Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,928.50 |
1,933.50 |
5.00 |
0.3% |
1,882.00 |
High |
1,943.75 |
1,942.75 |
-1.00 |
-0.1% |
1,929.75 |
Low |
1,927.25 |
1,928.75 |
1.50 |
0.1% |
1,879.00 |
Close |
1,934.00 |
1,941.75 |
7.75 |
0.4% |
1,924.25 |
Range |
16.50 |
14.00 |
-2.50 |
-15.2% |
50.75 |
ATR |
23.14 |
22.48 |
-0.65 |
-2.8% |
0.00 |
Volume |
270,071 |
280,816 |
10,745 |
4.0% |
260,280 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.75 |
1,974.75 |
1,949.50 |
|
R3 |
1,965.75 |
1,960.75 |
1,945.50 |
|
R2 |
1,951.75 |
1,951.75 |
1,944.25 |
|
R1 |
1,946.75 |
1,946.75 |
1,943.00 |
1,949.25 |
PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,939.00 |
S1 |
1,932.75 |
1,932.75 |
1,940.50 |
1,935.25 |
S2 |
1,923.75 |
1,923.75 |
1,939.25 |
|
S3 |
1,909.75 |
1,918.75 |
1,938.00 |
|
S4 |
1,895.75 |
1,904.75 |
1,934.00 |
|
|
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% |
16.25 |
0.8% |
95% |
False |
False |
248,205 |
10 |
1,943.75 |
1,855.25 |
88.50 |
4.6% |
19.25 |
1.0% |
98% |
False |
False |
128,286 |
20 |
1,943.75 |
1,778.50 |
165.25 |
8.5% |
21.75 |
1.1% |
99% |
False |
False |
64,475 |
40 |
1,943.75 |
1,708.50 |
235.25 |
12.1% |
28.00 |
1.4% |
99% |
False |
False |
32,523 |
60 |
1,943.75 |
1,708.50 |
235.25 |
12.1% |
26.25 |
1.4% |
99% |
False |
False |
21,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.25 |
2.618 |
1,979.50 |
1.618 |
1,965.50 |
1.000 |
1,956.75 |
0.618 |
1,951.50 |
HIGH |
1,942.75 |
0.618 |
1,937.50 |
0.500 |
1,935.75 |
0.382 |
1,934.00 |
LOW |
1,928.75 |
0.618 |
1,920.00 |
1.000 |
1,914.75 |
1.618 |
1,906.00 |
2.618 |
1,892.00 |
4.250 |
1,869.25 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,939.75 |
1,938.00 |
PP |
1,937.75 |
1,934.00 |
S1 |
1,935.75 |
1,930.00 |
|