Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,161.25 |
1,153.25 |
-8.00 |
-0.7% |
1,146.00 |
High |
1,165.00 |
1,163.25 |
-1.75 |
-0.2% |
1,165.50 |
Low |
1,150.25 |
1,146.75 |
-3.50 |
-0.3% |
1,136.50 |
Close |
1,156.25 |
1,162.00 |
5.75 |
0.5% |
1,156.25 |
Range |
14.75 |
16.50 |
1.75 |
11.9% |
29.00 |
ATR |
12.89 |
13.15 |
0.26 |
2.0% |
0.00 |
Volume |
1,819,642 |
2,165,925 |
346,283 |
19.0% |
9,428,879 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.75 |
1,201.00 |
1,171.00 |
|
R3 |
1,190.25 |
1,184.50 |
1,166.50 |
|
R2 |
1,173.75 |
1,173.75 |
1,165.00 |
|
R1 |
1,168.00 |
1,168.00 |
1,163.50 |
1,171.00 |
PP |
1,157.25 |
1,157.25 |
1,157.25 |
1,158.75 |
S1 |
1,151.50 |
1,151.50 |
1,160.50 |
1,154.50 |
S2 |
1,140.75 |
1,140.75 |
1,159.00 |
|
S3 |
1,124.25 |
1,135.00 |
1,157.50 |
|
S4 |
1,107.75 |
1,118.50 |
1,153.00 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.75 |
1,227.00 |
1,172.25 |
|
R3 |
1,210.75 |
1,198.00 |
1,164.25 |
|
R2 |
1,181.75 |
1,181.75 |
1,161.50 |
|
R1 |
1,169.00 |
1,169.00 |
1,159.00 |
1,175.50 |
PP |
1,152.75 |
1,152.75 |
1,152.75 |
1,156.00 |
S1 |
1,140.00 |
1,140.00 |
1,153.50 |
1,146.50 |
S2 |
1,123.75 |
1,123.75 |
1,151.00 |
|
S3 |
1,094.75 |
1,111.00 |
1,148.25 |
|
S4 |
1,065.75 |
1,082.00 |
1,140.25 |
|
|
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 |
1,144.50 |
21.00 |
1.8% |
12.25 |
1.1% |
83% |
False |
False |
1,945,707 |
10 |
1,165.50 |
1,127.00 |
38.50 |
3.3% |
11.75 |
1.0% |
91% |
False |
False |
1,357,847 |
20 |
1,165.50 |
1,080.00 |
85.50 |
7.4% |
12.25 |
1.0% |
96% |
False |
False |
688,216 |
40 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
15.50 |
1.3% |
97% |
False |
False |
345,756 |
60 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.75 |
1.3% |
97% |
False |
False |
230,828 |
80 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.25 |
1.2% |
97% |
False |
False |
173,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,233.50 |
2.618 |
1,206.50 |
1.618 |
1,190.00 |
1.000 |
1,179.75 |
0.618 |
1,173.50 |
HIGH |
1,163.25 |
0.618 |
1,157.00 |
0.500 |
1,155.00 |
0.382 |
1,153.00 |
LOW |
1,146.75 |
0.618 |
1,136.50 |
1.000 |
1,130.25 |
1.618 |
1,120.00 |
2.618 |
1,103.50 |
4.250 |
1,076.50 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,159.75 |
1,160.00 |
PP |
1,157.25 |
1,158.00 |
S1 |
1,155.00 |
1,156.00 |
|