |
4,677.7 |
4,677.7 |
4,761.1 |
4,705.0 |
S2 |
4,580.3 |
4,580.3 |
4,747.1 |
|
S3 |
4,428.3 |
4,525.7 |
4,733.2 |
|
S4 |
4,276.3 |
4,373.7 |
4,691.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,839.0 |
4,714.0 |
125.0 |
2.6% |
38.8 |
0.8% |
84% |
False |
False |
27,192 |
10 |
4,839.0 |
4,573.0 |
266.0 |
5.5% |
48.1 |
1.0% |
92% |
False |
False |
28,870 |
20 |
4,839.0 |
4,465.0 |
374.0 |
7.8% |
49.9 |
1.0% |
95% |
False |
False |
27,453 |
40 |
4,935.0 |
4,428.0 |
507.0 |
10.5% |
50.4 |
1.0% |
77% |
False |
False |
28,990 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
49.5 |
1.0% |
75% |
False |
False |
27,390 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
43.7 |
0.9% |
75% |
False |
False |
20,599 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
37.8 |
0.8% |
75% |
False |
False |
16,487 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
32.7 |
0.7% |
75% |
False |
False |
13,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,997.8 |
2.618 |
4,934.1 |
1.618 |
4,895.1 |
1.000 |
4,871.0 |
0.618 |
4,856.1 |
HIGH |
4,832.0 |
0.618 |
4,817.1 |
0.500 |
4,812.5 |
0.382 |
4,807.9 |
LOW |
4,793.0 |
0.618 |
4,768.9 |
1.000 |
4,754.0 |
1.618 |
4,729.9 |
2.618 |
4,690.9 |
4.250 |
4,627.3 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,816.8 |
4,811.7 |
PP |
4,814.7 |
4,804.3 |
S1 |
4,812.5 |
4,797.0 |
|