Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,881.5 |
5,913.5 |
32.0 |
0.5% |
5,648.5 |
High |
5,916.0 |
5,961.5 |
45.5 |
0.8% |
5,902.0 |
Low |
5,846.5 |
5,883.5 |
37.0 |
0.6% |
5,646.0 |
Close |
5,898.0 |
5,944.0 |
46.0 |
0.8% |
5,886.0 |
Range |
69.5 |
78.0 |
8.5 |
12.2% |
256.0 |
ATR |
90.1 |
89.3 |
-0.9 |
-1.0% |
0.0 |
Volume |
11,729 |
2,034 |
-9,695 |
-82.7% |
4,291 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,163.7 |
6,131.8 |
5,986.9 |
|
R3 |
6,085.7 |
6,053.8 |
5,965.5 |
|
R2 |
6,007.7 |
6,007.7 |
5,958.3 |
|
R1 |
5,975.8 |
5,975.8 |
5,951.2 |
5,991.8 |
PP |
5,929.7 |
5,929.7 |
5,929.7 |
5,937.6 |
S1 |
5,897.8 |
5,897.8 |
5,936.9 |
5,913.8 |
S2 |
5,851.7 |
5,851.7 |
5,929.7 |
|
S3 |
5,773.7 |
5,819.8 |
5,922.6 |
|
S4 |
5,695.7 |
5,741.8 |
5,901.1 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,579.3 |
6,488.7 |
6,026.8 |
|
R3 |
6,323.3 |
6,232.7 |
5,956.4 |
|
R2 |
6,067.3 |
6,067.3 |
5,932.9 |
|
R1 |
5,976.7 |
5,976.7 |
5,909.5 |
6,022.0 |
PP |
5,811.3 |
5,811.3 |
5,811.3 |
5,834.0 |
S1 |
5,720.7 |
5,720.7 |
5,862.5 |
5,766.0 |
S2 |
5,555.3 |
5,555.3 |
5,839.1 |
|
S3 |
5,299.3 |
5,464.7 |
5,815.6 |
|
S4 |
5,043.3 |
5,208.7 |
5,745.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,961.5 |
5,775.0 |
186.5 |
3.1% |
65.5 |
1.1% |
91% |
True |
False |
3,527 |
10 |
5,961.5 |
5,527.0 |
434.5 |
7.3% |
76.9 |
1.3% |
96% |
True |
False |
2,019 |
20 |
5,961.5 |
5,469.0 |
492.5 |
8.3% |
82.9 |
1.4% |
96% |
True |
False |
1,244 |
40 |
6,041.5 |
5,400.0 |
641.5 |
10.8% |
100.6 |
1.7% |
85% |
False |
False |
866 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
87.8 |
1.5% |
77% |
False |
False |
963 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
86.0 |
1.4% |
77% |
False |
False |
808 |
100 |
6,107.5 |
5,330.5 |
777.0 |
13.1% |
86.8 |
1.5% |
79% |
False |
False |
675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,293.0 |
2.618 |
6,165.7 |
1.618 |
6,087.7 |
1.000 |
6,039.5 |
0.618 |
6,009.7 |
HIGH |
5,961.5 |
0.618 |
5,931.7 |
0.500 |
5,922.5 |
0.382 |
5,913.3 |
LOW |
5,883.5 |
0.618 |
5,835.3 |
1.000 |
5,805.5 |
1.618 |
5,757.3 |
2.618 |
5,679.3 |
4.250 |
5,552.0 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,936.8 |
5,930.7 |
PP |
5,929.7 |
5,917.3 |
S1 |
5,922.5 |
5,904.0 |
|