Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,835.0 |
4,802.0 |
-33.0 |
-0.7% |
4,836.0 |
High |
4,839.0 |
4,809.0 |
-30.0 |
-0.6% |
4,844.0 |
Low |
4,782.0 |
4,782.0 |
0.0 |
0.0% |
4,793.0 |
Close |
4,790.0 |
4,804.0 |
14.0 |
0.3% |
4,819.0 |
Range |
57.0 |
27.0 |
-30.0 |
-52.6% |
51.0 |
ATR |
56.0 |
53.9 |
-2.1 |
-3.7% |
0.0 |
Volume |
74,275 |
95,508 |
21,233 |
28.6% |
134,957 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,879.3 |
4,868.7 |
4,818.9 |
|
R3 |
4,852.3 |
4,841.7 |
4,811.4 |
|
R2 |
4,825.3 |
4,825.3 |
4,809.0 |
|
R1 |
4,814.7 |
4,814.7 |
4,806.5 |
4,820.0 |
PP |
4,798.3 |
4,798.3 |
4,798.3 |
4,801.0 |
S1 |
4,787.7 |
4,787.7 |
4,801.5 |
4,793.0 |
S2 |
4,771.3 |
4,771.3 |
4,799.1 |
|
S3 |
4,744.3 |
4,760.7 |
4,796.6 |
|
S4 |
4,717.3 |
4,733.7 |
4,789.2 |
|
|
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% |
37.0 |
0.8% |
35% |
False |
True |
49,415 |
10 |
4,844.0 |
4,714.0 |
130.0 |
2.7% |
37.9 |
0.8% |
69% |
False |
False |
38,303 |
20 |
4,844.0 |
4,573.0 |
271.0 |
5.6% |
46.1 |
1.0% |
85% |
False |
False |
33,851 |
40 |
4,911.0 |
4,428.0 |
483.0 |
10.1% |
49.3 |
1.0% |
78% |
False |
False |
32,351 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
48.6 |
1.0% |
73% |
False |
False |
27,949 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
44.0 |
0.9% |
73% |
False |
False |
23,683 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
39.1 |
0.8% |
73% |
False |
False |
18,953 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
34.1 |
0.7% |
73% |
False |
False |
15,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,923.8 |
2.618 |
4,879.7 |
1.618 |
4,852.7 |
1.000 |
4,836.0 |
0.618 |
4,825.7 |
HIGH |
4,809.0 |
0.618 |
4,798.7 |
0.500 |
4,795.5 |
0.382 |
4,792.3 |
LOW |
4,782.0 |
0.618 |
4,765.3 |
1.000 |
4,755.0 |
1.618 |
4,738.3 |
2.618 |
4,711.3 |
4.250 |
4,667.3 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,801.2 |
4,810.5 |
PP |
4,798.3 |
4,808.3 |
S1 |
4,795.5 |
4,806.2 |
|