Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,575 |
10,623 |
48 |
0.5% |
10,500 |
High |
10,632 |
10,706 |
74 |
0.7% |
10,600 |
Low |
10,559 |
10,616 |
57 |
0.5% |
10,442 |
Close |
10,624 |
10,663 |
39 |
0.4% |
10,573 |
Range |
73 |
90 |
17 |
23.3% |
158 |
ATR |
111 |
110 |
-2 |
-1.4% |
0 |
Volume |
98,936 |
113,839 |
14,903 |
15.1% |
71,430 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,932 |
10,887 |
10,713 |
|
R3 |
10,842 |
10,797 |
10,688 |
|
R2 |
10,752 |
10,752 |
10,680 |
|
R1 |
10,707 |
10,707 |
10,671 |
10,730 |
PP |
10,662 |
10,662 |
10,662 |
10,673 |
S1 |
10,617 |
10,617 |
10,655 |
10,640 |
S2 |
10,572 |
10,572 |
10,647 |
|
S3 |
10,482 |
10,527 |
10,638 |
|
S4 |
10,392 |
10,437 |
10,614 |
|
|
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 |
10,706 |
10,444 |
262 |
2.5% |
81 |
0.8% |
84% |
True |
False |
75,132 |
10 |
10,706 |
10,290 |
416 |
3.9% |
93 |
0.9% |
90% |
True |
False |
38,116 |
20 |
10,706 |
10,110 |
596 |
5.6% |
103 |
1.0% |
93% |
True |
False |
19,264 |
40 |
10,706 |
9,731 |
975 |
9.1% |
140 |
1.3% |
96% |
True |
False |
9,703 |
60 |
10,706 |
9,731 |
975 |
9.1% |
122 |
1.1% |
96% |
True |
False |
6,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,089 |
2.618 |
10,942 |
1.618 |
10,852 |
1.000 |
10,796 |
0.618 |
10,762 |
HIGH |
10,706 |
0.618 |
10,672 |
0.500 |
10,661 |
0.382 |
10,651 |
LOW |
10,616 |
0.618 |
10,561 |
1.000 |
10,526 |
1.618 |
10,471 |
2.618 |
10,381 |
4.250 |
10,234 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,662 |
10,644 |
PP |
10,662 |
10,626 |
S1 |
10,661 |
10,607 |
|