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 |
10,570 |
10,580 |
10 |
0.1% |
10,215 |
High |
10,635 |
10,670 |
35 |
0.3% |
10,555 |
Low |
10,495 |
10,550 |
55 |
0.5% |
10,125 |
Close |
10,590 |
10,620 |
30 |
0.3% |
10,545 |
Range |
140 |
120 |
-20 |
-14.3% |
430 |
ATR |
175 |
171 |
-4 |
-2.2% |
0 |
Volume |
24,438 |
29,915 |
5,477 |
22.4% |
39,804 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,973 |
10,917 |
10,686 |
|
R3 |
10,853 |
10,797 |
10,653 |
|
R2 |
10,733 |
10,733 |
10,642 |
|
R1 |
10,677 |
10,677 |
10,631 |
10,705 |
PP |
10,613 |
10,613 |
10,613 |
10,628 |
S1 |
10,557 |
10,557 |
10,609 |
10,585 |
S2 |
10,493 |
10,493 |
10,598 |
|
S3 |
10,373 |
10,437 |
10,587 |
|
S4 |
10,253 |
10,317 |
10,554 |
|
|
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 |
10,670 |
10,125 |
545 |
5.1% |
151 |
1.4% |
91% |
True |
False |
16,762 |
10 |
10,670 |
9,955 |
715 |
6.7% |
140 |
1.3% |
93% |
True |
False |
12,385 |
20 |
10,670 |
9,955 |
715 |
6.7% |
148 |
1.4% |
93% |
True |
False |
10,872 |
40 |
10,995 |
9,820 |
1,175 |
11.1% |
176 |
1.7% |
68% |
False |
False |
10,646 |
60 |
10,995 |
9,820 |
1,175 |
11.1% |
153 |
1.4% |
68% |
False |
False |
8,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,180 |
2.618 |
10,984 |
1.618 |
10,864 |
1.000 |
10,790 |
0.618 |
10,744 |
HIGH |
10,670 |
0.618 |
10,624 |
0.500 |
10,610 |
0.382 |
10,596 |
LOW |
10,550 |
0.618 |
10,476 |
1.000 |
10,430 |
1.618 |
10,356 |
2.618 |
10,236 |
4.250 |
10,040 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,617 |
10,608 |
PP |
10,613 |
10,595 |
S1 |
10,610 |
10,583 |
|