Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,140.50 |
1,146.00 |
5.50 |
0.5% |
1,131.75 |
High |
1,146.25 |
1,152.00 |
5.75 |
0.5% |
1,152.00 |
Low |
1,134.00 |
1,142.00 |
8.00 |
0.7% |
1,127.00 |
Close |
1,146.00 |
1,146.50 |
0.50 |
0.0% |
1,146.50 |
Range |
12.25 |
10.00 |
-2.25 |
-18.4% |
25.00 |
ATR |
13.95 |
13.67 |
-0.28 |
-2.0% |
0.00 |
Volume |
357,616 |
1,467,691 |
1,110,075 |
310.4% |
2,020,860 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.75 |
1,171.75 |
1,152.00 |
|
R3 |
1,166.75 |
1,161.75 |
1,149.25 |
|
R2 |
1,156.75 |
1,156.75 |
1,148.25 |
|
R1 |
1,151.75 |
1,151.75 |
1,147.50 |
1,154.25 |
PP |
1,146.75 |
1,146.75 |
1,146.75 |
1,148.00 |
S1 |
1,141.75 |
1,141.75 |
1,145.50 |
1,144.25 |
S2 |
1,136.75 |
1,136.75 |
1,144.75 |
|
S3 |
1,126.75 |
1,131.75 |
1,143.75 |
|
S4 |
1,116.75 |
1,121.75 |
1,141.00 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.75 |
1,206.75 |
1,160.25 |
|
R3 |
1,191.75 |
1,181.75 |
1,153.50 |
|
R2 |
1,166.75 |
1,166.75 |
1,151.00 |
|
R1 |
1,156.75 |
1,156.75 |
1,148.75 |
1,161.75 |
PP |
1,141.75 |
1,141.75 |
1,141.75 |
1,144.50 |
S1 |
1,131.75 |
1,131.75 |
1,144.25 |
1,136.75 |
S2 |
1,116.75 |
1,116.75 |
1,142.00 |
|
S3 |
1,091.75 |
1,106.75 |
1,139.50 |
|
S4 |
1,066.75 |
1,081.75 |
1,132.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,152.00 |
1,127.00 |
25.00 |
2.2% |
10.25 |
0.9% |
78% |
True |
False |
404,172 |
10 |
1,152.00 |
1,099.25 |
52.75 |
4.6% |
10.75 |
0.9% |
90% |
True |
False |
213,116 |
20 |
1,152.00 |
1,055.25 |
96.75 |
8.4% |
13.00 |
1.1% |
94% |
True |
False |
109,820 |
40 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
16.75 |
1.5% |
95% |
True |
False |
56,108 |
60 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
14.75 |
1.3% |
95% |
True |
False |
37,591 |
80 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
14.00 |
1.2% |
95% |
True |
False |
28,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.50 |
2.618 |
1,178.25 |
1.618 |
1,168.25 |
1.000 |
1,162.00 |
0.618 |
1,158.25 |
HIGH |
1,152.00 |
0.618 |
1,148.25 |
0.500 |
1,147.00 |
0.382 |
1,145.75 |
LOW |
1,142.00 |
0.618 |
1,135.75 |
1.000 |
1,132.00 |
1.618 |
1,125.75 |
2.618 |
1,115.75 |
4.250 |
1,099.50 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,147.00 |
1,145.25 |
PP |
1,146.75 |
1,144.00 |
S1 |
1,146.75 |
1,142.75 |
|