Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,102.5 |
1,102.2 |
-0.3 |
0.0% |
1,101.7 |
High |
1,108.0 |
1,106.0 |
-2.0 |
-0.2% |
1,133.9 |
Low |
1,094.0 |
1,084.8 |
-9.2 |
-0.8% |
1,101.0 |
Close |
1,103.7 |
1,088.8 |
-14.9 |
-1.4% |
1,107.6 |
Range |
14.0 |
21.2 |
7.2 |
51.4% |
32.9 |
ATR |
18.7 |
18.9 |
0.2 |
0.9% |
0.0 |
Volume |
159,063 |
146,151 |
-12,912 |
-8.1% |
686,792 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.8 |
1,144.0 |
1,100.5 |
|
R3 |
1,135.6 |
1,122.8 |
1,094.6 |
|
R2 |
1,114.4 |
1,114.4 |
1,092.7 |
|
R1 |
1,101.6 |
1,101.6 |
1,090.7 |
1,097.4 |
PP |
1,093.2 |
1,093.2 |
1,093.2 |
1,091.1 |
S1 |
1,080.4 |
1,080.4 |
1,086.9 |
1,076.2 |
S2 |
1,072.0 |
1,072.0 |
1,084.9 |
|
S3 |
1,050.8 |
1,059.2 |
1,083.0 |
|
S4 |
1,029.6 |
1,038.0 |
1,077.1 |
|
|
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 |
1,129.5 |
1,084.8 |
44.7 |
4.1% |
17.9 |
1.6% |
9% |
False |
True |
147,202 |
10 |
1,133.9 |
1,084.8 |
49.1 |
4.5% |
16.8 |
1.5% |
8% |
False |
True |
150,651 |
20 |
1,145.8 |
1,084.8 |
61.0 |
5.6% |
17.2 |
1.6% |
7% |
False |
True |
154,740 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.3% |
20.5 |
1.9% |
44% |
False |
False |
164,258 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.2% |
20.1 |
1.8% |
36% |
False |
False |
116,553 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.9% |
22.3 |
2.0% |
24% |
False |
False |
88,555 |
100 |
1,229.0 |
1,031.8 |
197.2 |
18.1% |
21.2 |
2.0% |
29% |
False |
False |
71,380 |
120 |
1,229.0 |
989.3 |
239.7 |
22.0% |
20.3 |
1.9% |
42% |
False |
False |
59,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.1 |
2.618 |
1,161.5 |
1.618 |
1,140.3 |
1.000 |
1,127.2 |
0.618 |
1,119.1 |
HIGH |
1,106.0 |
0.618 |
1,097.9 |
0.500 |
1,095.4 |
0.382 |
1,092.9 |
LOW |
1,084.8 |
0.618 |
1,071.7 |
1.000 |
1,063.6 |
1.618 |
1,050.5 |
2.618 |
1,029.3 |
4.250 |
994.7 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,095.4 |
1,096.7 |
PP |
1,093.2 |
1,094.1 |
S1 |
1,091.0 |
1,091.4 |
|