Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,154.75 |
1,160.75 |
6.00 |
0.5% |
1,131.75 |
High |
1,165.50 |
1,164.00 |
-1.50 |
-0.1% |
1,152.00 |
Low |
1,154.00 |
1,156.25 |
2.25 |
0.2% |
1,127.00 |
Close |
1,161.00 |
1,161.25 |
0.25 |
0.0% |
1,146.50 |
Range |
11.50 |
7.75 |
-3.75 |
-32.6% |
25.00 |
ATR |
13.13 |
12.75 |
-0.38 |
-2.9% |
0.00 |
Volume |
2,010,549 |
2,038,542 |
27,993 |
1.4% |
2,020,860 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.75 |
1,180.25 |
1,165.50 |
|
R3 |
1,176.00 |
1,172.50 |
1,163.50 |
|
R2 |
1,168.25 |
1,168.25 |
1,162.75 |
|
R1 |
1,164.75 |
1,164.75 |
1,162.00 |
1,166.50 |
PP |
1,160.50 |
1,160.50 |
1,160.50 |
1,161.50 |
S1 |
1,157.00 |
1,157.00 |
1,160.50 |
1,158.75 |
S2 |
1,152.75 |
1,152.75 |
1,159.75 |
|
S3 |
1,145.00 |
1,149.25 |
1,159.00 |
|
S4 |
1,137.25 |
1,141.50 |
1,157.00 |
|
|
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 |
1,165.50 |
1,136.50 |
29.00 |
2.5% |
10.00 |
0.9% |
85% |
False |
False |
1,815,385 |
10 |
1,165.50 |
1,117.00 |
48.50 |
4.2% |
11.00 |
0.9% |
91% |
False |
False |
965,810 |
20 |
1,165.50 |
1,080.00 |
85.50 |
7.4% |
12.00 |
1.0% |
95% |
False |
False |
489,498 |
40 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
16.00 |
1.4% |
97% |
False |
False |
246,244 |
60 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.75 |
1.3% |
97% |
False |
False |
164,407 |
80 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.00 |
1.2% |
97% |
False |
False |
123,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.00 |
2.618 |
1,184.25 |
1.618 |
1,176.50 |
1.000 |
1,171.75 |
0.618 |
1,168.75 |
HIGH |
1,164.00 |
0.618 |
1,161.00 |
0.500 |
1,160.00 |
0.382 |
1,159.25 |
LOW |
1,156.25 |
0.618 |
1,151.50 |
1.000 |
1,148.50 |
1.618 |
1,143.75 |
2.618 |
1,136.00 |
4.250 |
1,123.25 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,161.00 |
1,159.25 |
PP |
1,160.50 |
1,157.00 |
S1 |
1,160.00 |
1,155.00 |
|