Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,823.0 |
4,841.0 |
18.0 |
0.4% |
4,635.0 |
High |
4,842.0 |
4,844.0 |
2.0 |
0.0% |
4,787.0 |
Low |
4,804.0 |
4,806.0 |
2.0 |
0.0% |
4,635.0 |
Close |
4,819.0 |
4,819.0 |
0.0 |
0.0% |
4,775.0 |
Range |
38.0 |
38.0 |
0.0 |
0.0% |
152.0 |
ATR |
59.8 |
58.3 |
-1.6 |
-2.6% |
0.0 |
Volume |
24,378 |
33,015 |
8,637 |
35.4% |
131,731 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,937.0 |
4,916.0 |
4,839.9 |
|
R3 |
4,899.0 |
4,878.0 |
4,829.5 |
|
R2 |
4,861.0 |
4,861.0 |
4,826.0 |
|
R1 |
4,840.0 |
4,840.0 |
4,822.5 |
4,831.5 |
PP |
4,823.0 |
4,823.0 |
4,823.0 |
4,818.8 |
S1 |
4,802.0 |
4,802.0 |
4,815.5 |
4,793.5 |
S2 |
4,785.0 |
4,785.0 |
4,812.0 |
|
S3 |
4,747.0 |
4,764.0 |
4,808.6 |
|
S4 |
4,709.0 |
4,726.0 |
4,798.1 |
|
|
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 |
4,844.0 |
4,755.0 |
89.0 |
1.8% |
38.6 |
0.8% |
72% |
True |
False |
27,480 |
10 |
4,844.0 |
4,580.0 |
264.0 |
5.5% |
41.5 |
0.9% |
91% |
True |
False |
27,434 |
20 |
4,844.0 |
4,508.0 |
336.0 |
7.0% |
47.2 |
1.0% |
93% |
True |
False |
27,789 |
40 |
4,911.0 |
4,428.0 |
483.0 |
10.0% |
50.2 |
1.0% |
81% |
False |
False |
29,382 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
49.3 |
1.0% |
75% |
False |
False |
27,902 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
43.8 |
0.9% |
75% |
False |
False |
21,315 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
38.5 |
0.8% |
75% |
False |
False |
17,061 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
33.2 |
0.7% |
75% |
False |
False |
14,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,005.5 |
2.618 |
4,943.5 |
1.618 |
4,905.5 |
1.000 |
4,882.0 |
0.618 |
4,867.5 |
HIGH |
4,844.0 |
0.618 |
4,829.5 |
0.500 |
4,825.0 |
0.382 |
4,820.5 |
LOW |
4,806.0 |
0.618 |
4,782.5 |
1.000 |
4,768.0 |
1.618 |
4,744.5 |
2.618 |
4,706.5 |
4.250 |
4,644.5 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,825.0 |
4,818.8 |
PP |
4,823.0 |
4,818.7 |
S1 |
4,821.0 |
4,818.5 |
|