Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,126.5 |
1,126.5 |
0.0 |
0.0% |
1,139.8 |
High |
1,135.5 |
1,131.6 |
-3.9 |
-0.3% |
1,140.4 |
Low |
1,121.2 |
1,123.6 |
2.4 |
0.2% |
1,100.8 |
Close |
1,126.5 |
1,129.8 |
3.3 |
0.3% |
1,104.1 |
Range |
14.3 |
8.0 |
-6.3 |
-44.1% |
39.6 |
ATR |
17.3 |
16.6 |
-0.7 |
-3.8% |
0.0 |
Volume |
1,318 |
1,193 |
-125 |
-9.5% |
16,606 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.3 |
1,149.1 |
1,134.2 |
|
R3 |
1,144.3 |
1,141.1 |
1,132.0 |
|
R2 |
1,136.3 |
1,136.3 |
1,131.3 |
|
R1 |
1,133.1 |
1,133.1 |
1,130.5 |
1,134.7 |
PP |
1,128.3 |
1,128.3 |
1,128.3 |
1,129.2 |
S1 |
1,125.1 |
1,125.1 |
1,129.1 |
1,126.7 |
S2 |
1,120.3 |
1,120.3 |
1,128.3 |
|
S3 |
1,112.3 |
1,117.1 |
1,127.6 |
|
S4 |
1,104.3 |
1,109.1 |
1,125.4 |
|
|
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 |
1,135.5 |
1,100.8 |
34.7 |
3.1% |
13.8 |
1.2% |
84% |
False |
False |
1,653 |
10 |
1,143.2 |
1,100.8 |
42.4 |
3.8% |
15.0 |
1.3% |
68% |
False |
False |
2,495 |
20 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
16.1 |
1.4% |
69% |
False |
False |
1,856 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.6% |
16.8 |
1.5% |
82% |
False |
False |
1,499 |
60 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.2 |
1.4% |
71% |
False |
False |
1,341 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.0% |
17.1 |
1.5% |
44% |
False |
False |
1,205 |
100 |
1,230.7 |
1,032.4 |
198.3 |
17.6% |
15.5 |
1.4% |
49% |
False |
False |
1,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.6 |
2.618 |
1,152.5 |
1.618 |
1,144.5 |
1.000 |
1,139.6 |
0.618 |
1,136.5 |
HIGH |
1,131.6 |
0.618 |
1,128.5 |
0.500 |
1,127.6 |
0.382 |
1,126.7 |
LOW |
1,123.6 |
0.618 |
1,118.7 |
1.000 |
1,115.6 |
1.618 |
1,110.7 |
2.618 |
1,102.7 |
4.250 |
1,089.6 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,129.1 |
1,127.7 |
PP |
1,128.3 |
1,125.6 |
S1 |
1,127.6 |
1,123.5 |
|