Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,109.5 |
1,111.0 |
1.5 |
0.1% |
1,136.7 |
High |
1,112.8 |
1,120.7 |
7.9 |
0.7% |
1,139.3 |
Low |
1,101.7 |
1,098.6 |
-3.1 |
-0.3% |
1,098.6 |
Close |
1,109.5 |
1,103.0 |
-6.5 |
-0.6% |
1,103.0 |
Range |
11.1 |
22.1 |
11.0 |
99.1% |
40.7 |
ATR |
19.4 |
19.6 |
0.2 |
1.0% |
0.0 |
Volume |
18,749 |
11,793 |
-6,956 |
-37.1% |
72,175 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.7 |
1,160.5 |
1,115.2 |
|
R3 |
1,151.6 |
1,138.4 |
1,109.1 |
|
R2 |
1,129.5 |
1,129.5 |
1,107.1 |
|
R1 |
1,116.3 |
1,116.3 |
1,105.0 |
1,111.9 |
PP |
1,107.4 |
1,107.4 |
1,107.4 |
1,105.2 |
S1 |
1,094.2 |
1,094.2 |
1,101.0 |
1,089.8 |
S2 |
1,085.3 |
1,085.3 |
1,098.9 |
|
S3 |
1,063.2 |
1,072.1 |
1,096.9 |
|
S4 |
1,041.1 |
1,050.0 |
1,090.8 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,210.1 |
1,125.4 |
|
R3 |
1,195.0 |
1,169.4 |
1,114.2 |
|
R2 |
1,154.3 |
1,154.3 |
1,110.5 |
|
R1 |
1,128.7 |
1,128.7 |
1,106.7 |
1,121.2 |
PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,109.9 |
S1 |
1,088.0 |
1,088.0 |
1,099.3 |
1,080.5 |
S2 |
1,072.9 |
1,072.9 |
1,095.5 |
|
S3 |
1,032.2 |
1,047.3 |
1,091.8 |
|
S4 |
991.5 |
1,006.6 |
1,080.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,139.3 |
1,098.6 |
40.7 |
3.7% |
18.8 |
1.7% |
11% |
False |
True |
14,435 |
10 |
1,146.6 |
1,098.6 |
48.0 |
4.4% |
17.0 |
1.5% |
9% |
False |
True |
11,838 |
20 |
1,146.6 |
1,079.6 |
67.0 |
6.1% |
19.5 |
1.8% |
35% |
False |
False |
8,190 |
40 |
1,148.1 |
1,045.6 |
102.5 |
9.3% |
20.3 |
1.8% |
56% |
False |
False |
6,182 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
20.0 |
1.8% |
48% |
False |
False |
5,144 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
21.3 |
1.9% |
31% |
False |
False |
4,514 |
100 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
20.0 |
1.8% |
37% |
False |
False |
3,869 |
120 |
1,230.0 |
989.3 |
240.7 |
21.8% |
18.8 |
1.7% |
47% |
False |
False |
3,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.6 |
2.618 |
1,178.6 |
1.618 |
1,156.5 |
1.000 |
1,142.8 |
0.618 |
1,134.4 |
HIGH |
1,120.7 |
0.618 |
1,112.3 |
0.500 |
1,109.7 |
0.382 |
1,107.0 |
LOW |
1,098.6 |
0.618 |
1,084.9 |
1.000 |
1,076.5 |
1.618 |
1,062.8 |
2.618 |
1,040.7 |
4.250 |
1,004.7 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,109.7 |
1,114.1 |
PP |
1,107.4 |
1,110.4 |
S1 |
1,105.2 |
1,106.7 |
|