Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,126.5 |
1,124.8 |
-1.7 |
-0.2% |
1,120.5 |
High |
1,127.1 |
1,130.5 |
3.4 |
0.3% |
1,147.3 |
Low |
1,110.8 |
1,107.5 |
-3.3 |
-0.3% |
1,115.5 |
Close |
1,124.8 |
1,110.5 |
-14.3 |
-1.3% |
1,137.8 |
Range |
16.3 |
23.0 |
6.7 |
41.1% |
31.8 |
ATR |
17.9 |
18.3 |
0.4 |
2.0% |
0.0 |
Volume |
4,707 |
3,118 |
-1,589 |
-33.8% |
10,001 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.2 |
1,170.8 |
1,123.2 |
|
R3 |
1,162.2 |
1,147.8 |
1,116.8 |
|
R2 |
1,139.2 |
1,139.2 |
1,114.7 |
|
R1 |
1,124.8 |
1,124.8 |
1,112.6 |
1,120.5 |
PP |
1,116.2 |
1,116.2 |
1,116.2 |
1,114.0 |
S1 |
1,101.8 |
1,101.8 |
1,108.4 |
1,097.5 |
S2 |
1,093.2 |
1,093.2 |
1,106.3 |
|
S3 |
1,070.2 |
1,078.8 |
1,104.2 |
|
S4 |
1,047.2 |
1,055.8 |
1,097.9 |
|
|
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 |
1,143.5 |
1,107.5 |
36.0 |
3.2% |
16.5 |
1.5% |
8% |
False |
True |
2,800 |
10 |
1,147.3 |
1,090.9 |
56.4 |
5.1% |
16.0 |
1.4% |
35% |
False |
False |
2,107 |
20 |
1,147.3 |
1,066.0 |
81.3 |
7.3% |
18.5 |
1.7% |
55% |
False |
False |
1,813 |
40 |
1,160.1 |
1,050.0 |
110.1 |
9.9% |
17.8 |
1.6% |
55% |
False |
False |
1,417 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.6 |
1.5% |
54% |
False |
False |
1,162 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
16.8 |
1.5% |
33% |
False |
False |
1,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.3 |
2.618 |
1,190.7 |
1.618 |
1,167.7 |
1.000 |
1,153.5 |
0.618 |
1,144.7 |
HIGH |
1,130.5 |
0.618 |
1,121.7 |
0.500 |
1,119.0 |
0.382 |
1,116.3 |
LOW |
1,107.5 |
0.618 |
1,093.3 |
1.000 |
1,084.5 |
1.618 |
1,070.3 |
2.618 |
1,047.3 |
4.250 |
1,009.8 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,119.0 |
1,124.0 |
PP |
1,116.2 |
1,119.5 |
S1 |
1,113.3 |
1,115.0 |
|