Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,146.00 |
1,145.75 |
-0.25 |
0.0% |
1,131.75 |
High |
1,146.50 |
1,155.75 |
9.25 |
0.8% |
1,152.00 |
Low |
1,136.50 |
1,144.50 |
8.00 |
0.7% |
1,127.00 |
Close |
1,145.75 |
1,154.75 |
9.00 |
0.8% |
1,146.50 |
Range |
10.00 |
11.25 |
1.25 |
12.5% |
25.00 |
ATR |
13.41 |
13.26 |
-0.15 |
-1.2% |
0.00 |
Volume |
1,866,265 |
1,693,881 |
-172,384 |
-9.2% |
2,020,860 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.50 |
1,181.25 |
1,161.00 |
|
R3 |
1,174.25 |
1,170.00 |
1,157.75 |
|
R2 |
1,163.00 |
1,163.00 |
1,156.75 |
|
R1 |
1,158.75 |
1,158.75 |
1,155.75 |
1,161.00 |
PP |
1,151.75 |
1,151.75 |
1,151.75 |
1,152.75 |
S1 |
1,147.50 |
1,147.50 |
1,153.75 |
1,149.50 |
S2 |
1,140.50 |
1,140.50 |
1,152.75 |
|
S3 |
1,129.25 |
1,136.25 |
1,151.75 |
|
S4 |
1,118.00 |
1,125.00 |
1,148.50 |
|
|
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 |
1,155.75 |
1,133.50 |
22.25 |
1.9% |
10.75 |
0.9% |
96% |
True |
False |
1,098,699 |
10 |
1,155.75 |
1,109.50 |
46.25 |
4.0% |
10.75 |
0.9% |
98% |
True |
False |
566,376 |
20 |
1,155.75 |
1,080.00 |
75.75 |
6.6% |
12.00 |
1.0% |
99% |
True |
False |
287,506 |
40 |
1,155.75 |
1,036.25 |
119.50 |
10.3% |
16.50 |
1.4% |
99% |
True |
False |
145,074 |
60 |
1,155.75 |
1,036.25 |
119.50 |
10.3% |
14.75 |
1.3% |
99% |
True |
False |
96,926 |
80 |
1,155.75 |
1,036.25 |
119.50 |
10.3% |
14.00 |
1.2% |
99% |
True |
False |
72,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,203.50 |
2.618 |
1,185.25 |
1.618 |
1,174.00 |
1.000 |
1,167.00 |
0.618 |
1,162.75 |
HIGH |
1,155.75 |
0.618 |
1,151.50 |
0.500 |
1,150.00 |
0.382 |
1,148.75 |
LOW |
1,144.50 |
0.618 |
1,137.50 |
1.000 |
1,133.25 |
1.618 |
1,126.25 |
2.618 |
1,115.00 |
4.250 |
1,096.75 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,153.25 |
1,152.00 |
PP |
1,151.75 |
1,149.00 |
S1 |
1,150.00 |
1,146.00 |
|