Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,827 |
10,784 |
-43 |
-0.4% |
10,572 |
High |
10,829 |
10,894 |
65 |
0.6% |
10,757 |
Low |
10,762 |
10,772 |
10 |
0.1% |
10,508 |
Close |
10,787 |
10,791 |
4 |
0.0% |
10,687 |
Range |
67 |
122 |
55 |
82.1% |
249 |
ATR |
107 |
108 |
1 |
1.0% |
0 |
Volume |
113,084 |
124,163 |
11,079 |
9.8% |
520,181 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,185 |
11,110 |
10,858 |
|
R3 |
11,063 |
10,988 |
10,825 |
|
R2 |
10,941 |
10,941 |
10,813 |
|
R1 |
10,866 |
10,866 |
10,802 |
10,904 |
PP |
10,819 |
10,819 |
10,819 |
10,838 |
S1 |
10,744 |
10,744 |
10,780 |
10,782 |
S2 |
10,697 |
10,697 |
10,769 |
|
S3 |
10,575 |
10,622 |
10,758 |
|
S4 |
10,453 |
10,500 |
10,724 |
|
|
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 |
10,894 |
10,617 |
277 |
2.6% |
112 |
1.0% |
63% |
True |
False |
117,667 |
10 |
10,894 |
10,508 |
386 |
3.6% |
94 |
0.9% |
73% |
True |
False |
106,532 |
20 |
10,894 |
10,196 |
698 |
6.5% |
95 |
0.9% |
85% |
True |
False |
53,909 |
40 |
10,894 |
9,731 |
1,163 |
10.8% |
127 |
1.2% |
91% |
True |
False |
27,039 |
60 |
10,894 |
9,731 |
1,163 |
10.8% |
126 |
1.2% |
91% |
True |
False |
18,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,413 |
2.618 |
11,214 |
1.618 |
11,092 |
1.000 |
11,016 |
0.618 |
10,970 |
HIGH |
10,894 |
0.618 |
10,848 |
0.500 |
10,833 |
0.382 |
10,819 |
LOW |
10,772 |
0.618 |
10,697 |
1.000 |
10,650 |
1.618 |
10,575 |
2.618 |
10,453 |
4.250 |
10,254 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,833 |
10,806 |
PP |
10,819 |
10,801 |
S1 |
10,805 |
10,796 |
|