Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,948.5 |
5,962.5 |
14.0 |
0.2% |
5,915.5 |
High |
5,961.0 |
5,999.5 |
38.5 |
0.6% |
5,997.0 |
Low |
5,907.0 |
5,936.0 |
29.0 |
0.5% |
5,846.5 |
Close |
5,917.0 |
5,979.5 |
62.5 |
1.1% |
5,953.5 |
Range |
54.0 |
63.5 |
9.5 |
17.6% |
150.5 |
ATR |
82.2 |
82.2 |
0.0 |
0.0% |
0.0 |
Volume |
23,485 |
58,427 |
34,942 |
148.8% |
42,028 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.2 |
6,134.3 |
6,014.4 |
|
R3 |
6,098.7 |
6,070.8 |
5,997.0 |
|
R2 |
6,035.2 |
6,035.2 |
5,991.1 |
|
R1 |
6,007.3 |
6,007.3 |
5,985.3 |
6,021.3 |
PP |
5,971.7 |
5,971.7 |
5,971.7 |
5,978.6 |
S1 |
5,943.8 |
5,943.8 |
5,973.7 |
5,957.8 |
S2 |
5,908.2 |
5,908.2 |
5,967.9 |
|
S3 |
5,844.7 |
5,880.3 |
5,962.0 |
|
S4 |
5,781.2 |
5,816.8 |
5,944.6 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,383.8 |
6,319.2 |
6,036.3 |
|
R3 |
6,233.3 |
6,168.7 |
5,994.9 |
|
R2 |
6,082.8 |
6,082.8 |
5,981.1 |
|
R1 |
6,018.2 |
6,018.2 |
5,967.3 |
6,050.5 |
PP |
5,932.3 |
5,932.3 |
5,932.3 |
5,948.5 |
S1 |
5,867.7 |
5,867.7 |
5,939.7 |
5,900.0 |
S2 |
5,781.8 |
5,781.8 |
5,925.9 |
|
S3 |
5,631.3 |
5,717.2 |
5,912.1 |
|
S4 |
5,480.8 |
5,566.7 |
5,870.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,999.5 |
5,883.5 |
116.0 |
1.9% |
59.5 |
1.0% |
83% |
True |
False |
22,265 |
10 |
5,999.5 |
5,761.5 |
238.0 |
4.0% |
62.3 |
1.0% |
92% |
True |
False |
12,732 |
20 |
5,999.5 |
5,527.0 |
472.5 |
7.9% |
75.3 |
1.3% |
96% |
True |
False |
6,635 |
40 |
5,999.5 |
5,400.0 |
599.5 |
10.0% |
96.2 |
1.6% |
97% |
True |
False |
3,559 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
86.8 |
1.5% |
82% |
False |
False |
2,563 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
86.0 |
1.4% |
82% |
False |
False |
2,169 |
100 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
85.5 |
1.4% |
84% |
False |
False |
1,754 |
120 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
81.1 |
1.4% |
84% |
False |
False |
1,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,269.4 |
2.618 |
6,165.7 |
1.618 |
6,102.2 |
1.000 |
6,063.0 |
0.618 |
6,038.7 |
HIGH |
5,999.5 |
0.618 |
5,975.2 |
0.500 |
5,967.8 |
0.382 |
5,960.3 |
LOW |
5,936.0 |
0.618 |
5,896.8 |
1.000 |
5,872.5 |
1.618 |
5,833.3 |
2.618 |
5,769.8 |
4.250 |
5,666.1 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,975.6 |
5,970.8 |
PP |
5,971.7 |
5,962.0 |
S1 |
5,967.8 |
5,953.3 |
|