Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,590 |
10,570 |
-20 |
-0.2% |
10,215 |
High |
10,650 |
10,635 |
-15 |
-0.1% |
10,555 |
Low |
10,580 |
10,495 |
-85 |
-0.8% |
10,125 |
Close |
10,625 |
10,590 |
-35 |
-0.3% |
10,545 |
Range |
70 |
140 |
70 |
100.0% |
430 |
ATR |
178 |
175 |
-3 |
-1.5% |
0 |
Volume |
12,352 |
24,438 |
12,086 |
97.8% |
39,804 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,993 |
10,932 |
10,667 |
|
R3 |
10,853 |
10,792 |
10,629 |
|
R2 |
10,713 |
10,713 |
10,616 |
|
R1 |
10,652 |
10,652 |
10,603 |
10,683 |
PP |
10,573 |
10,573 |
10,573 |
10,589 |
S1 |
10,512 |
10,512 |
10,577 |
10,543 |
S2 |
10,433 |
10,433 |
10,564 |
|
S3 |
10,293 |
10,372 |
10,552 |
|
S4 |
10,153 |
10,232 |
10,513 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,698 |
11,552 |
10,782 |
|
R3 |
11,268 |
11,122 |
10,663 |
|
R2 |
10,838 |
10,838 |
10,624 |
|
R1 |
10,692 |
10,692 |
10,585 |
10,765 |
PP |
10,408 |
10,408 |
10,408 |
10,445 |
S1 |
10,262 |
10,262 |
10,506 |
10,335 |
S2 |
9,978 |
9,978 |
10,466 |
|
S3 |
9,548 |
9,832 |
10,427 |
|
S4 |
9,118 |
9,402 |
10,309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,650 |
10,125 |
525 |
5.0% |
149 |
1.4% |
89% |
False |
False |
12,601 |
10 |
10,650 |
9,955 |
695 |
6.6% |
139 |
1.3% |
91% |
False |
False |
10,742 |
20 |
10,650 |
9,935 |
715 |
6.8% |
152 |
1.4% |
92% |
False |
False |
9,867 |
40 |
10,995 |
9,820 |
1,175 |
11.1% |
176 |
1.7% |
66% |
False |
False |
10,049 |
60 |
10,995 |
9,820 |
1,175 |
11.1% |
155 |
1.5% |
66% |
False |
False |
8,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,230 |
2.618 |
11,002 |
1.618 |
10,862 |
1.000 |
10,775 |
0.618 |
10,722 |
HIGH |
10,635 |
0.618 |
10,582 |
0.500 |
10,565 |
0.382 |
10,549 |
LOW |
10,495 |
0.618 |
10,409 |
1.000 |
10,355 |
1.618 |
10,269 |
2.618 |
10,129 |
4.250 |
9,900 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,582 |
10,543 |
PP |
10,573 |
10,497 |
S1 |
10,565 |
10,450 |
|