Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,569 |
10,608 |
39 |
0.4% |
10,544 |
High |
10,612 |
10,659 |
47 |
0.4% |
10,659 |
Low |
10,505 |
10,595 |
90 |
0.9% |
10,500 |
Close |
10,610 |
10,635 |
25 |
0.2% |
10,635 |
Range |
107 |
64 |
-43 |
-40.2% |
159 |
ATR |
121 |
117 |
-4 |
-3.4% |
0 |
Volume |
111,082 |
75,718 |
-35,364 |
-31.8% |
491,389 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,822 |
10,792 |
10,670 |
|
R3 |
10,758 |
10,728 |
10,653 |
|
R2 |
10,694 |
10,694 |
10,647 |
|
R1 |
10,664 |
10,664 |
10,641 |
10,679 |
PP |
10,630 |
10,630 |
10,630 |
10,637 |
S1 |
10,600 |
10,600 |
10,629 |
10,615 |
S2 |
10,566 |
10,566 |
10,623 |
|
S3 |
10,502 |
10,536 |
10,618 |
|
S4 |
10,438 |
10,472 |
10,600 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,075 |
11,014 |
10,723 |
|
R3 |
10,916 |
10,855 |
10,679 |
|
R2 |
10,757 |
10,757 |
10,664 |
|
R1 |
10,696 |
10,696 |
10,650 |
10,727 |
PP |
10,598 |
10,598 |
10,598 |
10,613 |
S1 |
10,537 |
10,537 |
10,621 |
10,568 |
S2 |
10,439 |
10,439 |
10,606 |
|
S3 |
10,280 |
10,378 |
10,591 |
|
S4 |
10,121 |
10,219 |
10,548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,659 |
10,500 |
159 |
1.5% |
80 |
0.8% |
85% |
True |
False |
98,277 |
10 |
10,659 |
10,324 |
335 |
3.1% |
87 |
0.8% |
93% |
True |
False |
96,880 |
20 |
10,659 |
9,951 |
708 |
6.7% |
112 |
1.0% |
97% |
True |
False |
108,104 |
40 |
10,687 |
9,791 |
896 |
8.4% |
147 |
1.4% |
94% |
False |
False |
133,562 |
60 |
10,687 |
9,791 |
896 |
8.4% |
130 |
1.2% |
94% |
False |
False |
115,535 |
80 |
10,687 |
9,791 |
896 |
8.4% |
132 |
1.2% |
94% |
False |
False |
88,896 |
100 |
10,687 |
9,570 |
1,117 |
10.5% |
139 |
1.3% |
95% |
False |
False |
71,152 |
120 |
10,687 |
9,280 |
1,407 |
13.2% |
137 |
1.3% |
96% |
False |
False |
59,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,931 |
2.618 |
10,827 |
1.618 |
10,763 |
1.000 |
10,723 |
0.618 |
10,699 |
HIGH |
10,659 |
0.618 |
10,635 |
0.500 |
10,627 |
0.382 |
10,620 |
LOW |
10,595 |
0.618 |
10,556 |
1.000 |
10,531 |
1.618 |
10,492 |
2.618 |
10,428 |
4.250 |
10,323 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,632 |
10,617 |
PP |
10,630 |
10,600 |
S1 |
10,627 |
10,582 |
|