Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
21,125 |
21,260 |
135 |
0.6% |
20,761 |
High |
21,263 |
21,310 |
47 |
0.2% |
21,056 |
Low |
21,080 |
21,122 |
42 |
0.2% |
20,545 |
Close |
21,240 |
21,190 |
-50 |
-0.2% |
20,725 |
Range |
183 |
188 |
5 |
2.7% |
511 |
ATR |
379 |
366 |
-14 |
-3.6% |
0 |
Volume |
59,392 |
54,996 |
-4,396 |
-7.4% |
327,934 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,771 |
21,669 |
21,293 |
|
R3 |
21,583 |
21,481 |
21,242 |
|
R2 |
21,395 |
21,395 |
21,224 |
|
R1 |
21,293 |
21,293 |
21,207 |
21,250 |
PP |
21,207 |
21,207 |
21,207 |
21,186 |
S1 |
21,105 |
21,105 |
21,173 |
21,062 |
S2 |
21,019 |
21,019 |
21,156 |
|
S3 |
20,831 |
20,917 |
21,138 |
|
S4 |
20,643 |
20,729 |
21,087 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,308 |
22,028 |
21,006 |
|
R3 |
21,797 |
21,517 |
20,866 |
|
R2 |
21,286 |
21,286 |
20,819 |
|
R1 |
21,006 |
21,006 |
20,772 |
20,891 |
PP |
20,775 |
20,775 |
20,775 |
20,718 |
S1 |
20,495 |
20,495 |
20,678 |
20,380 |
S2 |
20,264 |
20,264 |
20,631 |
|
S3 |
19,753 |
19,984 |
20,584 |
|
S4 |
19,242 |
19,473 |
20,444 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,310 |
20,545 |
765 |
3.6% |
251 |
1.2% |
84% |
True |
False |
61,761 |
10 |
21,310 |
20,171 |
1,139 |
5.4% |
260 |
1.2% |
89% |
True |
False |
66,819 |
20 |
21,310 |
19,320 |
1,990 |
9.4% |
306 |
1.4% |
94% |
True |
False |
40,322 |
40 |
22,637 |
19,320 |
3,317 |
15.7% |
327 |
1.5% |
56% |
False |
False |
20,575 |
60 |
22,637 |
19,320 |
3,317 |
15.7% |
322 |
1.5% |
56% |
False |
False |
13,853 |
80 |
23,020 |
19,320 |
3,700 |
17.5% |
318 |
1.5% |
51% |
False |
False |
10,421 |
100 |
23,020 |
19,320 |
3,700 |
17.5% |
297 |
1.4% |
51% |
False |
False |
8,349 |
120 |
23,020 |
19,320 |
3,700 |
17.5% |
275 |
1.3% |
51% |
False |
False |
6,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,109 |
2.618 |
21,802 |
1.618 |
21,614 |
1.000 |
21,498 |
0.618 |
21,426 |
HIGH |
21,310 |
0.618 |
21,238 |
0.500 |
21,216 |
0.382 |
21,194 |
LOW |
21,122 |
0.618 |
21,006 |
1.000 |
20,934 |
1.618 |
20,818 |
2.618 |
20,630 |
4.250 |
20,323 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
21,216 |
21,189 |
PP |
21,207 |
21,187 |
S1 |
21,199 |
21,186 |
|