Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,913.5 |
5,930.5 |
17.0 |
0.3% |
5,648.5 |
High |
5,961.5 |
5,962.0 |
0.5 |
0.0% |
5,902.0 |
Low |
5,883.5 |
5,915.0 |
31.5 |
0.5% |
5,646.0 |
Close |
5,944.0 |
5,937.0 |
-7.0 |
-0.1% |
5,886.0 |
Range |
78.0 |
47.0 |
-31.0 |
-39.7% |
256.0 |
ATR |
89.3 |
86.3 |
-3.0 |
-3.4% |
0.0 |
Volume |
2,034 |
15,741 |
13,707 |
673.9% |
4,291 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,079.0 |
6,055.0 |
5,962.9 |
|
R3 |
6,032.0 |
6,008.0 |
5,949.9 |
|
R2 |
5,985.0 |
5,985.0 |
5,945.6 |
|
R1 |
5,961.0 |
5,961.0 |
5,941.3 |
5,973.0 |
PP |
5,938.0 |
5,938.0 |
5,938.0 |
5,944.0 |
S1 |
5,914.0 |
5,914.0 |
5,932.7 |
5,926.0 |
S2 |
5,891.0 |
5,891.0 |
5,928.4 |
|
S3 |
5,844.0 |
5,867.0 |
5,924.1 |
|
S4 |
5,797.0 |
5,820.0 |
5,911.2 |
|
|
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 |
5,962.0 |
5,817.0 |
145.0 |
2.4% |
64.3 |
1.1% |
83% |
True |
False |
6,227 |
10 |
5,962.0 |
5,541.5 |
420.5 |
7.1% |
67.9 |
1.1% |
94% |
True |
False |
3,497 |
20 |
5,962.0 |
5,470.0 |
492.0 |
8.3% |
79.2 |
1.3% |
95% |
True |
False |
2,018 |
40 |
6,041.5 |
5,400.0 |
641.5 |
10.8% |
100.4 |
1.7% |
84% |
False |
False |
1,240 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
87.3 |
1.5% |
76% |
False |
False |
1,209 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
85.9 |
1.4% |
76% |
False |
False |
1,004 |
100 |
6,107.5 |
5,330.5 |
777.0 |
13.1% |
86.4 |
1.5% |
78% |
False |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,161.8 |
2.618 |
6,085.0 |
1.618 |
6,038.0 |
1.000 |
6,009.0 |
0.618 |
5,991.0 |
HIGH |
5,962.0 |
0.618 |
5,944.0 |
0.500 |
5,938.5 |
0.382 |
5,933.0 |
LOW |
5,915.0 |
0.618 |
5,886.0 |
1.000 |
5,868.0 |
1.618 |
5,839.0 |
2.618 |
5,792.0 |
4.250 |
5,715.3 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,938.5 |
5,926.1 |
PP |
5,938.0 |
5,915.2 |
S1 |
5,937.5 |
5,904.3 |
|