Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,131.75 |
1,132.50 |
0.75 |
0.1% |
1,101.25 |
High |
1,135.75 |
1,140.50 |
4.75 |
0.4% |
1,134.25 |
Low |
1,130.25 |
1,127.00 |
-3.25 |
-0.3% |
1,099.25 |
Close |
1,132.50 |
1,135.75 |
3.25 |
0.3% |
1,131.75 |
Range |
5.50 |
13.50 |
8.00 |
145.5% |
35.00 |
ATR |
14.49 |
14.42 |
-0.07 |
-0.5% |
0.00 |
Volume |
37,193 |
50,317 |
13,124 |
35.3% |
110,309 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.00 |
1,168.75 |
1,143.25 |
|
R3 |
1,161.50 |
1,155.25 |
1,139.50 |
|
R2 |
1,148.00 |
1,148.00 |
1,138.25 |
|
R1 |
1,141.75 |
1,141.75 |
1,137.00 |
1,145.00 |
PP |
1,134.50 |
1,134.50 |
1,134.50 |
1,136.00 |
S1 |
1,128.25 |
1,128.25 |
1,134.50 |
1,131.50 |
S2 |
1,121.00 |
1,121.00 |
1,133.25 |
|
S3 |
1,107.50 |
1,114.75 |
1,132.00 |
|
S4 |
1,094.00 |
1,101.25 |
1,128.25 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.75 |
1,214.25 |
1,151.00 |
|
R3 |
1,191.75 |
1,179.25 |
1,141.50 |
|
R2 |
1,156.75 |
1,156.75 |
1,138.25 |
|
R1 |
1,144.25 |
1,144.25 |
1,135.00 |
1,150.50 |
PP |
1,121.75 |
1,121.75 |
1,121.75 |
1,125.00 |
S1 |
1,109.25 |
1,109.25 |
1,128.50 |
1,115.50 |
S2 |
1,086.75 |
1,086.75 |
1,125.25 |
|
S3 |
1,051.75 |
1,074.25 |
1,122.00 |
|
S4 |
1,016.75 |
1,039.25 |
1,112.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,140.50 |
1,109.50 |
31.00 |
2.7% |
11.00 |
1.0% |
85% |
True |
False |
34,053 |
10 |
1,140.50 |
1,080.00 |
60.50 |
5.3% |
11.75 |
1.0% |
92% |
True |
False |
22,661 |
20 |
1,140.50 |
1,049.75 |
90.75 |
8.0% |
14.25 |
1.3% |
95% |
True |
False |
13,841 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
17.00 |
1.5% |
93% |
False |
False |
7,827 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.75 |
1.3% |
93% |
False |
False |
5,378 |
80 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.00 |
1.2% |
93% |
False |
False |
4,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.00 |
2.618 |
1,175.75 |
1.618 |
1,162.25 |
1.000 |
1,154.00 |
0.618 |
1,148.75 |
HIGH |
1,140.50 |
0.618 |
1,135.25 |
0.500 |
1,133.75 |
0.382 |
1,132.25 |
LOW |
1,127.00 |
0.618 |
1,118.75 |
1.000 |
1,113.50 |
1.618 |
1,105.25 |
2.618 |
1,091.75 |
4.250 |
1,069.50 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.00 |
1,133.50 |
PP |
1,134.50 |
1,131.00 |
S1 |
1,133.75 |
1,128.75 |
|