Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,153.25 |
1,161.75 |
8.50 |
0.7% |
1,146.00 |
High |
1,163.25 |
1,170.50 |
7.25 |
0.6% |
1,165.50 |
Low |
1,146.75 |
1,159.00 |
12.25 |
1.1% |
1,136.50 |
Close |
1,162.00 |
1,169.50 |
7.50 |
0.6% |
1,156.25 |
Range |
16.50 |
11.50 |
-5.00 |
-30.3% |
29.00 |
ATR |
13.15 |
13.03 |
-0.12 |
-0.9% |
0.00 |
Volume |
2,165,925 |
1,915,803 |
-250,122 |
-11.5% |
9,428,879 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.75 |
1,196.75 |
1,175.75 |
|
R3 |
1,189.25 |
1,185.25 |
1,172.75 |
|
R2 |
1,177.75 |
1,177.75 |
1,171.50 |
|
R1 |
1,173.75 |
1,173.75 |
1,170.50 |
1,175.75 |
PP |
1,166.25 |
1,166.25 |
1,166.25 |
1,167.50 |
S1 |
1,162.25 |
1,162.25 |
1,168.50 |
1,164.25 |
S2 |
1,154.75 |
1,154.75 |
1,167.50 |
|
S3 |
1,143.25 |
1,150.75 |
1,166.25 |
|
S4 |
1,131.75 |
1,139.25 |
1,163.25 |
|
|
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 |
1,170.50 |
1,146.75 |
23.75 |
2.0% |
12.50 |
1.1% |
96% |
True |
False |
1,990,092 |
10 |
1,170.50 |
1,133.50 |
37.00 |
3.2% |
11.50 |
1.0% |
97% |
True |
False |
1,544,395 |
20 |
1,170.50 |
1,080.00 |
90.50 |
7.7% |
11.50 |
1.0% |
99% |
True |
False |
783,528 |
40 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
15.25 |
1.3% |
99% |
True |
False |
393,597 |
60 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
14.75 |
1.3% |
99% |
True |
False |
262,751 |
80 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
14.25 |
1.2% |
99% |
True |
False |
197,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.50 |
2.618 |
1,200.50 |
1.618 |
1,189.00 |
1.000 |
1,182.00 |
0.618 |
1,177.50 |
HIGH |
1,170.50 |
0.618 |
1,166.00 |
0.500 |
1,164.75 |
0.382 |
1,163.50 |
LOW |
1,159.00 |
0.618 |
1,152.00 |
1.000 |
1,147.50 |
1.618 |
1,140.50 |
2.618 |
1,129.00 |
4.250 |
1,110.00 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,168.00 |
1,166.00 |
PP |
1,166.25 |
1,162.25 |
S1 |
1,164.75 |
1,158.50 |
|