Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,164.25 |
1,162.25 |
-2.00 |
-0.2% |
1,153.25 |
High |
1,176.50 |
1,169.75 |
-6.75 |
-0.6% |
1,176.50 |
Low |
1,160.25 |
1,156.50 |
-3.75 |
-0.3% |
1,146.75 |
Close |
1,162.75 |
1,163.50 |
0.75 |
0.1% |
1,163.50 |
Range |
16.25 |
13.25 |
-3.00 |
-18.5% |
29.75 |
ATR |
12.99 |
13.01 |
0.02 |
0.1% |
0.00 |
Volume |
1,992,386 |
2,355,473 |
363,087 |
18.2% |
10,285,997 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.00 |
1,196.50 |
1,170.75 |
|
R3 |
1,189.75 |
1,183.25 |
1,167.25 |
|
R2 |
1,176.50 |
1,176.50 |
1,166.00 |
|
R1 |
1,170.00 |
1,170.00 |
1,164.75 |
1,173.25 |
PP |
1,163.25 |
1,163.25 |
1,163.25 |
1,165.00 |
S1 |
1,156.75 |
1,156.75 |
1,162.25 |
1,160.00 |
S2 |
1,150.00 |
1,150.00 |
1,161.00 |
|
S3 |
1,136.75 |
1,143.50 |
1,159.75 |
|
S4 |
1,123.50 |
1,130.25 |
1,156.25 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.50 |
1,237.25 |
1,179.75 |
|
R3 |
1,221.75 |
1,207.50 |
1,171.75 |
|
R2 |
1,192.00 |
1,192.00 |
1,169.00 |
|
R1 |
1,177.75 |
1,177.75 |
1,166.25 |
1,185.00 |
PP |
1,162.25 |
1,162.25 |
1,162.25 |
1,165.75 |
S1 |
1,148.00 |
1,148.00 |
1,160.75 |
1,155.00 |
S2 |
1,132.50 |
1,132.50 |
1,158.00 |
|
S3 |
1,102.75 |
1,118.25 |
1,155.25 |
|
S4 |
1,073.00 |
1,088.50 |
1,147.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,176.50 |
1,146.75 |
29.75 |
2.6% |
13.25 |
1.1% |
56% |
False |
False |
2,057,199 |
10 |
1,176.50 |
1,136.50 |
40.00 |
3.4% |
12.25 |
1.0% |
68% |
False |
False |
1,971,487 |
20 |
1,176.50 |
1,099.25 |
77.25 |
6.6% |
11.50 |
1.0% |
83% |
False |
False |
1,092,302 |
40 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
14.75 |
1.3% |
91% |
False |
False |
548,487 |
60 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
15.25 |
1.3% |
91% |
False |
False |
366,134 |
80 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
14.25 |
1.2% |
91% |
False |
False |
274,637 |
100 |
1,176.50 |
1,019.00 |
157.50 |
13.5% |
13.75 |
1.2% |
92% |
False |
False |
219,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.00 |
2.618 |
1,204.50 |
1.618 |
1,191.25 |
1.000 |
1,183.00 |
0.618 |
1,178.00 |
HIGH |
1,169.75 |
0.618 |
1,164.75 |
0.500 |
1,163.00 |
0.382 |
1,161.50 |
LOW |
1,156.50 |
0.618 |
1,148.25 |
1.000 |
1,143.25 |
1.618 |
1,135.00 |
2.618 |
1,121.75 |
4.250 |
1,100.25 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,163.50 |
1,166.50 |
PP |
1,163.25 |
1,165.50 |
S1 |
1,163.00 |
1,164.50 |
|