Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,544 |
10,538 |
-6 |
-0.1% |
10,324 |
High |
10,579 |
10,606 |
27 |
0.3% |
10,561 |
Low |
10,532 |
10,500 |
-32 |
-0.3% |
10,324 |
Close |
10,538 |
10,564 |
26 |
0.2% |
10,545 |
Range |
47 |
106 |
59 |
125.5% |
237 |
ATR |
127 |
125 |
-1 |
-1.2% |
0 |
Volume |
118,673 |
78,556 |
-40,117 |
-33.8% |
477,414 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,875 |
10,825 |
10,622 |
|
R3 |
10,769 |
10,719 |
10,593 |
|
R2 |
10,663 |
10,663 |
10,584 |
|
R1 |
10,613 |
10,613 |
10,574 |
10,638 |
PP |
10,557 |
10,557 |
10,557 |
10,569 |
S1 |
10,507 |
10,507 |
10,554 |
10,532 |
S2 |
10,451 |
10,451 |
10,545 |
|
S3 |
10,345 |
10,401 |
10,535 |
|
S4 |
10,239 |
10,295 |
10,506 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,188 |
11,103 |
10,675 |
|
R3 |
10,951 |
10,866 |
10,610 |
|
R2 |
10,714 |
10,714 |
10,589 |
|
R1 |
10,629 |
10,629 |
10,567 |
10,672 |
PP |
10,477 |
10,477 |
10,477 |
10,498 |
S1 |
10,392 |
10,392 |
10,523 |
10,435 |
S2 |
10,240 |
10,240 |
10,502 |
|
S3 |
10,003 |
10,155 |
10,480 |
|
S4 |
9,766 |
9,918 |
10,415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,606 |
10,351 |
255 |
2.4% |
94 |
0.9% |
84% |
True |
False |
97,103 |
10 |
10,606 |
10,172 |
434 |
4.1% |
102 |
1.0% |
90% |
True |
False |
105,825 |
20 |
10,606 |
9,878 |
728 |
6.9% |
127 |
1.2% |
94% |
True |
False |
116,039 |
40 |
10,687 |
9,791 |
896 |
8.5% |
147 |
1.4% |
86% |
False |
False |
133,725 |
60 |
10,687 |
9,791 |
896 |
8.5% |
132 |
1.2% |
86% |
False |
False |
113,466 |
80 |
10,687 |
9,791 |
896 |
8.5% |
133 |
1.3% |
86% |
False |
False |
85,227 |
100 |
10,687 |
9,570 |
1,117 |
10.6% |
140 |
1.3% |
89% |
False |
False |
68,213 |
120 |
10,687 |
9,280 |
1,407 |
13.3% |
137 |
1.3% |
91% |
False |
False |
56,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,057 |
2.618 |
10,884 |
1.618 |
10,778 |
1.000 |
10,712 |
0.618 |
10,672 |
HIGH |
10,606 |
0.618 |
10,566 |
0.500 |
10,553 |
0.382 |
10,541 |
LOW |
10,500 |
0.618 |
10,435 |
1.000 |
10,394 |
1.618 |
10,329 |
2.618 |
10,223 |
4.250 |
10,050 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,560 |
10,548 |
PP |
10,557 |
10,532 |
S1 |
10,553 |
10,517 |
|