Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.8 |
1,126.5 |
-13.3 |
-1.2% |
1,120.5 |
High |
1,140.4 |
1,127.1 |
-13.3 |
-1.2% |
1,147.3 |
Low |
1,122.1 |
1,110.8 |
-11.3 |
-1.0% |
1,115.5 |
Close |
1,126.6 |
1,124.8 |
-1.8 |
-0.2% |
1,137.8 |
Range |
18.3 |
16.3 |
-2.0 |
-10.9% |
31.8 |
ATR |
18.0 |
17.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
1,434 |
4,707 |
3,273 |
228.2% |
10,001 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.8 |
1,163.6 |
1,133.8 |
|
R3 |
1,153.5 |
1,147.3 |
1,129.3 |
|
R2 |
1,137.2 |
1,137.2 |
1,127.8 |
|
R1 |
1,131.0 |
1,131.0 |
1,126.3 |
1,126.0 |
PP |
1,120.9 |
1,120.9 |
1,120.9 |
1,118.4 |
S1 |
1,114.7 |
1,114.7 |
1,123.3 |
1,109.7 |
S2 |
1,104.6 |
1,104.6 |
1,121.8 |
|
S3 |
1,088.3 |
1,098.4 |
1,120.3 |
|
S4 |
1,072.0 |
1,082.1 |
1,115.8 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.9 |
1,215.2 |
1,155.3 |
|
R3 |
1,197.1 |
1,183.4 |
1,146.5 |
|
R2 |
1,165.3 |
1,165.3 |
1,143.6 |
|
R1 |
1,151.6 |
1,151.6 |
1,140.7 |
1,158.5 |
PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,137.0 |
S1 |
1,119.8 |
1,119.8 |
1,134.9 |
1,126.7 |
S2 |
1,101.7 |
1,101.7 |
1,132.0 |
|
S3 |
1,069.9 |
1,088.0 |
1,129.1 |
|
S4 |
1,038.1 |
1,056.2 |
1,120.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.3 |
1,110.8 |
36.5 |
3.2% |
14.3 |
1.3% |
38% |
False |
True |
2,553 |
10 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
15.5 |
1.4% |
60% |
False |
False |
1,888 |
20 |
1,147.3 |
1,066.0 |
81.3 |
7.2% |
18.3 |
1.6% |
72% |
False |
False |
1,769 |
40 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
17.7 |
1.6% |
67% |
False |
False |
1,385 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.3 |
1.4% |
67% |
False |
False |
1,114 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.1% |
16.5 |
1.5% |
41% |
False |
False |
1,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.4 |
2.618 |
1,169.8 |
1.618 |
1,153.5 |
1.000 |
1,143.4 |
0.618 |
1,137.2 |
HIGH |
1,127.1 |
0.618 |
1,120.9 |
0.500 |
1,119.0 |
0.382 |
1,117.0 |
LOW |
1,110.8 |
0.618 |
1,100.7 |
1.000 |
1,094.5 |
1.618 |
1,084.4 |
2.618 |
1,068.1 |
4.250 |
1,041.5 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,122.9 |
1,127.0 |
PP |
1,120.9 |
1,126.3 |
S1 |
1,119.0 |
1,125.5 |
|