Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,146.00 |
1,146.00 |
0.00 |
0.0% |
1,131.75 |
High |
1,152.00 |
1,146.50 |
-5.50 |
-0.5% |
1,152.00 |
Low |
1,142.00 |
1,136.50 |
-5.50 |
-0.5% |
1,127.00 |
Close |
1,146.50 |
1,145.75 |
-0.75 |
-0.1% |
1,146.50 |
Range |
10.00 |
10.00 |
0.00 |
0.0% |
25.00 |
ATR |
13.67 |
13.41 |
-0.26 |
-1.9% |
0.00 |
Volume |
1,467,691 |
1,866,265 |
398,574 |
27.2% |
2,020,860 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.00 |
1,169.25 |
1,151.25 |
|
R3 |
1,163.00 |
1,159.25 |
1,148.50 |
|
R2 |
1,153.00 |
1,153.00 |
1,147.50 |
|
R1 |
1,149.25 |
1,149.25 |
1,146.75 |
1,146.00 |
PP |
1,143.00 |
1,143.00 |
1,143.00 |
1,141.25 |
S1 |
1,139.25 |
1,139.25 |
1,144.75 |
1,136.00 |
S2 |
1,133.00 |
1,133.00 |
1,144.00 |
|
S3 |
1,123.00 |
1,129.25 |
1,143.00 |
|
S4 |
1,113.00 |
1,119.25 |
1,140.25 |
|
|
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% |
11.00 |
1.0% |
75% |
False |
False |
769,986 |
10 |
1,152.00 |
1,108.00 |
44.00 |
3.8% |
10.75 |
0.9% |
86% |
False |
False |
399,012 |
20 |
1,152.00 |
1,069.25 |
82.75 |
7.2% |
12.50 |
1.1% |
92% |
False |
False |
202,953 |
40 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
16.75 |
1.5% |
95% |
False |
False |
102,735 |
60 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
14.75 |
1.3% |
95% |
False |
False |
68,695 |
80 |
1,152.00 |
1,036.25 |
115.75 |
10.1% |
14.00 |
1.2% |
95% |
False |
False |
51,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.00 |
2.618 |
1,172.75 |
1.618 |
1,162.75 |
1.000 |
1,156.50 |
0.618 |
1,152.75 |
HIGH |
1,146.50 |
0.618 |
1,142.75 |
0.500 |
1,141.50 |
0.382 |
1,140.25 |
LOW |
1,136.50 |
0.618 |
1,130.25 |
1.000 |
1,126.50 |
1.618 |
1,120.25 |
2.618 |
1,110.25 |
4.250 |
1,094.00 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,144.25 |
1,144.75 |
PP |
1,143.00 |
1,144.00 |
S1 |
1,141.50 |
1,143.00 |
|