Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,161.75 |
1,169.25 |
7.50 |
0.6% |
1,146.00 |
High |
1,170.50 |
1,170.00 |
-0.50 |
0.0% |
1,165.50 |
Low |
1,159.00 |
1,161.00 |
2.00 |
0.2% |
1,136.50 |
Close |
1,169.50 |
1,164.50 |
-5.00 |
-0.4% |
1,156.25 |
Range |
11.50 |
9.00 |
-2.50 |
-21.7% |
29.00 |
ATR |
13.03 |
12.74 |
-0.29 |
-2.2% |
0.00 |
Volume |
1,915,803 |
1,856,410 |
-59,393 |
-3.1% |
9,428,879 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.25 |
1,187.25 |
1,169.50 |
|
R3 |
1,183.25 |
1,178.25 |
1,167.00 |
|
R2 |
1,174.25 |
1,174.25 |
1,166.25 |
|
R1 |
1,169.25 |
1,169.25 |
1,165.25 |
1,167.25 |
PP |
1,165.25 |
1,165.25 |
1,165.25 |
1,164.00 |
S1 |
1,160.25 |
1,160.25 |
1,163.75 |
1,158.25 |
S2 |
1,156.25 |
1,156.25 |
1,162.75 |
|
S3 |
1,147.25 |
1,151.25 |
1,162.00 |
|
S4 |
1,138.25 |
1,142.25 |
1,159.50 |
|
|
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% |
12.00 |
1.0% |
75% |
False |
False |
1,959,264 |
10 |
1,170.50 |
1,134.00 |
36.50 |
3.1% |
11.50 |
1.0% |
84% |
False |
False |
1,719,232 |
20 |
1,170.50 |
1,080.00 |
90.50 |
7.8% |
11.50 |
1.0% |
93% |
False |
False |
875,858 |
40 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
15.25 |
1.3% |
96% |
False |
False |
439,982 |
60 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
15.00 |
1.3% |
96% |
False |
False |
293,685 |
80 |
1,170.50 |
1,036.25 |
134.25 |
11.5% |
14.25 |
1.2% |
96% |
False |
False |
220,290 |
100 |
1,170.50 |
1,019.00 |
151.50 |
13.0% |
13.75 |
1.2% |
96% |
False |
False |
176,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.25 |
2.618 |
1,193.50 |
1.618 |
1,184.50 |
1.000 |
1,179.00 |
0.618 |
1,175.50 |
HIGH |
1,170.00 |
0.618 |
1,166.50 |
0.500 |
1,165.50 |
0.382 |
1,164.50 |
LOW |
1,161.00 |
0.618 |
1,155.50 |
1.000 |
1,152.00 |
1.618 |
1,146.50 |
2.618 |
1,137.50 |
4.250 |
1,122.75 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,165.50 |
1,162.50 |
PP |
1,165.25 |
1,160.50 |
S1 |
1,164.75 |
1,158.50 |
|