Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,784 |
10,789 |
5 |
0.0% |
10,662 |
High |
10,894 |
10,847 |
-47 |
-0.4% |
10,894 |
Low |
10,772 |
10,753 |
-19 |
-0.2% |
10,617 |
Close |
10,791 |
10,798 |
7 |
0.1% |
10,798 |
Range |
122 |
94 |
-28 |
-23.0% |
277 |
ATR |
108 |
107 |
-1 |
-1.0% |
0 |
Volume |
124,163 |
138,933 |
14,770 |
11.9% |
621,172 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,081 |
11,034 |
10,850 |
|
R3 |
10,987 |
10,940 |
10,824 |
|
R2 |
10,893 |
10,893 |
10,815 |
|
R1 |
10,846 |
10,846 |
10,807 |
10,870 |
PP |
10,799 |
10,799 |
10,799 |
10,811 |
S1 |
10,752 |
10,752 |
10,790 |
10,776 |
S2 |
10,705 |
10,705 |
10,781 |
|
S3 |
10,611 |
10,658 |
10,772 |
|
S4 |
10,517 |
10,564 |
10,746 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,601 |
11,476 |
10,950 |
|
R3 |
11,324 |
11,199 |
10,874 |
|
R2 |
11,047 |
11,047 |
10,849 |
|
R1 |
10,922 |
10,922 |
10,824 |
10,985 |
PP |
10,770 |
10,770 |
10,770 |
10,801 |
S1 |
10,645 |
10,645 |
10,773 |
10,708 |
S2 |
10,493 |
10,493 |
10,747 |
|
S3 |
10,216 |
10,368 |
10,722 |
|
S4 |
9,939 |
10,091 |
10,646 |
|
|
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% |
106 |
1.0% |
65% |
False |
False |
124,234 |
10 |
10,894 |
10,508 |
386 |
3.6% |
97 |
0.9% |
75% |
False |
False |
114,135 |
20 |
10,894 |
10,263 |
631 |
5.8% |
95 |
0.9% |
85% |
False |
False |
60,838 |
40 |
10,894 |
9,731 |
1,163 |
10.8% |
123 |
1.1% |
92% |
False |
False |
30,511 |
60 |
10,894 |
9,731 |
1,163 |
10.8% |
127 |
1.2% |
92% |
False |
False |
20,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,247 |
2.618 |
11,093 |
1.618 |
10,999 |
1.000 |
10,941 |
0.618 |
10,905 |
HIGH |
10,847 |
0.618 |
10,811 |
0.500 |
10,800 |
0.382 |
10,789 |
LOW |
10,753 |
0.618 |
10,695 |
1.000 |
10,659 |
1.618 |
10,601 |
2.618 |
10,507 |
4.250 |
10,354 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,800 |
10,824 |
PP |
10,799 |
10,815 |
S1 |
10,799 |
10,807 |
|