Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,841.0 |
4,834.0 |
-7.0 |
-0.1% |
4,836.0 |
High |
4,844.0 |
4,838.0 |
-6.0 |
-0.1% |
4,844.0 |
Low |
4,806.0 |
4,813.0 |
7.0 |
0.1% |
4,793.0 |
Close |
4,819.0 |
4,819.0 |
0.0 |
0.0% |
4,819.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
51.0 |
ATR |
58.3 |
55.9 |
-2.4 |
-4.1% |
0.0 |
Volume |
33,015 |
19,899 |
-13,116 |
-39.7% |
134,957 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,898.3 |
4,883.7 |
4,832.8 |
|
R3 |
4,873.3 |
4,858.7 |
4,825.9 |
|
R2 |
4,848.3 |
4,848.3 |
4,823.6 |
|
R1 |
4,833.7 |
4,833.7 |
4,821.3 |
4,828.5 |
PP |
4,823.3 |
4,823.3 |
4,823.3 |
4,820.8 |
S1 |
4,808.7 |
4,808.7 |
4,816.7 |
4,803.5 |
S2 |
4,798.3 |
4,798.3 |
4,814.4 |
|
S3 |
4,773.3 |
4,783.7 |
4,812.1 |
|
S4 |
4,748.3 |
4,758.7 |
4,805.3 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,971.7 |
4,946.3 |
4,847.1 |
|
R3 |
4,920.7 |
4,895.3 |
4,833.0 |
|
R2 |
4,869.7 |
4,869.7 |
4,828.4 |
|
R1 |
4,844.3 |
4,844.3 |
4,823.7 |
4,831.5 |
PP |
4,818.7 |
4,818.7 |
4,818.7 |
4,812.3 |
S1 |
4,793.3 |
4,793.3 |
4,814.3 |
4,780.5 |
S2 |
4,767.7 |
4,767.7 |
4,809.7 |
|
S3 |
4,716.7 |
4,742.3 |
4,805.0 |
|
S4 |
4,665.7 |
4,691.3 |
4,791.0 |
|
|
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 |
4,793.0 |
51.0 |
1.1% |
37.2 |
0.8% |
51% |
False |
False |
26,991 |
10 |
4,844.0 |
4,635.0 |
209.0 |
4.3% |
39.6 |
0.8% |
88% |
False |
False |
26,668 |
20 |
4,844.0 |
4,509.0 |
335.0 |
7.0% |
45.6 |
0.9% |
93% |
False |
False |
27,455 |
40 |
4,911.0 |
4,428.0 |
483.0 |
10.0% |
50.1 |
1.0% |
81% |
False |
False |
29,409 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
48.6 |
1.0% |
75% |
False |
False |
27,314 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
44.1 |
0.9% |
75% |
False |
False |
21,561 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
38.5 |
0.8% |
75% |
False |
False |
17,258 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
33.4 |
0.7% |
75% |
False |
False |
14,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,944.3 |
2.618 |
4,903.5 |
1.618 |
4,878.5 |
1.000 |
4,863.0 |
0.618 |
4,853.5 |
HIGH |
4,838.0 |
0.618 |
4,828.5 |
0.500 |
4,825.5 |
0.382 |
4,822.6 |
LOW |
4,813.0 |
0.618 |
4,797.6 |
1.000 |
4,788.0 |
1.618 |
4,772.6 |
2.618 |
4,747.6 |
4.250 |
4,706.8 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,825.5 |
4,824.0 |
PP |
4,823.3 |
4,822.3 |
S1 |
4,821.2 |
4,820.7 |
|