Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,635 |
10,637 |
2 |
0.0% |
10,544 |
High |
10,644 |
10,693 |
49 |
0.5% |
10,659 |
Low |
10,569 |
10,622 |
53 |
0.5% |
10,500 |
Close |
10,638 |
10,686 |
48 |
0.5% |
10,635 |
Range |
75 |
71 |
-4 |
-5.3% |
159 |
ATR |
114 |
111 |
-3 |
-2.7% |
0 |
Volume |
43,270 |
33,095 |
-10,175 |
-23.5% |
491,389 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,880 |
10,854 |
10,725 |
|
R3 |
10,809 |
10,783 |
10,706 |
|
R2 |
10,738 |
10,738 |
10,699 |
|
R1 |
10,712 |
10,712 |
10,693 |
10,725 |
PP |
10,667 |
10,667 |
10,667 |
10,674 |
S1 |
10,641 |
10,641 |
10,680 |
10,654 |
S2 |
10,596 |
10,596 |
10,673 |
|
S3 |
10,525 |
10,570 |
10,667 |
|
S4 |
10,454 |
10,499 |
10,647 |
|
|
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 |
10,693 |
10,505 |
188 |
1.8% |
79 |
0.7% |
96% |
True |
False |
74,105 |
10 |
10,693 |
10,351 |
342 |
3.2% |
87 |
0.8% |
98% |
True |
False |
85,604 |
20 |
10,693 |
10,172 |
521 |
4.9% |
100 |
0.9% |
99% |
True |
False |
97,099 |
40 |
10,693 |
9,791 |
902 |
8.4% |
144 |
1.3% |
99% |
True |
False |
130,618 |
60 |
10,693 |
9,791 |
902 |
8.4% |
130 |
1.2% |
99% |
True |
False |
113,555 |
80 |
10,693 |
9,791 |
902 |
8.4% |
131 |
1.2% |
99% |
True |
False |
89,845 |
100 |
10,693 |
9,570 |
1,123 |
10.5% |
138 |
1.3% |
99% |
True |
False |
71,914 |
120 |
10,693 |
9,280 |
1,413 |
13.2% |
137 |
1.3% |
100% |
True |
False |
59,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,995 |
2.618 |
10,879 |
1.618 |
10,808 |
1.000 |
10,764 |
0.618 |
10,737 |
HIGH |
10,693 |
0.618 |
10,666 |
0.500 |
10,658 |
0.382 |
10,649 |
LOW |
10,622 |
0.618 |
10,578 |
1.000 |
10,551 |
1.618 |
10,507 |
2.618 |
10,436 |
4.250 |
10,320 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,677 |
10,668 |
PP |
10,667 |
10,649 |
S1 |
10,658 |
10,631 |
|