Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,968.0 |
5,996.0 |
28.0 |
0.5% |
5,948.5 |
High |
6,013.5 |
6,055.5 |
42.0 |
0.7% |
6,051.0 |
Low |
5,917.5 |
5,988.5 |
71.0 |
1.2% |
5,907.0 |
Close |
5,990.0 |
6,033.0 |
43.0 |
0.7% |
5,986.0 |
Range |
96.0 |
67.0 |
-29.0 |
-30.2% |
144.0 |
ATR |
80.4 |
79.4 |
-1.0 |
-1.2% |
0.0 |
Volume |
144,437 |
126,386 |
-18,051 |
-12.5% |
385,126 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.7 |
6,196.8 |
6,069.9 |
|
R3 |
6,159.7 |
6,129.8 |
6,051.4 |
|
R2 |
6,092.7 |
6,092.7 |
6,045.3 |
|
R1 |
6,062.8 |
6,062.8 |
6,039.1 |
6,077.8 |
PP |
6,025.7 |
6,025.7 |
6,025.7 |
6,033.1 |
S1 |
5,995.8 |
5,995.8 |
6,026.9 |
6,010.8 |
S2 |
5,958.7 |
5,958.7 |
6,020.7 |
|
S3 |
5,891.7 |
5,928.8 |
6,014.6 |
|
S4 |
5,824.7 |
5,861.8 |
5,996.2 |
|
|
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 |
6,055.5 |
5,917.5 |
138.0 |
2.3% |
68.8 |
1.1% |
84% |
True |
False |
114,807 |
10 |
6,055.5 |
5,883.5 |
172.0 |
2.9% |
64.2 |
1.1% |
87% |
True |
False |
68,536 |
20 |
6,055.5 |
5,527.0 |
528.5 |
8.8% |
69.8 |
1.2% |
96% |
True |
False |
35,241 |
40 |
6,055.5 |
5,400.0 |
655.5 |
10.9% |
86.7 |
1.4% |
97% |
True |
False |
17,865 |
60 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
87.3 |
1.4% |
89% |
False |
False |
12,026 |
80 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
86.2 |
1.4% |
89% |
False |
False |
9,330 |
100 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
83.7 |
1.4% |
90% |
False |
False |
7,489 |
120 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
81.6 |
1.4% |
90% |
False |
False |
6,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,340.3 |
2.618 |
6,230.9 |
1.618 |
6,163.9 |
1.000 |
6,122.5 |
0.618 |
6,096.9 |
HIGH |
6,055.5 |
0.618 |
6,029.9 |
0.500 |
6,022.0 |
0.382 |
6,014.1 |
LOW |
5,988.5 |
0.618 |
5,947.1 |
1.000 |
5,921.5 |
1.618 |
5,880.1 |
2.618 |
5,813.1 |
4.250 |
5,703.8 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,029.3 |
6,017.5 |
PP |
6,025.7 |
6,002.0 |
S1 |
6,022.0 |
5,986.5 |
|