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 |
5,997.5 |
6,018.0 |
20.5 |
0.3% |
5,915.5 |
High |
6,044.5 |
6,048.5 |
4.0 |
0.1% |
5,997.0 |
Low |
5,997.5 |
6,003.5 |
6.0 |
0.1% |
5,846.5 |
Close |
6,029.0 |
6,020.0 |
-9.0 |
-0.1% |
5,953.5 |
Range |
47.0 |
45.0 |
-2.0 |
-4.3% |
150.5 |
ATR |
81.0 |
78.4 |
-2.6 |
-3.2% |
0.0 |
Volume |
73,882 |
73,331 |
-551 |
-0.7% |
42,028 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,159.0 |
6,134.5 |
6,044.8 |
|
R3 |
6,114.0 |
6,089.5 |
6,032.4 |
|
R2 |
6,069.0 |
6,069.0 |
6,028.3 |
|
R1 |
6,044.5 |
6,044.5 |
6,024.1 |
6,056.8 |
PP |
6,024.0 |
6,024.0 |
6,024.0 |
6,030.1 |
S1 |
5,999.5 |
5,999.5 |
6,015.9 |
6,011.8 |
S2 |
5,979.0 |
5,979.0 |
6,011.8 |
|
S3 |
5,934.0 |
5,954.5 |
6,007.6 |
|
S4 |
5,889.0 |
5,909.5 |
5,995.3 |
|
|
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 |
6,048.5 |
5,907.0 |
141.5 |
2.4% |
52.9 |
0.9% |
80% |
True |
False |
48,152 |
10 |
6,048.5 |
5,817.0 |
231.5 |
3.8% |
58.6 |
1.0% |
88% |
True |
False |
27,190 |
20 |
6,048.5 |
5,527.0 |
521.5 |
8.7% |
72.8 |
1.2% |
95% |
True |
False |
13,972 |
40 |
6,048.5 |
5,400.0 |
648.5 |
10.8% |
90.0 |
1.5% |
96% |
True |
False |
7,222 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
85.9 |
1.4% |
88% |
False |
False |
4,929 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
85.1 |
1.4% |
88% |
False |
False |
4,007 |
100 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
84.2 |
1.4% |
89% |
False |
False |
3,222 |
120 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
80.5 |
1.3% |
89% |
False |
False |
2,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,239.8 |
2.618 |
6,166.3 |
1.618 |
6,121.3 |
1.000 |
6,093.5 |
0.618 |
6,076.3 |
HIGH |
6,048.5 |
0.618 |
6,031.3 |
0.500 |
6,026.0 |
0.382 |
6,020.7 |
LOW |
6,003.5 |
0.618 |
5,975.7 |
1.000 |
5,958.5 |
1.618 |
5,930.7 |
2.618 |
5,885.7 |
4.250 |
5,812.3 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,026.0 |
6,010.8 |
PP |
6,024.0 |
6,001.5 |
S1 |
6,022.0 |
5,992.3 |
|