Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,124.5 |
1,125.8 |
1.3 |
0.1% |
1,101.7 |
High |
1,129.5 |
1,127.5 |
-2.0 |
-0.2% |
1,133.9 |
Low |
1,118.2 |
1,101.0 |
-17.2 |
-1.5% |
1,101.0 |
Close |
1,127.5 |
1,107.6 |
-19.9 |
-1.8% |
1,107.6 |
Range |
11.3 |
26.5 |
15.2 |
134.5% |
32.9 |
ATR |
18.7 |
19.3 |
0.6 |
3.0% |
0.0 |
Volume |
130,316 |
123,991 |
-6,325 |
-4.9% |
686,792 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.5 |
1,176.1 |
1,122.2 |
|
R3 |
1,165.0 |
1,149.6 |
1,114.9 |
|
R2 |
1,138.5 |
1,138.5 |
1,112.5 |
|
R1 |
1,123.1 |
1,123.1 |
1,110.0 |
1,117.6 |
PP |
1,112.0 |
1,112.0 |
1,112.0 |
1,109.3 |
S1 |
1,096.6 |
1,096.6 |
1,105.2 |
1,091.1 |
S2 |
1,085.5 |
1,085.5 |
1,102.7 |
|
S3 |
1,059.0 |
1,070.1 |
1,100.3 |
|
S4 |
1,032.5 |
1,043.6 |
1,093.0 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.9 |
1,193.1 |
1,125.7 |
|
R3 |
1,180.0 |
1,160.2 |
1,116.6 |
|
R2 |
1,147.1 |
1,147.1 |
1,113.6 |
|
R1 |
1,127.3 |
1,127.3 |
1,110.6 |
1,137.2 |
PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,119.1 |
S1 |
1,094.4 |
1,094.4 |
1,104.6 |
1,104.3 |
S2 |
1,081.3 |
1,081.3 |
1,101.6 |
|
S3 |
1,048.4 |
1,061.5 |
1,098.6 |
|
S4 |
1,015.5 |
1,028.6 |
1,089.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,133.9 |
1,101.0 |
32.9 |
3.0% |
16.5 |
1.5% |
20% |
False |
True |
137,358 |
10 |
1,138.0 |
1,097.3 |
40.7 |
3.7% |
17.7 |
1.6% |
25% |
False |
False |
146,936 |
20 |
1,145.8 |
1,088.5 |
57.3 |
5.2% |
17.7 |
1.6% |
33% |
False |
False |
154,145 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.1% |
20.4 |
1.8% |
62% |
False |
False |
155,496 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
20.2 |
1.8% |
52% |
False |
False |
108,743 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
22.4 |
2.0% |
34% |
False |
False |
82,756 |
100 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
21.2 |
1.9% |
39% |
False |
False |
66,607 |
120 |
1,229.0 |
989.3 |
239.7 |
21.6% |
20.2 |
1.8% |
49% |
False |
False |
55,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.1 |
2.618 |
1,196.9 |
1.618 |
1,170.4 |
1.000 |
1,154.0 |
0.618 |
1,143.9 |
HIGH |
1,127.5 |
0.618 |
1,117.4 |
0.500 |
1,114.3 |
0.382 |
1,111.1 |
LOW |
1,101.0 |
0.618 |
1,084.6 |
1.000 |
1,074.5 |
1.618 |
1,058.1 |
2.618 |
1,031.6 |
4.250 |
988.4 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,114.3 |
1,117.5 |
PP |
1,112.0 |
1,114.2 |
S1 |
1,109.8 |
1,110.9 |
|