Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,608 |
10,635 |
27 |
0.3% |
10,544 |
High |
10,659 |
10,644 |
-15 |
-0.1% |
10,659 |
Low |
10,595 |
10,569 |
-26 |
-0.2% |
10,500 |
Close |
10,635 |
10,638 |
3 |
0.0% |
10,635 |
Range |
64 |
75 |
11 |
17.2% |
159 |
ATR |
117 |
114 |
-3 |
-2.6% |
0 |
Volume |
75,718 |
43,270 |
-32,448 |
-42.9% |
491,389 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,842 |
10,815 |
10,679 |
|
R3 |
10,767 |
10,740 |
10,659 |
|
R2 |
10,692 |
10,692 |
10,652 |
|
R1 |
10,665 |
10,665 |
10,645 |
10,679 |
PP |
10,617 |
10,617 |
10,617 |
10,624 |
S1 |
10,590 |
10,590 |
10,631 |
10,604 |
S2 |
10,542 |
10,542 |
10,624 |
|
S3 |
10,467 |
10,515 |
10,618 |
|
S4 |
10,392 |
10,440 |
10,597 |
|
|
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% |
86 |
0.8% |
87% |
False |
False |
83,197 |
10 |
10,659 |
10,351 |
308 |
2.9% |
87 |
0.8% |
93% |
False |
False |
91,358 |
20 |
10,659 |
10,067 |
592 |
5.6% |
106 |
1.0% |
96% |
False |
False |
103,338 |
40 |
10,687 |
9,791 |
896 |
8.4% |
147 |
1.4% |
95% |
False |
False |
131,804 |
60 |
10,687 |
9,791 |
896 |
8.4% |
130 |
1.2% |
95% |
False |
False |
114,724 |
80 |
10,687 |
9,791 |
896 |
8.4% |
131 |
1.2% |
95% |
False |
False |
89,435 |
100 |
10,687 |
9,570 |
1,117 |
10.5% |
138 |
1.3% |
96% |
False |
False |
71,584 |
120 |
10,687 |
9,280 |
1,407 |
13.2% |
137 |
1.3% |
97% |
False |
False |
59,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,963 |
2.618 |
10,840 |
1.618 |
10,765 |
1.000 |
10,719 |
0.618 |
10,690 |
HIGH |
10,644 |
0.618 |
10,615 |
0.500 |
10,607 |
0.382 |
10,598 |
LOW |
10,569 |
0.618 |
10,523 |
1.000 |
10,494 |
1.618 |
10,448 |
2.618 |
10,373 |
4.250 |
10,250 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,628 |
10,619 |
PP |
10,617 |
10,601 |
S1 |
10,607 |
10,582 |
|