Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,128.5 |
1,125.5 |
-3.0 |
-0.3% |
1,136.7 |
High |
1,135.0 |
1,130.5 |
-4.5 |
-0.4% |
1,139.3 |
Low |
1,119.5 |
1,119.5 |
0.0 |
0.0% |
1,098.6 |
Close |
1,125.3 |
1,128.6 |
3.3 |
0.3% |
1,103.0 |
Range |
15.5 |
11.0 |
-4.5 |
-29.0% |
40.7 |
ATR |
18.9 |
18.3 |
-0.6 |
-3.0% |
0.0 |
Volume |
19,043 |
22,565 |
3,522 |
18.5% |
72,175 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.2 |
1,154.9 |
1,134.7 |
|
R3 |
1,148.2 |
1,143.9 |
1,131.6 |
|
R2 |
1,137.2 |
1,137.2 |
1,130.6 |
|
R1 |
1,132.9 |
1,132.9 |
1,129.6 |
1,135.1 |
PP |
1,126.2 |
1,126.2 |
1,126.2 |
1,127.3 |
S1 |
1,121.9 |
1,121.9 |
1,127.6 |
1,124.1 |
S2 |
1,115.2 |
1,115.2 |
1,126.6 |
|
S3 |
1,104.2 |
1,110.9 |
1,125.6 |
|
S4 |
1,093.2 |
1,099.9 |
1,122.6 |
|
|
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 |
1,135.0 |
1,098.6 |
36.4 |
3.2% |
15.6 |
1.4% |
82% |
False |
False |
20,021 |
10 |
1,142.3 |
1,098.6 |
43.7 |
3.9% |
16.3 |
1.4% |
69% |
False |
False |
16,732 |
20 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
17.4 |
1.5% |
68% |
False |
False |
12,002 |
40 |
1,146.6 |
1,045.6 |
101.0 |
8.9% |
19.8 |
1.8% |
82% |
False |
False |
7,870 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
19.3 |
1.7% |
70% |
False |
False |
6,382 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.3% |
21.2 |
1.9% |
45% |
False |
False |
5,571 |
100 |
1,230.0 |
1,030.0 |
200.0 |
17.7% |
20.0 |
1.8% |
49% |
False |
False |
4,731 |
120 |
1,230.0 |
989.3 |
240.7 |
21.3% |
18.8 |
1.7% |
58% |
False |
False |
4,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,177.3 |
2.618 |
1,159.3 |
1.618 |
1,148.3 |
1.000 |
1,141.5 |
0.618 |
1,137.3 |
HIGH |
1,130.5 |
0.618 |
1,126.3 |
0.500 |
1,125.0 |
0.382 |
1,123.7 |
LOW |
1,119.5 |
0.618 |
1,112.7 |
1.000 |
1,108.5 |
1.618 |
1,101.7 |
2.618 |
1,090.7 |
4.250 |
1,072.8 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,127.4 |
1,126.5 |
PP |
1,126.2 |
1,124.4 |
S1 |
1,125.0 |
1,122.3 |
|