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 |
2,810 |
2,791 |
-19 |
-0.7% |
2,917 |
High |
2,810 |
2,840 |
30 |
1.1% |
2,917 |
Low |
2,761 |
2,791 |
30 |
1.1% |
2,780 |
Close |
2,787 |
2,838 |
51 |
1.8% |
2,855 |
Range |
49 |
49 |
0 |
0.0% |
137 |
ATR |
67 |
66 |
-1 |
-1.5% |
0 |
Volume |
18 |
35 |
17 |
94.4% |
138 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,970 |
2,953 |
2,865 |
|
R3 |
2,921 |
2,904 |
2,851 |
|
R2 |
2,872 |
2,872 |
2,847 |
|
R1 |
2,855 |
2,855 |
2,842 |
2,864 |
PP |
2,823 |
2,823 |
2,823 |
2,827 |
S1 |
2,806 |
2,806 |
2,834 |
2,815 |
S2 |
2,774 |
2,774 |
2,829 |
|
S3 |
2,725 |
2,757 |
2,825 |
|
S4 |
2,676 |
2,708 |
2,811 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,262 |
3,195 |
2,930 |
|
R3 |
3,125 |
3,058 |
2,893 |
|
R2 |
2,988 |
2,988 |
2,880 |
|
R1 |
2,921 |
2,921 |
2,868 |
2,886 |
PP |
2,851 |
2,851 |
2,851 |
2,833 |
S1 |
2,784 |
2,784 |
2,842 |
2,749 |
S2 |
2,714 |
2,714 |
2,830 |
|
S3 |
2,577 |
2,647 |
2,817 |
|
S4 |
2,440 |
2,510 |
2,780 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,868 |
2,761 |
107 |
3.8% |
39 |
1.4% |
72% |
False |
False |
19 |
10 |
2,963 |
2,761 |
202 |
7.1% |
48 |
1.7% |
38% |
False |
False |
37 |
20 |
3,165 |
2,761 |
404 |
14.2% |
64 |
2.3% |
19% |
False |
False |
1,167 |
40 |
3,485 |
2,761 |
724 |
25.5% |
74 |
2.6% |
11% |
False |
False |
5,474 |
60 |
3,510 |
2,761 |
749 |
26.4% |
71 |
2.5% |
10% |
False |
False |
5,836 |
80 |
3,510 |
2,761 |
749 |
26.4% |
72 |
2.5% |
10% |
False |
False |
6,237 |
100 |
3,510 |
2,761 |
749 |
26.4% |
72 |
2.5% |
10% |
False |
False |
5,839 |
120 |
3,510 |
2,761 |
749 |
26.4% |
76 |
2.7% |
10% |
False |
False |
5,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,048 |
2.618 |
2,968 |
1.618 |
2,919 |
1.000 |
2,889 |
0.618 |
2,870 |
HIGH |
2,840 |
0.618 |
2,821 |
0.500 |
2,816 |
0.382 |
2,810 |
LOW |
2,791 |
0.618 |
2,761 |
1.000 |
2,742 |
1.618 |
2,712 |
2.618 |
2,663 |
4.250 |
2,583 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
2,831 |
2,830 |
PP |
2,823 |
2,822 |
S1 |
2,816 |
2,815 |
|