Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,834.0 |
4,835.0 |
1.0 |
0.0% |
4,836.0 |
High |
4,838.0 |
4,839.0 |
1.0 |
0.0% |
4,844.0 |
Low |
4,813.0 |
4,782.0 |
-31.0 |
-0.6% |
4,793.0 |
Close |
4,819.0 |
4,790.0 |
-29.0 |
-0.6% |
4,819.0 |
Range |
25.0 |
57.0 |
32.0 |
128.0% |
51.0 |
ATR |
55.9 |
56.0 |
0.1 |
0.1% |
0.0 |
Volume |
19,899 |
74,275 |
54,376 |
273.3% |
134,957 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,974.7 |
4,939.3 |
4,821.4 |
|
R3 |
4,917.7 |
4,882.3 |
4,805.7 |
|
R2 |
4,860.7 |
4,860.7 |
4,800.5 |
|
R1 |
4,825.3 |
4,825.3 |
4,795.2 |
4,814.5 |
PP |
4,803.7 |
4,803.7 |
4,803.7 |
4,798.3 |
S1 |
4,768.3 |
4,768.3 |
4,784.8 |
4,757.5 |
S2 |
4,746.7 |
4,746.7 |
4,779.6 |
|
S3 |
4,689.7 |
4,711.3 |
4,774.3 |
|
S4 |
4,632.7 |
4,654.3 |
4,758.7 |
|
|
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 |
4,782.0 |
62.0 |
1.3% |
39.4 |
0.8% |
13% |
False |
True |
35,378 |
10 |
4,844.0 |
4,681.0 |
163.0 |
3.4% |
39.8 |
0.8% |
67% |
False |
False |
31,252 |
20 |
4,844.0 |
4,532.0 |
312.0 |
6.5% |
46.8 |
1.0% |
83% |
False |
False |
30,296 |
40 |
4,911.0 |
4,428.0 |
483.0 |
10.1% |
50.0 |
1.0% |
75% |
False |
False |
30,559 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
48.9 |
1.0% |
70% |
False |
False |
27,189 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
44.2 |
0.9% |
70% |
False |
False |
22,489 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
38.8 |
0.8% |
70% |
False |
False |
17,998 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
33.9 |
0.7% |
70% |
False |
False |
15,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,081.3 |
2.618 |
4,988.2 |
1.618 |
4,931.2 |
1.000 |
4,896.0 |
0.618 |
4,874.2 |
HIGH |
4,839.0 |
0.618 |
4,817.2 |
0.500 |
4,810.5 |
0.382 |
4,803.8 |
LOW |
4,782.0 |
0.618 |
4,746.8 |
1.000 |
4,725.0 |
1.618 |
4,689.8 |
2.618 |
4,632.8 |
4.250 |
4,539.8 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,810.5 |
4,813.0 |
PP |
4,803.7 |
4,805.3 |
S1 |
4,796.8 |
4,797.7 |
|