Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,637 |
10,686 |
49 |
0.5% |
10,544 |
High |
10,693 |
10,768 |
75 |
0.7% |
10,659 |
Low |
10,622 |
10,679 |
57 |
0.5% |
10,500 |
Close |
10,686 |
10,726 |
40 |
0.4% |
10,635 |
Range |
71 |
89 |
18 |
25.4% |
159 |
ATR |
111 |
109 |
-2 |
-1.4% |
0 |
Volume |
33,095 |
36,672 |
3,577 |
10.8% |
491,389 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,991 |
10,948 |
10,775 |
|
R3 |
10,902 |
10,859 |
10,751 |
|
R2 |
10,813 |
10,813 |
10,742 |
|
R1 |
10,770 |
10,770 |
10,734 |
10,792 |
PP |
10,724 |
10,724 |
10,724 |
10,735 |
S1 |
10,681 |
10,681 |
10,718 |
10,703 |
S2 |
10,635 |
10,635 |
10,710 |
|
S3 |
10,546 |
10,592 |
10,702 |
|
S4 |
10,457 |
10,503 |
10,677 |
|
|
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 |
10,768 |
10,505 |
263 |
2.5% |
81 |
0.8% |
84% |
True |
False |
59,967 |
10 |
10,768 |
10,351 |
417 |
3.9% |
86 |
0.8% |
90% |
True |
False |
80,287 |
20 |
10,768 |
10,172 |
596 |
5.6% |
101 |
0.9% |
93% |
True |
False |
93,629 |
40 |
10,768 |
9,791 |
977 |
9.1% |
142 |
1.3% |
96% |
True |
False |
128,020 |
60 |
10,768 |
9,791 |
977 |
9.1% |
129 |
1.2% |
96% |
True |
False |
112,555 |
80 |
10,768 |
9,791 |
977 |
9.1% |
131 |
1.2% |
96% |
True |
False |
90,301 |
100 |
10,768 |
9,570 |
1,198 |
11.2% |
136 |
1.3% |
96% |
True |
False |
72,280 |
120 |
10,768 |
9,280 |
1,488 |
13.9% |
136 |
1.3% |
97% |
True |
False |
60,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,146 |
2.618 |
11,001 |
1.618 |
10,912 |
1.000 |
10,857 |
0.618 |
10,823 |
HIGH |
10,768 |
0.618 |
10,734 |
0.500 |
10,724 |
0.382 |
10,713 |
LOW |
10,679 |
0.618 |
10,624 |
1.000 |
10,590 |
1.618 |
10,535 |
2.618 |
10,446 |
4.250 |
10,301 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,725 |
10,707 |
PP |
10,724 |
10,688 |
S1 |
10,724 |
10,669 |
|