Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
6,038.5 |
6,053.0 |
14.5 |
0.2% |
5,948.5 |
High |
6,055.0 |
6,147.0 |
92.0 |
1.5% |
6,051.0 |
Low |
5,970.5 |
6,045.0 |
74.5 |
1.2% |
5,907.0 |
Close |
6,047.0 |
6,138.0 |
91.0 |
1.5% |
5,986.0 |
Range |
84.5 |
102.0 |
17.5 |
20.7% |
144.0 |
ATR |
79.8 |
81.4 |
1.6 |
2.0% |
0.0 |
Volume |
175,599 |
149,309 |
-26,290 |
-15.0% |
385,126 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,416.0 |
6,379.0 |
6,194.1 |
|
R3 |
6,314.0 |
6,277.0 |
6,166.1 |
|
R2 |
6,212.0 |
6,212.0 |
6,156.7 |
|
R1 |
6,175.0 |
6,175.0 |
6,147.4 |
6,193.5 |
PP |
6,110.0 |
6,110.0 |
6,110.0 |
6,119.3 |
S1 |
6,073.0 |
6,073.0 |
6,128.7 |
6,091.5 |
S2 |
6,008.0 |
6,008.0 |
6,119.3 |
|
S3 |
5,906.0 |
5,971.0 |
6,110.0 |
|
S4 |
5,804.0 |
5,869.0 |
6,081.9 |
|
|
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 |
6,147.0 |
5,917.5 |
229.5 |
3.7% |
87.7 |
1.4% |
96% |
True |
False |
150,346 |
10 |
6,147.0 |
5,907.0 |
240.0 |
3.9% |
70.3 |
1.1% |
96% |
True |
False |
99,249 |
20 |
6,147.0 |
5,541.5 |
605.5 |
9.9% |
69.1 |
1.1% |
99% |
True |
False |
51,373 |
40 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
84.4 |
1.4% |
99% |
True |
False |
25,974 |
60 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
89.4 |
1.5% |
99% |
True |
False |
17,432 |
80 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
84.6 |
1.4% |
99% |
True |
False |
13,388 |
100 |
6,147.0 |
5,330.5 |
816.5 |
13.3% |
82.9 |
1.4% |
99% |
True |
False |
10,737 |
120 |
6,147.0 |
5,330.5 |
816.5 |
13.3% |
81.1 |
1.3% |
99% |
True |
False |
8,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,580.5 |
2.618 |
6,414.0 |
1.618 |
6,312.0 |
1.000 |
6,249.0 |
0.618 |
6,210.0 |
HIGH |
6,147.0 |
0.618 |
6,108.0 |
0.500 |
6,096.0 |
0.382 |
6,084.0 |
LOW |
6,045.0 |
0.618 |
5,982.0 |
1.000 |
5,943.0 |
1.618 |
5,880.0 |
2.618 |
5,778.0 |
4.250 |
5,611.5 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
6,124.0 |
6,111.6 |
PP |
6,110.0 |
6,085.2 |
S1 |
6,096.0 |
6,058.8 |
|