Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,125.5 |
1,127.3 |
1.8 |
0.2% |
1,102.9 |
High |
1,130.5 |
1,128.1 |
-2.4 |
-0.2% |
1,135.0 |
Low |
1,119.5 |
1,102.1 |
-17.4 |
-1.6% |
1,102.1 |
Close |
1,128.6 |
1,108.8 |
-19.8 |
-1.8% |
1,108.8 |
Range |
11.0 |
26.0 |
15.0 |
136.4% |
32.9 |
ATR |
18.3 |
18.9 |
0.6 |
3.2% |
0.0 |
Volume |
22,565 |
14,625 |
-7,940 |
-35.2% |
102,937 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.0 |
1,175.9 |
1,123.1 |
|
R3 |
1,165.0 |
1,149.9 |
1,116.0 |
|
R2 |
1,139.0 |
1,139.0 |
1,113.6 |
|
R1 |
1,123.9 |
1,123.9 |
1,111.2 |
1,118.5 |
PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,110.3 |
S1 |
1,097.9 |
1,097.9 |
1,106.4 |
1,092.5 |
S2 |
1,087.0 |
1,087.0 |
1,104.0 |
|
S3 |
1,061.0 |
1,071.9 |
1,101.7 |
|
S4 |
1,035.0 |
1,045.9 |
1,094.5 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.0 |
1,194.3 |
1,126.9 |
|
R3 |
1,181.1 |
1,161.4 |
1,117.8 |
|
R2 |
1,148.2 |
1,148.2 |
1,114.8 |
|
R1 |
1,128.5 |
1,128.5 |
1,111.8 |
1,138.4 |
PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,120.2 |
S1 |
1,095.6 |
1,095.6 |
1,105.8 |
1,105.5 |
S2 |
1,082.4 |
1,082.4 |
1,102.8 |
|
S3 |
1,049.5 |
1,062.7 |
1,099.8 |
|
S4 |
1,016.6 |
1,029.8 |
1,090.7 |
|
|
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 |
1,102.1 |
32.9 |
3.0% |
16.4 |
1.5% |
20% |
False |
True |
20,587 |
10 |
1,139.3 |
1,098.6 |
40.7 |
3.7% |
17.6 |
1.6% |
25% |
False |
False |
17,511 |
20 |
1,146.6 |
1,090.0 |
56.6 |
5.1% |
17.4 |
1.6% |
33% |
False |
False |
12,467 |
40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.7 |
1.8% |
63% |
False |
False |
8,139 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.3 |
1.7% |
53% |
False |
False |
6,601 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
21.3 |
1.9% |
34% |
False |
False |
5,724 |
100 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
20.1 |
1.8% |
39% |
False |
False |
4,872 |
120 |
1,230.0 |
990.7 |
239.3 |
21.6% |
18.9 |
1.7% |
49% |
False |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,238.6 |
2.618 |
1,196.2 |
1.618 |
1,170.2 |
1.000 |
1,154.1 |
0.618 |
1,144.2 |
HIGH |
1,128.1 |
0.618 |
1,118.2 |
0.500 |
1,115.1 |
0.382 |
1,112.0 |
LOW |
1,102.1 |
0.618 |
1,086.0 |
1.000 |
1,076.1 |
1.618 |
1,060.0 |
2.618 |
1,034.0 |
4.250 |
991.6 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,115.1 |
1,118.6 |
PP |
1,113.0 |
1,115.3 |
S1 |
1,110.9 |
1,112.1 |
|