Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,560 |
10,569 |
9 |
0.1% |
10,324 |
High |
10,597 |
10,612 |
15 |
0.1% |
10,561 |
Low |
10,520 |
10,505 |
-15 |
-0.1% |
10,324 |
Close |
10,565 |
10,610 |
45 |
0.4% |
10,545 |
Range |
77 |
107 |
30 |
39.0% |
237 |
ATR |
122 |
121 |
-1 |
-0.9% |
0 |
Volume |
107,360 |
111,082 |
3,722 |
3.5% |
477,414 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,897 |
10,860 |
10,669 |
|
R3 |
10,790 |
10,753 |
10,640 |
|
R2 |
10,683 |
10,683 |
10,630 |
|
R1 |
10,646 |
10,646 |
10,620 |
10,665 |
PP |
10,576 |
10,576 |
10,576 |
10,585 |
S1 |
10,539 |
10,539 |
10,600 |
10,558 |
S2 |
10,469 |
10,469 |
10,591 |
|
S3 |
10,362 |
10,432 |
10,581 |
|
S4 |
10,255 |
10,325 |
10,551 |
|
|
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 |
10,612 |
10,427 |
185 |
1.7% |
94 |
0.9% |
99% |
True |
False |
101,800 |
10 |
10,612 |
10,258 |
354 |
3.3% |
91 |
0.9% |
99% |
True |
False |
104,069 |
20 |
10,612 |
9,940 |
672 |
6.3% |
118 |
1.1% |
100% |
True |
False |
110,953 |
40 |
10,687 |
9,791 |
896 |
8.4% |
147 |
1.4% |
91% |
False |
False |
134,841 |
60 |
10,687 |
9,791 |
896 |
8.4% |
131 |
1.2% |
91% |
False |
False |
115,846 |
80 |
10,687 |
9,791 |
896 |
8.4% |
132 |
1.2% |
91% |
False |
False |
87,951 |
100 |
10,687 |
9,570 |
1,117 |
10.5% |
140 |
1.3% |
93% |
False |
False |
70,396 |
120 |
10,687 |
9,280 |
1,407 |
13.3% |
137 |
1.3% |
95% |
False |
False |
58,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,067 |
2.618 |
10,892 |
1.618 |
10,785 |
1.000 |
10,719 |
0.618 |
10,678 |
HIGH |
10,612 |
0.618 |
10,571 |
0.500 |
10,559 |
0.382 |
10,546 |
LOW |
10,505 |
0.618 |
10,439 |
1.000 |
10,398 |
1.618 |
10,332 |
2.618 |
10,225 |
4.250 |
10,050 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,593 |
10,592 |
PP |
10,576 |
10,574 |
S1 |
10,559 |
10,556 |
|