Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,110.6 |
1,104.1 |
-6.5 |
-0.6% |
1,139.8 |
High |
1,113.6 |
1,121.2 |
7.6 |
0.7% |
1,140.4 |
Low |
1,103.0 |
1,100.8 |
-2.2 |
-0.2% |
1,100.8 |
Close |
1,110.6 |
1,104.1 |
-6.5 |
-0.6% |
1,104.1 |
Range |
10.6 |
20.4 |
9.8 |
92.5% |
39.6 |
ATR |
17.7 |
17.9 |
0.2 |
1.1% |
0.0 |
Volume |
3,881 |
3,466 |
-415 |
-10.7% |
16,606 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.9 |
1,157.4 |
1,115.3 |
|
R3 |
1,149.5 |
1,137.0 |
1,109.7 |
|
R2 |
1,129.1 |
1,129.1 |
1,107.8 |
|
R1 |
1,116.6 |
1,116.6 |
1,106.0 |
1,114.3 |
PP |
1,108.7 |
1,108.7 |
1,108.7 |
1,107.6 |
S1 |
1,096.2 |
1,096.2 |
1,102.2 |
1,093.9 |
S2 |
1,088.3 |
1,088.3 |
1,100.4 |
|
S3 |
1,067.9 |
1,075.8 |
1,098.5 |
|
S4 |
1,047.5 |
1,055.4 |
1,092.9 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.9 |
1,208.6 |
1,125.9 |
|
R3 |
1,194.3 |
1,169.0 |
1,115.0 |
|
R2 |
1,154.7 |
1,154.7 |
1,111.4 |
|
R1 |
1,129.4 |
1,129.4 |
1,107.7 |
1,122.3 |
PP |
1,115.1 |
1,115.1 |
1,115.1 |
1,111.5 |
S1 |
1,089.8 |
1,089.8 |
1,100.5 |
1,082.7 |
S2 |
1,075.5 |
1,075.5 |
1,096.8 |
|
S3 |
1,035.9 |
1,050.2 |
1,093.2 |
|
S4 |
996.3 |
1,010.6 |
1,082.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,140.4 |
1,100.8 |
39.6 |
3.6% |
17.7 |
1.6% |
8% |
False |
True |
3,321 |
10 |
1,147.3 |
1,100.8 |
46.5 |
4.2% |
15.8 |
1.4% |
7% |
False |
True |
2,660 |
20 |
1,147.3 |
1,080.4 |
66.9 |
6.1% |
18.1 |
1.6% |
35% |
False |
False |
1,972 |
40 |
1,149.0 |
1,050.0 |
99.0 |
9.0% |
17.5 |
1.6% |
55% |
False |
False |
1,510 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.2% |
16.5 |
1.5% |
48% |
False |
False |
1,278 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.4% |
16.9 |
1.5% |
30% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.9 |
2.618 |
1,174.6 |
1.618 |
1,154.2 |
1.000 |
1,141.6 |
0.618 |
1,133.8 |
HIGH |
1,121.2 |
0.618 |
1,113.4 |
0.500 |
1,111.0 |
0.382 |
1,108.6 |
LOW |
1,100.8 |
0.618 |
1,088.2 |
1.000 |
1,080.4 |
1.618 |
1,067.8 |
2.618 |
1,047.4 |
4.250 |
1,014.1 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,111.0 |
1,115.7 |
PP |
1,108.7 |
1,111.8 |
S1 |
1,106.4 |
1,108.0 |
|