Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
4,840.0 |
4,877.0 |
37.0 |
0.8% |
4,836.0 |
High |
4,866.0 |
4,883.0 |
17.0 |
0.3% |
4,844.0 |
Low |
4,821.0 |
4,869.0 |
48.0 |
1.0% |
4,793.0 |
Close |
4,854.0 |
4,879.0 |
25.0 |
0.5% |
4,819.0 |
Range |
45.0 |
14.0 |
-31.0 |
-68.9% |
51.0 |
ATR |
54.5 |
52.7 |
-1.8 |
-3.3% |
0.0 |
Volume |
85,004 |
5,181 |
-79,823 |
-93.9% |
134,957 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,919.0 |
4,913.0 |
4,886.7 |
|
R3 |
4,905.0 |
4,899.0 |
4,882.9 |
|
R2 |
4,891.0 |
4,891.0 |
4,881.6 |
|
R1 |
4,885.0 |
4,885.0 |
4,880.3 |
4,888.0 |
PP |
4,877.0 |
4,877.0 |
4,877.0 |
4,878.5 |
S1 |
4,871.0 |
4,871.0 |
4,877.7 |
4,874.0 |
S2 |
4,863.0 |
4,863.0 |
4,876.4 |
|
S3 |
4,849.0 |
4,857.0 |
4,875.2 |
|
S4 |
4,835.0 |
4,843.0 |
4,871.3 |
|
|
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 |
4,883.0 |
4,782.0 |
101.0 |
2.1% |
33.6 |
0.7% |
96% |
True |
False |
55,973 |
10 |
4,883.0 |
4,755.0 |
128.0 |
2.6% |
36.1 |
0.7% |
97% |
True |
False |
41,726 |
20 |
4,883.0 |
4,573.0 |
310.0 |
6.4% |
43.7 |
0.9% |
99% |
True |
False |
35,447 |
40 |
4,883.0 |
4,428.0 |
455.0 |
9.3% |
47.4 |
1.0% |
99% |
True |
False |
32,882 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.6% |
47.2 |
1.0% |
87% |
False |
False |
28,364 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.6% |
44.6 |
0.9% |
87% |
False |
False |
24,810 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.6% |
39.5 |
0.8% |
87% |
False |
False |
19,855 |
120 |
4,946.0 |
4,428.0 |
518.0 |
10.6% |
34.6 |
0.7% |
87% |
False |
False |
16,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,942.5 |
2.618 |
4,919.7 |
1.618 |
4,905.7 |
1.000 |
4,897.0 |
0.618 |
4,891.7 |
HIGH |
4,883.0 |
0.618 |
4,877.7 |
0.500 |
4,876.0 |
0.382 |
4,874.3 |
LOW |
4,869.0 |
0.618 |
4,860.3 |
1.000 |
4,855.0 |
1.618 |
4,846.3 |
2.618 |
4,832.3 |
4.250 |
4,809.5 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,878.0 |
4,863.5 |
PP |
4,877.0 |
4,848.0 |
S1 |
4,876.0 |
4,832.5 |
|