Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,107.0 |
1,106.0 |
-1.0 |
-0.1% |
1,107.8 |
High |
1,110.8 |
1,110.0 |
-0.8 |
-0.1% |
1,135.5 |
Low |
1,094.6 |
1,096.6 |
2.0 |
0.2% |
1,103.6 |
Close |
1,101.9 |
1,106.0 |
4.1 |
0.4% |
1,110.0 |
Range |
16.2 |
13.4 |
-2.8 |
-17.3% |
31.9 |
ATR |
17.2 |
16.9 |
-0.3 |
-1.6% |
0.0 |
Volume |
1,416 |
977 |
-439 |
-31.0% |
7,325 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.4 |
1,138.6 |
1,113.4 |
|
R3 |
1,131.0 |
1,125.2 |
1,109.7 |
|
R2 |
1,117.6 |
1,117.6 |
1,108.5 |
|
R1 |
1,111.8 |
1,111.8 |
1,107.2 |
1,112.7 |
PP |
1,104.2 |
1,104.2 |
1,104.2 |
1,104.7 |
S1 |
1,098.4 |
1,098.4 |
1,104.8 |
1,099.3 |
S2 |
1,090.8 |
1,090.8 |
1,103.5 |
|
S3 |
1,077.4 |
1,085.0 |
1,102.3 |
|
S4 |
1,064.0 |
1,071.6 |
1,098.6 |
|
|
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% |
15.2 |
1.4% |
28% |
False |
False |
1,485 |
10 |
1,135.5 |
1,094.6 |
40.9 |
3.7% |
15.6 |
1.4% |
28% |
False |
False |
2,018 |
20 |
1,147.3 |
1,090.9 |
56.4 |
5.1% |
15.6 |
1.4% |
27% |
False |
False |
1,953 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.8% |
17.2 |
1.6% |
58% |
False |
False |
1,569 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.2% |
16.1 |
1.5% |
50% |
False |
False |
1,379 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
17.3 |
1.6% |
31% |
False |
False |
1,184 |
100 |
1,230.7 |
1,032.4 |
198.3 |
17.9% |
15.8 |
1.4% |
37% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.0 |
2.618 |
1,145.1 |
1.618 |
1,131.7 |
1.000 |
1,123.4 |
0.618 |
1,118.3 |
HIGH |
1,110.0 |
0.618 |
1,104.9 |
0.500 |
1,103.3 |
0.382 |
1,101.7 |
LOW |
1,096.6 |
0.618 |
1,088.3 |
1.000 |
1,083.2 |
1.618 |
1,074.9 |
2.618 |
1,061.5 |
4.250 |
1,039.7 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,105.1 |
1,111.8 |
PP |
1,104.2 |
1,109.9 |
S1 |
1,103.3 |
1,107.9 |
|