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 |
10,544 |
10,572 |
28 |
0.3% |
10,500 |
High |
10,594 |
10,582 |
-12 |
-0.1% |
10,600 |
Low |
10,532 |
10,508 |
-24 |
-0.2% |
10,442 |
Close |
10,573 |
10,576 |
3 |
0.0% |
10,573 |
Range |
62 |
74 |
12 |
19.4% |
158 |
ATR |
117 |
114 |
-3 |
-2.6% |
0 |
Volume |
62,908 |
95,422 |
32,514 |
51.7% |
71,430 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,777 |
10,751 |
10,617 |
|
R3 |
10,703 |
10,677 |
10,596 |
|
R2 |
10,629 |
10,629 |
10,590 |
|
R1 |
10,603 |
10,603 |
10,583 |
10,616 |
PP |
10,555 |
10,555 |
10,555 |
10,562 |
S1 |
10,529 |
10,529 |
10,569 |
10,542 |
S2 |
10,481 |
10,481 |
10,563 |
|
S3 |
10,407 |
10,455 |
10,556 |
|
S4 |
10,333 |
10,381 |
10,535 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012 |
10,951 |
10,660 |
|
R3 |
10,854 |
10,793 |
10,617 |
|
R2 |
10,696 |
10,696 |
10,602 |
|
R1 |
10,635 |
10,635 |
10,588 |
10,666 |
PP |
10,538 |
10,538 |
10,538 |
10,554 |
S1 |
10,477 |
10,477 |
10,559 |
10,508 |
S2 |
10,380 |
10,380 |
10,544 |
|
S3 |
10,222 |
10,319 |
10,530 |
|
S4 |
10,064 |
10,161 |
10,486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,594 |
10,442 |
152 |
1.4% |
84 |
0.8% |
88% |
False |
False |
33,114 |
10 |
10,600 |
10,290 |
310 |
2.9% |
93 |
0.9% |
92% |
False |
False |
17,014 |
20 |
10,600 |
10,008 |
592 |
5.6% |
107 |
1.0% |
96% |
False |
False |
8,654 |
40 |
10,622 |
9,731 |
891 |
8.4% |
141 |
1.3% |
95% |
False |
False |
4,387 |
60 |
10,622 |
9,731 |
891 |
8.4% |
122 |
1.2% |
95% |
False |
False |
2,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,897 |
2.618 |
10,776 |
1.618 |
10,702 |
1.000 |
10,656 |
0.618 |
10,628 |
HIGH |
10,582 |
0.618 |
10,554 |
0.500 |
10,545 |
0.382 |
10,536 |
LOW |
10,508 |
0.618 |
10,462 |
1.000 |
10,434 |
1.618 |
10,388 |
2.618 |
10,314 |
4.250 |
10,194 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,566 |
10,557 |
PP |
10,555 |
10,538 |
S1 |
10,545 |
10,519 |
|