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 |
1,927.25 |
1,948.00 |
20.75 |
1.1% |
1,921.00 |
High |
1,954.25 |
1,962.25 |
8.00 |
0.4% |
1,948.25 |
Low |
1,919.00 |
1,940.50 |
21.50 |
1.1% |
1,903.75 |
Close |
1,948.50 |
1,962.25 |
13.75 |
0.7% |
1,932.25 |
Range |
35.25 |
21.75 |
-13.50 |
-38.3% |
44.50 |
ATR |
23.63 |
23.49 |
-0.13 |
-0.6% |
0.00 |
Volume |
295,754 |
282,045 |
-13,709 |
-4.6% |
1,266,216 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.25 |
2,013.00 |
1,974.25 |
|
R3 |
1,998.50 |
1,991.25 |
1,968.25 |
|
R2 |
1,976.75 |
1,976.75 |
1,966.25 |
|
R1 |
1,969.50 |
1,969.50 |
1,964.25 |
1,973.00 |
PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,956.75 |
S1 |
1,947.75 |
1,947.75 |
1,960.25 |
1,951.50 |
S2 |
1,933.25 |
1,933.25 |
1,958.25 |
|
S3 |
1,911.50 |
1,926.00 |
1,956.25 |
|
S4 |
1,889.75 |
1,904.25 |
1,950.25 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.50 |
2,041.50 |
1,956.75 |
|
R3 |
2,017.00 |
1,997.00 |
1,944.50 |
|
R2 |
1,972.50 |
1,972.50 |
1,940.50 |
|
R1 |
1,952.50 |
1,952.50 |
1,936.25 |
1,962.50 |
PP |
1,928.00 |
1,928.00 |
1,928.00 |
1,933.00 |
S1 |
1,908.00 |
1,908.00 |
1,928.25 |
1,918.00 |
S2 |
1,883.50 |
1,883.50 |
1,924.00 |
|
S3 |
1,839.00 |
1,863.50 |
1,920.00 |
|
S4 |
1,794.50 |
1,819.00 |
1,907.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,962.25 |
1,919.00 |
43.25 |
2.2% |
22.75 |
1.2% |
100% |
True |
False |
274,798 |
10 |
1,962.25 |
1,897.75 |
64.50 |
3.3% |
20.25 |
1.0% |
100% |
True |
False |
209,642 |
20 |
1,962.25 |
1,778.50 |
183.75 |
9.4% |
21.25 |
1.1% |
100% |
True |
False |
105,589 |
40 |
1,962.25 |
1,708.50 |
253.75 |
12.9% |
27.25 |
1.4% |
100% |
True |
False |
53,051 |
60 |
1,962.25 |
1,708.50 |
253.75 |
12.9% |
26.75 |
1.4% |
100% |
True |
False |
35,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.75 |
2.618 |
2,019.25 |
1.618 |
1,997.50 |
1.000 |
1,984.00 |
0.618 |
1,975.75 |
HIGH |
1,962.25 |
0.618 |
1,954.00 |
0.500 |
1,951.50 |
0.382 |
1,948.75 |
LOW |
1,940.50 |
0.618 |
1,927.00 |
1.000 |
1,918.75 |
1.618 |
1,905.25 |
2.618 |
1,883.50 |
4.250 |
1,848.00 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,958.50 |
1,955.00 |
PP |
1,955.00 |
1,947.75 |
S1 |
1,951.50 |
1,940.50 |
|