Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
6,018.0 |
6,046.0 |
28.0 |
0.5% |
5,948.5 |
High |
6,048.5 |
6,051.0 |
2.5 |
0.0% |
6,051.0 |
Low |
6,003.5 |
5,962.0 |
-41.5 |
-0.7% |
5,907.0 |
Close |
6,020.0 |
5,986.0 |
-34.0 |
-0.6% |
5,986.0 |
Range |
45.0 |
89.0 |
44.0 |
97.8% |
144.0 |
ATR |
78.4 |
79.2 |
0.8 |
1.0% |
0.0 |
Volume |
73,331 |
156,001 |
82,670 |
112.7% |
385,126 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,266.7 |
6,215.3 |
6,035.0 |
|
R3 |
6,177.7 |
6,126.3 |
6,010.5 |
|
R2 |
6,088.7 |
6,088.7 |
6,002.3 |
|
R1 |
6,037.3 |
6,037.3 |
5,994.2 |
6,018.5 |
PP |
5,999.7 |
5,999.7 |
5,999.7 |
5,990.3 |
S1 |
5,948.3 |
5,948.3 |
5,977.8 |
5,929.5 |
S2 |
5,910.7 |
5,910.7 |
5,969.7 |
|
S3 |
5,821.7 |
5,859.3 |
5,961.5 |
|
S4 |
5,732.7 |
5,770.3 |
5,937.1 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.3 |
6,343.7 |
6,065.2 |
|
R3 |
6,269.3 |
6,199.7 |
6,025.6 |
|
R2 |
6,125.3 |
6,125.3 |
6,012.4 |
|
R1 |
6,055.7 |
6,055.7 |
5,999.2 |
6,090.5 |
PP |
5,981.3 |
5,981.3 |
5,981.3 |
5,998.8 |
S1 |
5,911.7 |
5,911.7 |
5,972.8 |
5,946.5 |
S2 |
5,837.3 |
5,837.3 |
5,959.6 |
|
S3 |
5,693.3 |
5,767.7 |
5,946.4 |
|
S4 |
5,549.3 |
5,623.7 |
5,906.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,051.0 |
5,907.0 |
144.0 |
2.4% |
59.7 |
1.0% |
55% |
True |
False |
77,025 |
10 |
6,051.0 |
5,846.5 |
204.5 |
3.4% |
59.0 |
1.0% |
68% |
True |
False |
42,715 |
20 |
6,051.0 |
5,527.0 |
524.0 |
8.8% |
72.1 |
1.2% |
88% |
True |
False |
21,746 |
40 |
6,051.0 |
5,400.0 |
651.0 |
10.9% |
88.0 |
1.5% |
90% |
True |
False |
11,108 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
86.1 |
1.4% |
83% |
False |
False |
7,527 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
85.5 |
1.4% |
83% |
False |
False |
5,953 |
100 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
83.5 |
1.4% |
84% |
False |
False |
4,782 |
120 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
80.6 |
1.3% |
84% |
False |
False |
4,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,429.3 |
2.618 |
6,284.0 |
1.618 |
6,195.0 |
1.000 |
6,140.0 |
0.618 |
6,106.0 |
HIGH |
6,051.0 |
0.618 |
6,017.0 |
0.500 |
6,006.5 |
0.382 |
5,996.0 |
LOW |
5,962.0 |
0.618 |
5,907.0 |
1.000 |
5,873.0 |
1.618 |
5,818.0 |
2.618 |
5,729.0 |
4.250 |
5,583.8 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,006.5 |
6,006.5 |
PP |
5,999.7 |
5,999.7 |
S1 |
5,992.8 |
5,992.8 |
|