Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,717 |
10,662 |
-55 |
-0.5% |
10,572 |
High |
10,757 |
10,749 |
-8 |
-0.1% |
10,757 |
Low |
10,632 |
10,617 |
-15 |
-0.1% |
10,508 |
Close |
10,687 |
10,727 |
40 |
0.4% |
10,687 |
Range |
125 |
132 |
7 |
5.6% |
249 |
ATR |
109 |
110 |
2 |
1.5% |
0 |
Volume |
106,096 |
127,256 |
21,160 |
19.9% |
520,181 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,094 |
11,042 |
10,800 |
|
R3 |
10,962 |
10,910 |
10,763 |
|
R2 |
10,830 |
10,830 |
10,751 |
|
R1 |
10,778 |
10,778 |
10,739 |
10,804 |
PP |
10,698 |
10,698 |
10,698 |
10,711 |
S1 |
10,646 |
10,646 |
10,715 |
10,672 |
S2 |
10,566 |
10,566 |
10,703 |
|
S3 |
10,434 |
10,514 |
10,691 |
|
S4 |
10,302 |
10,382 |
10,655 |
|
|
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 |
10,559 |
198 |
1.8% |
100 |
0.9% |
85% |
False |
False |
110,403 |
10 |
10,757 |
10,442 |
315 |
2.9% |
92 |
0.9% |
90% |
False |
False |
71,758 |
20 |
10,757 |
10,110 |
647 |
6.0% |
102 |
1.0% |
95% |
False |
False |
36,193 |
40 |
10,757 |
9,731 |
1,026 |
9.6% |
131 |
1.2% |
97% |
False |
False |
18,173 |
60 |
10,757 |
9,731 |
1,026 |
9.6% |
124 |
1.2% |
97% |
False |
False |
12,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,310 |
2.618 |
11,095 |
1.618 |
10,963 |
1.000 |
10,881 |
0.618 |
10,831 |
HIGH |
10,749 |
0.618 |
10,699 |
0.500 |
10,683 |
0.382 |
10,668 |
LOW |
10,617 |
0.618 |
10,536 |
1.000 |
10,485 |
1.618 |
10,404 |
2.618 |
10,272 |
4.250 |
10,056 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,712 |
10,714 |
PP |
10,698 |
10,700 |
S1 |
10,683 |
10,687 |
|