Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,802.0 |
4,840.0 |
38.0 |
0.8% |
4,836.0 |
High |
4,809.0 |
4,866.0 |
57.0 |
1.2% |
4,844.0 |
Low |
4,782.0 |
4,821.0 |
39.0 |
0.8% |
4,793.0 |
Close |
4,804.0 |
4,854.0 |
50.0 |
1.0% |
4,819.0 |
Range |
27.0 |
45.0 |
18.0 |
66.7% |
51.0 |
ATR |
53.9 |
54.5 |
0.6 |
1.1% |
0.0 |
Volume |
95,508 |
85,004 |
-10,504 |
-11.0% |
134,957 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.0 |
4,963.0 |
4,878.8 |
|
R3 |
4,937.0 |
4,918.0 |
4,866.4 |
|
R2 |
4,892.0 |
4,892.0 |
4,862.3 |
|
R1 |
4,873.0 |
4,873.0 |
4,858.1 |
4,882.5 |
PP |
4,847.0 |
4,847.0 |
4,847.0 |
4,851.8 |
S1 |
4,828.0 |
4,828.0 |
4,849.9 |
4,837.5 |
S2 |
4,802.0 |
4,802.0 |
4,845.8 |
|
S3 |
4,757.0 |
4,783.0 |
4,841.6 |
|
S4 |
4,712.0 |
4,738.0 |
4,829.3 |
|
|
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 |
4,866.0 |
4,782.0 |
84.0 |
1.7% |
38.4 |
0.8% |
86% |
True |
False |
61,540 |
10 |
4,866.0 |
4,725.0 |
141.0 |
2.9% |
38.7 |
0.8% |
91% |
True |
False |
43,957 |
20 |
4,866.0 |
4,573.0 |
293.0 |
6.0% |
45.6 |
0.9% |
96% |
True |
False |
36,717 |
40 |
4,892.0 |
4,428.0 |
464.0 |
9.6% |
48.5 |
1.0% |
92% |
False |
False |
33,545 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
48.0 |
1.0% |
82% |
False |
False |
28,700 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
44.5 |
0.9% |
82% |
False |
False |
24,745 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
39.3 |
0.8% |
82% |
False |
False |
19,803 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
34.4 |
0.7% |
82% |
False |
False |
16,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,057.3 |
2.618 |
4,983.8 |
1.618 |
4,938.8 |
1.000 |
4,911.0 |
0.618 |
4,893.8 |
HIGH |
4,866.0 |
0.618 |
4,848.8 |
0.500 |
4,843.5 |
0.382 |
4,838.2 |
LOW |
4,821.0 |
0.618 |
4,793.2 |
1.000 |
4,776.0 |
1.618 |
4,748.2 |
2.618 |
4,703.2 |
4.250 |
4,629.8 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,850.5 |
4,844.0 |
PP |
4,847.0 |
4,834.0 |
S1 |
4,843.5 |
4,824.0 |
|