Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,662 |
10,725 |
63 |
0.6% |
10,572 |
High |
10,749 |
10,831 |
82 |
0.8% |
10,757 |
Low |
10,617 |
10,717 |
100 |
0.9% |
10,508 |
Close |
10,727 |
10,828 |
101 |
0.9% |
10,687 |
Range |
132 |
114 |
-18 |
-13.6% |
249 |
ATR |
110 |
111 |
0 |
0.2% |
0 |
Volume |
127,256 |
117,736 |
-9,520 |
-7.5% |
520,181 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,134 |
11,095 |
10,891 |
|
R3 |
11,020 |
10,981 |
10,859 |
|
R2 |
10,906 |
10,906 |
10,849 |
|
R1 |
10,867 |
10,867 |
10,839 |
10,887 |
PP |
10,792 |
10,792 |
10,792 |
10,802 |
S1 |
10,753 |
10,753 |
10,818 |
10,773 |
S2 |
10,678 |
10,678 |
10,807 |
|
S3 |
10,564 |
10,639 |
10,797 |
|
S4 |
10,450 |
10,525 |
10,765 |
|
|
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 |
10,831 |
10,616 |
215 |
2.0% |
108 |
1.0% |
99% |
True |
False |
114,163 |
10 |
10,831 |
10,444 |
387 |
3.6% |
93 |
0.9% |
99% |
True |
False |
83,403 |
20 |
10,831 |
10,110 |
721 |
6.7% |
100 |
0.9% |
100% |
True |
False |
42,073 |
40 |
10,831 |
9,731 |
1,100 |
10.2% |
131 |
1.2% |
100% |
True |
False |
21,115 |
60 |
10,831 |
9,731 |
1,100 |
10.2% |
125 |
1.2% |
100% |
True |
False |
14,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,316 |
2.618 |
11,130 |
1.618 |
11,016 |
1.000 |
10,945 |
0.618 |
10,902 |
HIGH |
10,831 |
0.618 |
10,788 |
0.500 |
10,774 |
0.382 |
10,761 |
LOW |
10,717 |
0.618 |
10,647 |
1.000 |
10,603 |
1.618 |
10,533 |
2.618 |
10,419 |
4.250 |
10,233 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,810 |
10,793 |
PP |
10,792 |
10,759 |
S1 |
10,774 |
10,724 |
|