Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,729 |
10,780 |
51 |
0.5% |
10,635 |
High |
10,786 |
10,851 |
65 |
0.6% |
10,851 |
Low |
10,708 |
10,775 |
67 |
0.6% |
10,569 |
Close |
10,780 |
10,851 |
71 |
0.7% |
10,851 |
Range |
78 |
76 |
-2 |
-2.6% |
282 |
ATR |
107 |
105 |
-2 |
-2.1% |
0 |
Volume |
21,795 |
15,538 |
-6,257 |
-28.7% |
150,370 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,054 |
11,028 |
10,893 |
|
R3 |
10,978 |
10,952 |
10,872 |
|
R2 |
10,902 |
10,902 |
10,865 |
|
R1 |
10,876 |
10,876 |
10,858 |
10,889 |
PP |
10,826 |
10,826 |
10,826 |
10,832 |
S1 |
10,800 |
10,800 |
10,844 |
10,813 |
S2 |
10,750 |
10,750 |
10,837 |
|
S3 |
10,674 |
10,724 |
10,830 |
|
S4 |
10,598 |
10,648 |
10,809 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,603 |
11,509 |
11,006 |
|
R3 |
11,321 |
11,227 |
10,929 |
|
R2 |
11,039 |
11,039 |
10,903 |
|
R1 |
10,945 |
10,945 |
10,877 |
10,992 |
PP |
10,757 |
10,757 |
10,757 |
10,781 |
S1 |
10,663 |
10,663 |
10,825 |
10,710 |
S2 |
10,475 |
10,475 |
10,799 |
|
S3 |
10,193 |
10,381 |
10,774 |
|
S4 |
9,911 |
10,099 |
10,696 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,851 |
10,569 |
282 |
2.6% |
78 |
0.7% |
100% |
True |
False |
30,074 |
10 |
10,851 |
10,500 |
351 |
3.2% |
79 |
0.7% |
100% |
True |
False |
64,175 |
20 |
10,851 |
10,172 |
679 |
6.3% |
95 |
0.9% |
100% |
True |
False |
85,199 |
40 |
10,851 |
9,791 |
1,060 |
9.8% |
134 |
1.2% |
100% |
True |
False |
122,063 |
60 |
10,851 |
9,791 |
1,060 |
9.8% |
127 |
1.2% |
100% |
True |
False |
109,459 |
80 |
10,851 |
9,791 |
1,060 |
9.8% |
130 |
1.2% |
100% |
True |
False |
90,762 |
100 |
10,851 |
9,570 |
1,281 |
11.8% |
134 |
1.2% |
100% |
True |
False |
72,650 |
120 |
10,851 |
9,280 |
1,571 |
14.5% |
136 |
1.2% |
100% |
True |
False |
60,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,174 |
2.618 |
11,050 |
1.618 |
10,974 |
1.000 |
10,927 |
0.618 |
10,898 |
HIGH |
10,851 |
0.618 |
10,822 |
0.500 |
10,813 |
0.382 |
10,804 |
LOW |
10,775 |
0.618 |
10,728 |
1.000 |
10,699 |
1.618 |
10,652 |
2.618 |
10,576 |
4.250 |
10,452 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,838 |
10,822 |
PP |
10,826 |
10,794 |
S1 |
10,813 |
10,765 |
|