Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,111.0 |
1,102.9 |
-8.1 |
-0.7% |
1,136.7 |
High |
1,120.7 |
1,110.9 |
-9.8 |
-0.9% |
1,139.3 |
Low |
1,098.6 |
1,102.5 |
3.9 |
0.4% |
1,098.6 |
Close |
1,103.0 |
1,106.6 |
3.6 |
0.3% |
1,103.0 |
Range |
22.1 |
8.4 |
-13.7 |
-62.0% |
40.7 |
ATR |
19.6 |
18.8 |
-0.8 |
-4.1% |
0.0 |
Volume |
11,793 |
6,395 |
-5,398 |
-45.8% |
72,175 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.9 |
1,127.6 |
1,111.2 |
|
R3 |
1,123.5 |
1,119.2 |
1,108.9 |
|
R2 |
1,115.1 |
1,115.1 |
1,108.1 |
|
R1 |
1,110.8 |
1,110.8 |
1,107.4 |
1,113.0 |
PP |
1,106.7 |
1,106.7 |
1,106.7 |
1,107.7 |
S1 |
1,102.4 |
1,102.4 |
1,105.8 |
1,104.6 |
S2 |
1,098.3 |
1,098.3 |
1,105.1 |
|
S3 |
1,089.9 |
1,094.0 |
1,104.3 |
|
S4 |
1,081.5 |
1,085.6 |
1,102.0 |
|
|
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 |
1,129.5 |
1,098.6 |
30.9 |
2.8% |
16.6 |
1.5% |
26% |
False |
False |
12,601 |
10 |
1,146.6 |
1,098.6 |
48.0 |
4.3% |
16.7 |
1.5% |
17% |
False |
False |
12,093 |
20 |
1,146.6 |
1,090.0 |
56.6 |
5.1% |
19.0 |
1.7% |
29% |
False |
False |
8,371 |
40 |
1,147.2 |
1,045.6 |
101.6 |
9.2% |
20.2 |
1.8% |
60% |
False |
False |
6,186 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.9 |
1.8% |
51% |
False |
False |
5,226 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
21.2 |
1.9% |
33% |
False |
False |
4,585 |
100 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
19.9 |
1.8% |
38% |
False |
False |
3,931 |
120 |
1,230.0 |
989.3 |
240.7 |
21.8% |
18.8 |
1.7% |
49% |
False |
False |
3,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.6 |
2.618 |
1,132.9 |
1.618 |
1,124.5 |
1.000 |
1,119.3 |
0.618 |
1,116.1 |
HIGH |
1,110.9 |
0.618 |
1,107.7 |
0.500 |
1,106.7 |
0.382 |
1,105.7 |
LOW |
1,102.5 |
0.618 |
1,097.3 |
1.000 |
1,094.1 |
1.618 |
1,088.9 |
2.618 |
1,080.5 |
4.250 |
1,066.8 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,106.7 |
1,109.7 |
PP |
1,106.7 |
1,108.6 |
S1 |
1,106.6 |
1,107.6 |
|