Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
21,260 |
21,312 |
52 |
0.2% |
20,761 |
High |
21,310 |
21,330 |
20 |
0.1% |
21,056 |
Low |
21,122 |
20,990 |
-132 |
-0.6% |
20,545 |
Close |
21,190 |
21,127 |
-63 |
-0.3% |
20,725 |
Range |
188 |
340 |
152 |
80.9% |
511 |
ATR |
366 |
364 |
-2 |
-0.5% |
0 |
Volume |
54,996 |
70,237 |
15,241 |
27.7% |
327,934 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,169 |
21,988 |
21,314 |
|
R3 |
21,829 |
21,648 |
21,221 |
|
R2 |
21,489 |
21,489 |
21,189 |
|
R1 |
21,308 |
21,308 |
21,158 |
21,229 |
PP |
21,149 |
21,149 |
21,149 |
21,109 |
S1 |
20,968 |
20,968 |
21,096 |
20,889 |
S2 |
20,809 |
20,809 |
21,065 |
|
S3 |
20,469 |
20,628 |
21,034 |
|
S4 |
20,129 |
20,288 |
20,940 |
|
|
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 |
21,330 |
20,617 |
713 |
3.4% |
228 |
1.1% |
72% |
True |
False |
61,386 |
10 |
21,330 |
20,446 |
884 |
4.2% |
251 |
1.2% |
77% |
True |
False |
64,123 |
20 |
21,330 |
19,591 |
1,739 |
8.2% |
300 |
1.4% |
88% |
True |
False |
43,618 |
40 |
22,422 |
19,320 |
3,102 |
14.7% |
329 |
1.6% |
58% |
False |
False |
22,324 |
60 |
22,637 |
19,320 |
3,317 |
15.7% |
322 |
1.5% |
54% |
False |
False |
15,021 |
80 |
23,020 |
19,320 |
3,700 |
17.5% |
318 |
1.5% |
49% |
False |
False |
11,298 |
100 |
23,020 |
19,320 |
3,700 |
17.5% |
299 |
1.4% |
49% |
False |
False |
9,052 |
120 |
23,020 |
19,320 |
3,700 |
17.5% |
278 |
1.3% |
49% |
False |
False |
7,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,775 |
2.618 |
22,220 |
1.618 |
21,880 |
1.000 |
21,670 |
0.618 |
21,540 |
HIGH |
21,330 |
0.618 |
21,200 |
0.500 |
21,160 |
0.382 |
21,120 |
LOW |
20,990 |
0.618 |
20,780 |
1.000 |
20,650 |
1.618 |
20,440 |
2.618 |
20,100 |
4.250 |
19,545 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
21,160 |
21,160 |
PP |
21,149 |
21,149 |
S1 |
21,138 |
21,138 |
|