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 |
10,623 |
10,663 |
40 |
0.4% |
10,500 |
High |
10,706 |
10,722 |
16 |
0.1% |
10,600 |
Low |
10,616 |
10,643 |
27 |
0.3% |
10,442 |
Close |
10,663 |
10,717 |
54 |
0.5% |
10,573 |
Range |
90 |
79 |
-11 |
-12.2% |
158 |
ATR |
110 |
107 |
-2 |
-2.0% |
0 |
Volume |
113,839 |
105,888 |
-7,951 |
-7.0% |
71,430 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,931 |
10,903 |
10,761 |
|
R3 |
10,852 |
10,824 |
10,739 |
|
R2 |
10,773 |
10,773 |
10,732 |
|
R1 |
10,745 |
10,745 |
10,724 |
10,759 |
PP |
10,694 |
10,694 |
10,694 |
10,701 |
S1 |
10,666 |
10,666 |
10,710 |
10,680 |
S2 |
10,615 |
10,615 |
10,703 |
|
S3 |
10,536 |
10,587 |
10,695 |
|
S4 |
10,457 |
10,508 |
10,674 |
|
|
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 |
10,722 |
10,508 |
214 |
2.0% |
76 |
0.7% |
98% |
True |
False |
95,398 |
10 |
10,722 |
10,371 |
351 |
3.3% |
92 |
0.9% |
99% |
True |
False |
48,638 |
20 |
10,722 |
10,110 |
612 |
5.7% |
100 |
0.9% |
99% |
True |
False |
24,553 |
40 |
10,722 |
9,731 |
991 |
9.2% |
137 |
1.3% |
99% |
True |
False |
12,346 |
60 |
10,722 |
9,731 |
991 |
9.2% |
122 |
1.1% |
99% |
True |
False |
8,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,058 |
2.618 |
10,929 |
1.618 |
10,850 |
1.000 |
10,801 |
0.618 |
10,771 |
HIGH |
10,722 |
0.618 |
10,692 |
0.500 |
10,683 |
0.382 |
10,673 |
LOW |
10,643 |
0.618 |
10,594 |
1.000 |
10,564 |
1.618 |
10,515 |
2.618 |
10,436 |
4.250 |
10,307 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,706 |
10,692 |
PP |
10,694 |
10,666 |
S1 |
10,683 |
10,641 |
|