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 |
10,663 |
10,717 |
54 |
0.5% |
10,572 |
High |
10,722 |
10,757 |
35 |
0.3% |
10,757 |
Low |
10,643 |
10,632 |
-11 |
-0.1% |
10,508 |
Close |
10,717 |
10,687 |
-30 |
-0.3% |
10,687 |
Range |
79 |
125 |
46 |
58.2% |
249 |
ATR |
107 |
109 |
1 |
1.2% |
0 |
Volume |
105,888 |
106,096 |
208 |
0.2% |
520,181 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,067 |
11,002 |
10,756 |
|
R3 |
10,942 |
10,877 |
10,722 |
|
R2 |
10,817 |
10,817 |
10,710 |
|
R1 |
10,752 |
10,752 |
10,699 |
10,722 |
PP |
10,692 |
10,692 |
10,692 |
10,677 |
S1 |
10,627 |
10,627 |
10,676 |
10,597 |
S2 |
10,567 |
10,567 |
10,664 |
|
S3 |
10,442 |
10,502 |
10,653 |
|
S4 |
10,317 |
10,377 |
10,618 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,398 |
11,291 |
10,824 |
|
R3 |
11,149 |
11,042 |
10,756 |
|
R2 |
10,900 |
10,900 |
10,733 |
|
R1 |
10,793 |
10,793 |
10,710 |
10,847 |
PP |
10,651 |
10,651 |
10,651 |
10,677 |
S1 |
10,544 |
10,544 |
10,664 |
10,598 |
S2 |
10,402 |
10,402 |
10,641 |
|
S3 |
10,153 |
10,295 |
10,619 |
|
S4 |
9,904 |
10,046 |
10,550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,757 |
10,508 |
249 |
2.3% |
88 |
0.8% |
72% |
True |
False |
104,036 |
10 |
10,757 |
10,442 |
315 |
2.9% |
92 |
0.9% |
78% |
True |
False |
59,161 |
20 |
10,757 |
10,110 |
647 |
6.1% |
100 |
0.9% |
89% |
True |
False |
29,853 |
40 |
10,757 |
9,731 |
1,026 |
9.6% |
134 |
1.3% |
93% |
True |
False |
14,996 |
60 |
10,757 |
9,731 |
1,026 |
9.6% |
123 |
1.1% |
93% |
True |
False |
10,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,288 |
2.618 |
11,084 |
1.618 |
10,959 |
1.000 |
10,882 |
0.618 |
10,834 |
HIGH |
10,757 |
0.618 |
10,709 |
0.500 |
10,695 |
0.382 |
10,680 |
LOW |
10,632 |
0.618 |
10,555 |
1.000 |
10,507 |
1.618 |
10,430 |
2.618 |
10,305 |
4.250 |
10,101 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,695 |
10,687 |
PP |
10,692 |
10,687 |
S1 |
10,690 |
10,687 |
|