Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,108.9 |
1,110.0 |
1.1 |
0.1% |
1,136.0 |
High |
1,111.7 |
1,119.5 |
7.8 |
0.7% |
1,138.0 |
Low |
1,100.5 |
1,097.3 |
-3.2 |
-0.3% |
1,097.3 |
Close |
1,108.2 |
1,101.7 |
-6.5 |
-0.6% |
1,101.7 |
Range |
11.2 |
22.2 |
11.0 |
98.2% |
40.7 |
ATR |
20.0 |
20.1 |
0.2 |
0.8% |
0.0 |
Volume |
201,367 |
136,646 |
-64,721 |
-32.1% |
782,577 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.8 |
1,159.4 |
1,113.9 |
|
R3 |
1,150.6 |
1,137.2 |
1,107.8 |
|
R2 |
1,128.4 |
1,128.4 |
1,105.8 |
|
R1 |
1,115.0 |
1,115.0 |
1,103.7 |
1,110.6 |
PP |
1,106.2 |
1,106.2 |
1,106.2 |
1,104.0 |
S1 |
1,092.8 |
1,092.8 |
1,099.7 |
1,088.4 |
S2 |
1,084.0 |
1,084.0 |
1,097.6 |
|
S3 |
1,061.8 |
1,070.6 |
1,095.6 |
|
S4 |
1,039.6 |
1,048.4 |
1,089.5 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.4 |
1,208.8 |
1,124.1 |
|
R3 |
1,193.7 |
1,168.1 |
1,112.9 |
|
R2 |
1,153.0 |
1,153.0 |
1,109.2 |
|
R1 |
1,127.4 |
1,127.4 |
1,105.4 |
1,119.9 |
PP |
1,112.3 |
1,112.3 |
1,112.3 |
1,108.6 |
S1 |
1,086.7 |
1,086.7 |
1,098.0 |
1,079.2 |
S2 |
1,071.6 |
1,071.6 |
1,094.2 |
|
S3 |
1,030.9 |
1,046.0 |
1,090.5 |
|
S4 |
990.2 |
1,005.3 |
1,079.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,138.0 |
1,097.3 |
40.7 |
3.7% |
19.0 |
1.7% |
11% |
False |
True |
156,515 |
10 |
1,145.8 |
1,097.3 |
48.5 |
4.4% |
17.3 |
1.6% |
9% |
False |
True |
154,342 |
20 |
1,145.8 |
1,078.1 |
67.7 |
6.1% |
20.0 |
1.8% |
35% |
False |
False |
163,906 |
40 |
1,148.0 |
1,044.5 |
103.5 |
9.4% |
21.1 |
1.9% |
55% |
False |
False |
142,270 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
21.0 |
1.9% |
47% |
False |
False |
97,700 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
22.4 |
2.0% |
31% |
False |
False |
74,329 |
100 |
1,229.0 |
1,029.0 |
200.0 |
18.2% |
21.2 |
1.9% |
36% |
False |
False |
59,821 |
120 |
1,229.0 |
989.3 |
239.7 |
21.8% |
20.1 |
1.8% |
47% |
False |
False |
50,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.9 |
2.618 |
1,177.6 |
1.618 |
1,155.4 |
1.000 |
1,141.7 |
0.618 |
1,133.2 |
HIGH |
1,119.5 |
0.618 |
1,111.0 |
0.500 |
1,108.4 |
0.382 |
1,105.8 |
LOW |
1,097.3 |
0.618 |
1,083.6 |
1.000 |
1,075.1 |
1.618 |
1,061.4 |
2.618 |
1,039.2 |
4.250 |
1,003.0 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.4 |
1,112.8 |
PP |
1,106.2 |
1,109.1 |
S1 |
1,103.9 |
1,105.4 |
|