Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,125.8 |
1,108.0 |
-17.8 |
-1.6% |
1,101.7 |
High |
1,127.5 |
1,108.6 |
-18.9 |
-1.7% |
1,133.9 |
Low |
1,101.0 |
1,092.1 |
-8.9 |
-0.8% |
1,101.0 |
Close |
1,107.6 |
1,099.5 |
-8.1 |
-0.7% |
1,107.6 |
Range |
26.5 |
16.5 |
-10.0 |
-37.7% |
32.9 |
ATR |
19.3 |
19.1 |
-0.2 |
-1.0% |
0.0 |
Volume |
123,991 |
176,491 |
52,500 |
42.3% |
686,792 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.6 |
1,141.0 |
1,108.6 |
|
R3 |
1,133.1 |
1,124.5 |
1,104.0 |
|
R2 |
1,116.6 |
1,116.6 |
1,102.5 |
|
R1 |
1,108.0 |
1,108.0 |
1,101.0 |
1,104.1 |
PP |
1,100.1 |
1,100.1 |
1,100.1 |
1,098.1 |
S1 |
1,091.5 |
1,091.5 |
1,098.0 |
1,087.6 |
S2 |
1,083.6 |
1,083.6 |
1,096.5 |
|
S3 |
1,067.1 |
1,075.0 |
1,095.0 |
|
S4 |
1,050.6 |
1,058.5 |
1,090.4 |
|
|
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 |
1,092.1 |
41.8 |
3.8% |
18.2 |
1.7% |
18% |
False |
True |
140,685 |
10 |
1,133.9 |
1,092.1 |
41.8 |
3.8% |
17.4 |
1.6% |
18% |
False |
True |
149,582 |
20 |
1,145.8 |
1,088.5 |
57.3 |
5.2% |
17.5 |
1.6% |
19% |
False |
False |
154,421 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.2% |
20.4 |
1.9% |
54% |
False |
False |
158,688 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
20.1 |
1.8% |
45% |
False |
False |
111,615 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.8% |
22.3 |
2.0% |
30% |
False |
False |
84,864 |
100 |
1,229.0 |
1,029.0 |
200.0 |
18.2% |
21.1 |
1.9% |
35% |
False |
False |
68,362 |
120 |
1,229.0 |
989.3 |
239.7 |
21.8% |
20.2 |
1.8% |
46% |
False |
False |
57,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,178.7 |
2.618 |
1,151.8 |
1.618 |
1,135.3 |
1.000 |
1,125.1 |
0.618 |
1,118.8 |
HIGH |
1,108.6 |
0.618 |
1,102.3 |
0.500 |
1,100.4 |
0.382 |
1,098.4 |
LOW |
1,092.1 |
0.618 |
1,081.9 |
1.000 |
1,075.6 |
1.618 |
1,065.4 |
2.618 |
1,048.9 |
4.250 |
1,022.0 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,100.4 |
1,110.8 |
PP |
1,100.1 |
1,107.0 |
S1 |
1,099.8 |
1,103.3 |
|