Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,686 |
10,729 |
43 |
0.4% |
10,544 |
High |
10,768 |
10,786 |
18 |
0.2% |
10,659 |
Low |
10,679 |
10,708 |
29 |
0.3% |
10,500 |
Close |
10,726 |
10,780 |
54 |
0.5% |
10,635 |
Range |
89 |
78 |
-11 |
-12.4% |
159 |
ATR |
109 |
107 |
-2 |
-2.0% |
0 |
Volume |
36,672 |
21,795 |
-14,877 |
-40.6% |
491,389 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,992 |
10,964 |
10,823 |
|
R3 |
10,914 |
10,886 |
10,802 |
|
R2 |
10,836 |
10,836 |
10,794 |
|
R1 |
10,808 |
10,808 |
10,787 |
10,822 |
PP |
10,758 |
10,758 |
10,758 |
10,765 |
S1 |
10,730 |
10,730 |
10,773 |
10,744 |
S2 |
10,680 |
10,680 |
10,766 |
|
S3 |
10,602 |
10,652 |
10,759 |
|
S4 |
10,524 |
10,574 |
10,737 |
|
|
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 |
10,786 |
10,569 |
217 |
2.0% |
76 |
0.7% |
97% |
True |
False |
42,110 |
10 |
10,786 |
10,427 |
359 |
3.3% |
85 |
0.8% |
98% |
True |
False |
71,955 |
20 |
10,786 |
10,172 |
614 |
5.7% |
98 |
0.9% |
99% |
True |
False |
89,531 |
40 |
10,786 |
9,791 |
995 |
9.2% |
139 |
1.3% |
99% |
True |
False |
125,601 |
60 |
10,786 |
9,791 |
995 |
9.2% |
128 |
1.2% |
99% |
True |
False |
111,006 |
80 |
10,786 |
9,791 |
995 |
9.2% |
130 |
1.2% |
99% |
True |
False |
90,572 |
100 |
10,786 |
9,570 |
1,216 |
11.3% |
135 |
1.3% |
100% |
True |
False |
72,495 |
120 |
10,786 |
9,280 |
1,506 |
14.0% |
136 |
1.3% |
100% |
True |
False |
60,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,118 |
2.618 |
10,990 |
1.618 |
10,912 |
1.000 |
10,864 |
0.618 |
10,834 |
HIGH |
10,786 |
0.618 |
10,756 |
0.500 |
10,747 |
0.382 |
10,738 |
LOW |
10,708 |
0.618 |
10,660 |
1.000 |
10,630 |
1.618 |
10,582 |
2.618 |
10,504 |
4.250 |
10,377 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,769 |
10,755 |
PP |
10,758 |
10,729 |
S1 |
10,747 |
10,704 |
|