Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,538 |
10,560 |
22 |
0.2% |
10,324 |
High |
10,606 |
10,597 |
-9 |
-0.1% |
10,561 |
Low |
10,500 |
10,520 |
20 |
0.2% |
10,324 |
Close |
10,564 |
10,565 |
1 |
0.0% |
10,545 |
Range |
106 |
77 |
-29 |
-27.4% |
237 |
ATR |
125 |
122 |
-3 |
-2.8% |
0 |
Volume |
78,556 |
107,360 |
28,804 |
36.7% |
477,414 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,792 |
10,755 |
10,607 |
|
R3 |
10,715 |
10,678 |
10,586 |
|
R2 |
10,638 |
10,638 |
10,579 |
|
R1 |
10,601 |
10,601 |
10,572 |
10,620 |
PP |
10,561 |
10,561 |
10,561 |
10,570 |
S1 |
10,524 |
10,524 |
10,558 |
10,543 |
S2 |
10,484 |
10,484 |
10,551 |
|
S3 |
10,407 |
10,447 |
10,544 |
|
S4 |
10,330 |
10,370 |
10,523 |
|
|
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% |
91 |
0.9% |
84% |
False |
False |
100,607 |
10 |
10,606 |
10,172 |
434 |
4.1% |
98 |
0.9% |
91% |
False |
False |
103,934 |
20 |
10,606 |
9,928 |
678 |
6.4% |
119 |
1.1% |
94% |
False |
False |
114,603 |
40 |
10,687 |
9,791 |
896 |
8.5% |
147 |
1.4% |
86% |
False |
False |
134,411 |
60 |
10,687 |
9,791 |
896 |
8.5% |
131 |
1.2% |
86% |
False |
False |
115,097 |
80 |
10,687 |
9,791 |
896 |
8.5% |
133 |
1.3% |
86% |
False |
False |
86,565 |
100 |
10,687 |
9,570 |
1,117 |
10.6% |
140 |
1.3% |
89% |
False |
False |
69,286 |
120 |
10,687 |
9,280 |
1,407 |
13.3% |
137 |
1.3% |
91% |
False |
False |
57,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,924 |
2.618 |
10,799 |
1.618 |
10,722 |
1.000 |
10,674 |
0.618 |
10,645 |
HIGH |
10,597 |
0.618 |
10,568 |
0.500 |
10,559 |
0.382 |
10,550 |
LOW |
10,520 |
0.618 |
10,473 |
1.000 |
10,443 |
1.618 |
10,396 |
2.618 |
10,319 |
4.250 |
10,193 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,563 |
10,561 |
PP |
10,561 |
10,557 |
S1 |
10,559 |
10,553 |
|