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 |
1,123.8 |
1,121.5 |
-2.3 |
-0.2% |
1,119.0 |
High |
1,125.1 |
1,128.3 |
3.2 |
0.3% |
1,145.8 |
Low |
1,108.2 |
1,103.1 |
-5.1 |
-0.5% |
1,112.1 |
Close |
1,122.3 |
1,108.1 |
-14.2 |
-1.3% |
1,135.2 |
Range |
16.9 |
25.2 |
8.3 |
49.1% |
33.7 |
ATR |
20.3 |
20.6 |
0.4 |
1.7% |
0.0 |
Volume |
140,539 |
153,991 |
13,452 |
9.6% |
760,849 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.8 |
1,173.6 |
1,122.0 |
|
R3 |
1,163.6 |
1,148.4 |
1,115.0 |
|
R2 |
1,138.4 |
1,138.4 |
1,112.7 |
|
R1 |
1,123.2 |
1,123.2 |
1,110.4 |
1,118.2 |
PP |
1,113.2 |
1,113.2 |
1,113.2 |
1,110.7 |
S1 |
1,098.0 |
1,098.0 |
1,105.8 |
1,093.0 |
S2 |
1,088.0 |
1,088.0 |
1,103.5 |
|
S3 |
1,062.8 |
1,072.8 |
1,101.2 |
|
S4 |
1,037.6 |
1,047.6 |
1,094.2 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.1 |
1,217.4 |
1,153.7 |
|
R3 |
1,198.4 |
1,183.7 |
1,144.5 |
|
R2 |
1,164.7 |
1,164.7 |
1,141.4 |
|
R1 |
1,150.0 |
1,150.0 |
1,138.3 |
1,157.4 |
PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,134.7 |
S1 |
1,116.3 |
1,116.3 |
1,132.1 |
1,123.7 |
S2 |
1,097.3 |
1,097.3 |
1,129.0 |
|
S3 |
1,063.6 |
1,082.6 |
1,125.9 |
|
S4 |
1,029.9 |
1,048.9 |
1,116.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.3 |
1,103.1 |
39.2 |
3.5% |
18.3 |
1.7% |
13% |
False |
True |
151,568 |
10 |
1,145.8 |
1,088.5 |
57.3 |
5.2% |
17.6 |
1.6% |
34% |
False |
False |
158,830 |
20 |
1,145.8 |
1,063.1 |
82.7 |
7.5% |
20.6 |
1.9% |
54% |
False |
False |
164,420 |
40 |
1,159.5 |
1,044.5 |
115.0 |
10.4% |
21.7 |
2.0% |
55% |
False |
False |
134,952 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
21.3 |
1.9% |
52% |
False |
False |
92,169 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
22.5 |
2.0% |
34% |
False |
False |
70,166 |
100 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
21.1 |
1.9% |
40% |
False |
False |
56,462 |
120 |
1,229.0 |
989.3 |
239.7 |
21.6% |
20.1 |
1.8% |
50% |
False |
False |
47,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.4 |
2.618 |
1,194.3 |
1.618 |
1,169.1 |
1.000 |
1,153.5 |
0.618 |
1,143.9 |
HIGH |
1,128.3 |
0.618 |
1,118.7 |
0.500 |
1,115.7 |
0.382 |
1,112.7 |
LOW |
1,103.1 |
0.618 |
1,087.5 |
1.000 |
1,077.9 |
1.618 |
1,062.3 |
2.618 |
1,037.1 |
4.250 |
996.0 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,115.7 |
1,120.6 |
PP |
1,113.2 |
1,116.4 |
S1 |
1,110.6 |
1,112.3 |
|