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 |
10,580 |
10,635 |
55 |
0.5% |
10,215 |
High |
10,670 |
10,720 |
50 |
0.5% |
10,555 |
Low |
10,550 |
10,625 |
75 |
0.7% |
10,125 |
Close |
10,620 |
10,720 |
100 |
0.9% |
10,545 |
Range |
120 |
95 |
-25 |
-20.8% |
430 |
ATR |
171 |
166 |
-5 |
-3.0% |
0 |
Volume |
29,915 |
13,027 |
-16,888 |
-56.5% |
39,804 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,973 |
10,942 |
10,772 |
|
R3 |
10,878 |
10,847 |
10,746 |
|
R2 |
10,783 |
10,783 |
10,738 |
|
R1 |
10,752 |
10,752 |
10,729 |
10,768 |
PP |
10,688 |
10,688 |
10,688 |
10,696 |
S1 |
10,657 |
10,657 |
10,711 |
10,673 |
S2 |
10,593 |
10,593 |
10,703 |
|
S3 |
10,498 |
10,562 |
10,694 |
|
S4 |
10,403 |
10,467 |
10,668 |
|
|
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 |
10,720 |
10,250 |
470 |
4.4% |
146 |
1.4% |
100% |
True |
False |
18,001 |
10 |
10,720 |
10,040 |
680 |
6.3% |
130 |
1.2% |
100% |
True |
False |
12,975 |
20 |
10,720 |
9,955 |
765 |
7.1% |
145 |
1.4% |
100% |
True |
False |
10,946 |
40 |
10,995 |
9,820 |
1,175 |
11.0% |
174 |
1.6% |
77% |
False |
False |
10,774 |
60 |
10,995 |
9,820 |
1,175 |
11.0% |
154 |
1.4% |
77% |
False |
False |
8,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,124 |
2.618 |
10,969 |
1.618 |
10,874 |
1.000 |
10,815 |
0.618 |
10,779 |
HIGH |
10,720 |
0.618 |
10,684 |
0.500 |
10,673 |
0.382 |
10,661 |
LOW |
10,625 |
0.618 |
10,566 |
1.000 |
10,530 |
1.618 |
10,471 |
2.618 |
10,376 |
4.250 |
10,221 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,704 |
10,683 |
PP |
10,688 |
10,645 |
S1 |
10,673 |
10,608 |
|