Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.4 |
1,091.6 |
4.2 |
0.4% |
1,108.0 |
High |
1,095.6 |
1,109.8 |
14.2 |
1.3% |
1,109.8 |
Low |
1,085.5 |
1,088.5 |
3.0 |
0.3% |
1,084.8 |
Close |
1,092.9 |
1,104.3 |
11.4 |
1.0% |
1,104.3 |
Range |
10.1 |
21.3 |
11.2 |
110.9% |
25.0 |
ATR |
18.3 |
18.5 |
0.2 |
1.2% |
0.0 |
Volume |
178,057 |
159,336 |
-18,721 |
-10.5% |
819,098 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.8 |
1,155.8 |
1,116.0 |
|
R3 |
1,143.5 |
1,134.5 |
1,110.2 |
|
R2 |
1,122.2 |
1,122.2 |
1,108.2 |
|
R1 |
1,113.2 |
1,113.2 |
1,106.3 |
1,117.7 |
PP |
1,100.9 |
1,100.9 |
1,100.9 |
1,103.1 |
S1 |
1,091.9 |
1,091.9 |
1,102.3 |
1,096.4 |
S2 |
1,079.6 |
1,079.6 |
1,100.4 |
|
S3 |
1,058.3 |
1,070.6 |
1,098.4 |
|
S4 |
1,037.0 |
1,049.3 |
1,092.6 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.6 |
1,164.5 |
1,118.1 |
|
R3 |
1,149.6 |
1,139.5 |
1,111.2 |
|
R2 |
1,124.6 |
1,124.6 |
1,108.9 |
|
R1 |
1,114.5 |
1,114.5 |
1,106.6 |
1,107.1 |
PP |
1,099.6 |
1,099.6 |
1,099.6 |
1,095.9 |
S1 |
1,089.5 |
1,089.5 |
1,102.0 |
1,082.1 |
S2 |
1,074.6 |
1,074.6 |
1,099.7 |
|
S3 |
1,049.6 |
1,064.5 |
1,097.4 |
|
S4 |
1,024.6 |
1,039.5 |
1,090.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.8 |
1,084.8 |
25.0 |
2.3% |
16.6 |
1.5% |
78% |
True |
False |
163,819 |
10 |
1,133.9 |
1,084.8 |
49.1 |
4.4% |
16.6 |
1.5% |
40% |
False |
False |
150,589 |
20 |
1,145.8 |
1,084.8 |
61.0 |
5.5% |
16.9 |
1.5% |
32% |
False |
False |
152,465 |
40 |
1,145.8 |
1,044.5 |
101.3 |
9.2% |
20.2 |
1.8% |
59% |
False |
False |
166,955 |
60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
20.3 |
1.8% |
49% |
False |
False |
122,085 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
21.6 |
2.0% |
32% |
False |
False |
92,636 |
100 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
21.2 |
1.9% |
32% |
False |
False |
74,740 |
120 |
1,229.0 |
1,004.0 |
225.0 |
20.4% |
20.3 |
1.8% |
45% |
False |
False |
62,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.3 |
2.618 |
1,165.6 |
1.618 |
1,144.3 |
1.000 |
1,131.1 |
0.618 |
1,123.0 |
HIGH |
1,109.8 |
0.618 |
1,101.7 |
0.500 |
1,099.2 |
0.382 |
1,096.6 |
LOW |
1,088.5 |
0.618 |
1,075.3 |
1.000 |
1,067.2 |
1.618 |
1,054.0 |
2.618 |
1,032.7 |
4.250 |
998.0 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,102.6 |
1,102.0 |
PP |
1,100.9 |
1,099.6 |
S1 |
1,099.2 |
1,097.3 |
|