Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,128.2 |
1,107.0 |
-21.2 |
-1.9% |
1,107.8 |
High |
1,129.0 |
1,110.8 |
-18.2 |
-1.6% |
1,135.5 |
Low |
1,104.9 |
1,094.6 |
-10.3 |
-0.9% |
1,103.6 |
Close |
1,110.0 |
1,101.9 |
-8.1 |
-0.7% |
1,110.0 |
Range |
24.1 |
16.2 |
-7.9 |
-32.8% |
31.9 |
ATR |
17.2 |
17.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
2,525 |
1,416 |
-1,109 |
-43.9% |
7,325 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.0 |
1,142.7 |
1,110.8 |
|
R3 |
1,134.8 |
1,126.5 |
1,106.4 |
|
R2 |
1,118.6 |
1,118.6 |
1,104.9 |
|
R1 |
1,110.3 |
1,110.3 |
1,103.4 |
1,106.4 |
PP |
1,102.4 |
1,102.4 |
1,102.4 |
1,100.5 |
S1 |
1,094.1 |
1,094.1 |
1,100.4 |
1,090.2 |
S2 |
1,086.2 |
1,086.2 |
1,098.9 |
|
S3 |
1,070.0 |
1,077.9 |
1,097.4 |
|
S4 |
1,053.8 |
1,061.7 |
1,093.0 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.1 |
1,192.9 |
1,127.5 |
|
R3 |
1,180.2 |
1,161.0 |
1,118.8 |
|
R2 |
1,148.3 |
1,148.3 |
1,115.8 |
|
R1 |
1,129.1 |
1,129.1 |
1,112.9 |
1,138.7 |
PP |
1,116.4 |
1,116.4 |
1,116.4 |
1,121.2 |
S1 |
1,097.2 |
1,097.2 |
1,107.1 |
1,106.8 |
S2 |
1,084.5 |
1,084.5 |
1,104.2 |
|
S3 |
1,052.6 |
1,065.3 |
1,101.2 |
|
S4 |
1,020.7 |
1,033.4 |
1,092.5 |
|
|
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 |
1,094.6 |
40.9 |
3.7% |
16.4 |
1.5% |
18% |
False |
True |
1,439 |
10 |
1,135.5 |
1,094.6 |
40.9 |
3.7% |
15.9 |
1.4% |
18% |
False |
True |
2,391 |
20 |
1,147.3 |
1,090.9 |
56.4 |
5.1% |
15.9 |
1.4% |
20% |
False |
False |
1,937 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.8% |
16.8 |
1.5% |
53% |
False |
False |
1,566 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.2% |
16.1 |
1.5% |
46% |
False |
False |
1,387 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.4% |
17.2 |
1.6% |
29% |
False |
False |
1,179 |
100 |
1,230.7 |
1,032.4 |
198.3 |
18.0% |
15.7 |
1.4% |
35% |
False |
False |
1,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.7 |
2.618 |
1,153.2 |
1.618 |
1,137.0 |
1.000 |
1,127.0 |
0.618 |
1,120.8 |
HIGH |
1,110.8 |
0.618 |
1,104.6 |
0.500 |
1,102.7 |
0.382 |
1,100.8 |
LOW |
1,094.6 |
0.618 |
1,084.6 |
1.000 |
1,078.4 |
1.618 |
1,068.4 |
2.618 |
1,052.2 |
4.250 |
1,025.8 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,102.7 |
1,113.1 |
PP |
1,102.4 |
1,109.4 |
S1 |
1,102.2 |
1,105.6 |
|