Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,122.9 |
1,109.5 |
-13.4 |
-1.2% |
1,121.0 |
High |
1,129.5 |
1,112.8 |
-16.7 |
-1.5% |
1,146.6 |
Low |
1,105.0 |
1,101.7 |
-3.3 |
-0.3% |
1,113.5 |
Close |
1,109.4 |
1,109.5 |
0.1 |
0.0% |
1,136.5 |
Range |
24.5 |
11.1 |
-13.4 |
-54.7% |
33.1 |
ATR |
20.1 |
19.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
14,242 |
18,749 |
4,507 |
31.6% |
46,207 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.3 |
1,136.5 |
1,115.6 |
|
R3 |
1,130.2 |
1,125.4 |
1,112.6 |
|
R2 |
1,119.1 |
1,119.1 |
1,111.5 |
|
R1 |
1,114.3 |
1,114.3 |
1,110.5 |
1,115.1 |
PP |
1,108.0 |
1,108.0 |
1,108.0 |
1,108.4 |
S1 |
1,103.2 |
1,103.2 |
1,108.5 |
1,104.0 |
S2 |
1,096.9 |
1,096.9 |
1,107.5 |
|
S3 |
1,085.8 |
1,092.1 |
1,106.4 |
|
S4 |
1,074.7 |
1,081.0 |
1,103.4 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.5 |
1,217.1 |
1,154.7 |
|
R3 |
1,198.4 |
1,184.0 |
1,145.6 |
|
R2 |
1,165.3 |
1,165.3 |
1,142.6 |
|
R1 |
1,150.9 |
1,150.9 |
1,139.5 |
1,158.1 |
PP |
1,132.2 |
1,132.2 |
1,132.2 |
1,135.8 |
S1 |
1,117.8 |
1,117.8 |
1,133.5 |
1,125.0 |
S2 |
1,099.1 |
1,099.1 |
1,130.4 |
|
S3 |
1,066.0 |
1,084.7 |
1,127.4 |
|
S4 |
1,032.9 |
1,051.6 |
1,118.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.3 |
1,101.7 |
40.6 |
3.7% |
17.1 |
1.5% |
19% |
False |
True |
13,444 |
10 |
1,146.6 |
1,101.7 |
44.9 |
4.0% |
16.2 |
1.5% |
17% |
False |
True |
11,195 |
20 |
1,146.6 |
1,074.5 |
72.1 |
6.5% |
19.6 |
1.8% |
49% |
False |
False |
7,755 |
40 |
1,148.1 |
1,045.6 |
102.5 |
9.2% |
20.3 |
1.8% |
62% |
False |
False |
6,041 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.9 |
1.8% |
54% |
False |
False |
4,983 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
21.3 |
1.9% |
35% |
False |
False |
4,389 |
100 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
19.9 |
1.8% |
40% |
False |
False |
3,770 |
120 |
1,230.0 |
989.3 |
240.7 |
21.7% |
18.7 |
1.7% |
50% |
False |
False |
3,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.0 |
2.618 |
1,141.9 |
1.618 |
1,130.8 |
1.000 |
1,123.9 |
0.618 |
1,119.7 |
HIGH |
1,112.8 |
0.618 |
1,108.6 |
0.500 |
1,107.3 |
0.382 |
1,105.9 |
LOW |
1,101.7 |
0.618 |
1,094.8 |
1.000 |
1,090.6 |
1.618 |
1,083.7 |
2.618 |
1,072.6 |
4.250 |
1,054.5 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.8 |
1,115.6 |
PP |
1,108.0 |
1,113.6 |
S1 |
1,107.3 |
1,111.5 |
|