Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,108.2 |
1,104.0 |
-4.2 |
-0.4% |
1,102.9 |
High |
1,109.7 |
1,109.1 |
-0.6 |
-0.1% |
1,135.0 |
Low |
1,093.2 |
1,095.3 |
2.1 |
0.2% |
1,102.1 |
Close |
1,100.7 |
1,104.9 |
4.2 |
0.4% |
1,108.8 |
Range |
16.5 |
13.8 |
-2.7 |
-16.4% |
32.9 |
ATR |
18.8 |
18.4 |
-0.4 |
-1.9% |
0.0 |
Volume |
16,553 |
35,644 |
19,091 |
115.3% |
102,937 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.5 |
1,138.5 |
1,112.5 |
|
R3 |
1,130.7 |
1,124.7 |
1,108.7 |
|
R2 |
1,116.9 |
1,116.9 |
1,107.4 |
|
R1 |
1,110.9 |
1,110.9 |
1,106.2 |
1,113.9 |
PP |
1,103.1 |
1,103.1 |
1,103.1 |
1,104.6 |
S1 |
1,097.1 |
1,097.1 |
1,103.6 |
1,100.1 |
S2 |
1,089.3 |
1,089.3 |
1,102.4 |
|
S3 |
1,075.5 |
1,083.3 |
1,101.1 |
|
S4 |
1,061.7 |
1,069.5 |
1,097.3 |
|
|
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 |
1,093.2 |
41.8 |
3.8% |
16.6 |
1.5% |
28% |
False |
False |
21,686 |
10 |
1,135.0 |
1,093.2 |
41.8 |
3.8% |
17.0 |
1.5% |
28% |
False |
False |
19,991 |
20 |
1,146.6 |
1,090.0 |
56.6 |
5.1% |
16.7 |
1.5% |
26% |
False |
False |
14,408 |
40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.8 |
1.8% |
59% |
False |
False |
9,279 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.1 |
1.7% |
50% |
False |
False |
7,349 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
21.4 |
1.9% |
32% |
False |
False |
6,245 |
100 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
20.1 |
1.8% |
37% |
False |
False |
5,378 |
120 |
1,230.0 |
993.8 |
236.2 |
21.4% |
19.0 |
1.7% |
47% |
False |
False |
4,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.8 |
2.618 |
1,145.2 |
1.618 |
1,131.4 |
1.000 |
1,122.9 |
0.618 |
1,117.6 |
HIGH |
1,109.1 |
0.618 |
1,103.8 |
0.500 |
1,102.2 |
0.382 |
1,100.6 |
LOW |
1,095.3 |
0.618 |
1,086.8 |
1.000 |
1,081.5 |
1.618 |
1,073.0 |
2.618 |
1,059.2 |
4.250 |
1,036.7 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.0 |
1,110.7 |
PP |
1,103.1 |
1,108.7 |
S1 |
1,102.2 |
1,106.8 |
|