Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,917.00 |
1,928.50 |
11.50 |
0.6% |
1,882.00 |
High |
1,932.25 |
1,943.75 |
11.50 |
0.6% |
1,929.75 |
Low |
1,916.50 |
1,927.25 |
10.75 |
0.6% |
1,879.00 |
Close |
1,928.50 |
1,934.00 |
5.50 |
0.3% |
1,924.25 |
Range |
15.75 |
16.50 |
0.75 |
4.8% |
50.75 |
ATR |
23.65 |
23.14 |
-0.51 |
-2.2% |
0.00 |
Volume |
256,111 |
270,071 |
13,960 |
5.5% |
260,280 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.50 |
1,975.75 |
1,943.00 |
|
R3 |
1,968.00 |
1,959.25 |
1,938.50 |
|
R2 |
1,951.50 |
1,951.50 |
1,937.00 |
|
R1 |
1,942.75 |
1,942.75 |
1,935.50 |
1,947.00 |
PP |
1,935.00 |
1,935.00 |
1,935.00 |
1,937.25 |
S1 |
1,926.25 |
1,926.25 |
1,932.50 |
1,930.50 |
S2 |
1,918.50 |
1,918.50 |
1,931.00 |
|
S3 |
1,902.00 |
1,909.75 |
1,929.50 |
|
S4 |
1,885.50 |
1,893.25 |
1,925.00 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.25 |
2,044.50 |
1,952.25 |
|
R3 |
2,012.50 |
1,993.75 |
1,938.25 |
|
R2 |
1,961.75 |
1,961.75 |
1,933.50 |
|
R1 |
1,943.00 |
1,943.00 |
1,929.00 |
1,952.50 |
PP |
1,911.00 |
1,911.00 |
1,911.00 |
1,915.75 |
S1 |
1,892.25 |
1,892.25 |
1,919.50 |
1,901.50 |
S2 |
1,860.25 |
1,860.25 |
1,915.00 |
|
S3 |
1,809.50 |
1,841.50 |
1,910.25 |
|
S4 |
1,758.75 |
1,790.75 |
1,896.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,943.75 |
1,903.75 |
40.00 |
2.1% |
17.00 |
0.9% |
76% |
True |
False |
196,616 |
10 |
1,943.75 |
1,842.00 |
101.75 |
5.3% |
19.50 |
1.0% |
90% |
True |
False |
100,353 |
20 |
1,943.75 |
1,778.50 |
165.25 |
8.5% |
22.00 |
1.1% |
94% |
True |
False |
50,477 |
40 |
1,943.75 |
1,708.50 |
235.25 |
12.2% |
28.75 |
1.5% |
96% |
True |
False |
25,505 |
60 |
1,943.75 |
1,708.50 |
235.25 |
12.2% |
26.50 |
1.4% |
96% |
True |
False |
17,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.00 |
2.618 |
1,987.00 |
1.618 |
1,970.50 |
1.000 |
1,960.25 |
0.618 |
1,954.00 |
HIGH |
1,943.75 |
0.618 |
1,937.50 |
0.500 |
1,935.50 |
0.382 |
1,933.50 |
LOW |
1,927.25 |
0.618 |
1,917.00 |
1.000 |
1,910.75 |
1.618 |
1,900.50 |
2.618 |
1,884.00 |
4.250 |
1,857.00 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,935.50 |
1,930.50 |
PP |
1,935.00 |
1,927.25 |
S1 |
1,934.50 |
1,923.75 |
|