Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,106.0 |
1,104.6 |
-1.4 |
-0.1% |
1,107.8 |
High |
1,110.0 |
1,106.9 |
-3.1 |
-0.3% |
1,135.5 |
Low |
1,096.6 |
1,087.8 |
-8.8 |
-0.8% |
1,103.6 |
Close |
1,106.0 |
1,091.1 |
-14.9 |
-1.3% |
1,110.0 |
Range |
13.4 |
19.1 |
5.7 |
42.5% |
31.9 |
ATR |
16.9 |
17.0 |
0.2 |
0.9% |
0.0 |
Volume |
977 |
1,842 |
865 |
88.5% |
7,325 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.6 |
1,140.9 |
1,101.6 |
|
R3 |
1,133.5 |
1,121.8 |
1,096.4 |
|
R2 |
1,114.4 |
1,114.4 |
1,094.6 |
|
R1 |
1,102.7 |
1,102.7 |
1,092.9 |
1,099.0 |
PP |
1,095.3 |
1,095.3 |
1,095.3 |
1,093.4 |
S1 |
1,083.6 |
1,083.6 |
1,089.3 |
1,079.9 |
S2 |
1,076.2 |
1,076.2 |
1,087.6 |
|
S3 |
1,057.1 |
1,064.5 |
1,085.8 |
|
S4 |
1,038.0 |
1,045.4 |
1,080.6 |
|
|
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 |
1,131.6 |
1,087.8 |
43.8 |
4.0% |
16.2 |
1.5% |
8% |
False |
True |
1,590 |
10 |
1,135.5 |
1,087.8 |
47.7 |
4.4% |
15.2 |
1.4% |
7% |
False |
True |
1,890 |
20 |
1,147.3 |
1,087.8 |
59.5 |
5.5% |
15.6 |
1.4% |
6% |
False |
True |
1,999 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.9% |
17.3 |
1.6% |
42% |
False |
False |
1,607 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.3% |
16.3 |
1.5% |
37% |
False |
False |
1,370 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.6% |
17.5 |
1.6% |
23% |
False |
False |
1,201 |
100 |
1,230.7 |
1,036.3 |
194.4 |
17.8% |
15.8 |
1.5% |
28% |
False |
False |
1,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.1 |
2.618 |
1,156.9 |
1.618 |
1,137.8 |
1.000 |
1,126.0 |
0.618 |
1,118.7 |
HIGH |
1,106.9 |
0.618 |
1,099.6 |
0.500 |
1,097.4 |
0.382 |
1,095.1 |
LOW |
1,087.8 |
0.618 |
1,076.0 |
1.000 |
1,068.7 |
1.618 |
1,056.9 |
2.618 |
1,037.8 |
4.250 |
1,006.6 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,097.4 |
1,099.3 |
PP |
1,095.3 |
1,096.6 |
S1 |
1,093.2 |
1,093.8 |
|