Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,104.6 |
1,088.5 |
-16.1 |
-1.5% |
1,107.8 |
High |
1,106.9 |
1,097.3 |
-9.6 |
-0.9% |
1,135.5 |
Low |
1,087.8 |
1,088.5 |
0.7 |
0.1% |
1,103.6 |
Close |
1,091.1 |
1,095.3 |
4.2 |
0.4% |
1,110.0 |
Range |
19.1 |
8.8 |
-10.3 |
-53.9% |
31.9 |
ATR |
17.0 |
16.5 |
-0.6 |
-3.5% |
0.0 |
Volume |
1,842 |
957 |
-885 |
-48.0% |
7,325 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.1 |
1,116.5 |
1,100.1 |
|
R3 |
1,111.3 |
1,107.7 |
1,097.7 |
|
R2 |
1,102.5 |
1,102.5 |
1,096.9 |
|
R1 |
1,098.9 |
1,098.9 |
1,096.1 |
1,100.7 |
PP |
1,093.7 |
1,093.7 |
1,093.7 |
1,094.6 |
S1 |
1,090.1 |
1,090.1 |
1,094.5 |
1,091.9 |
S2 |
1,084.9 |
1,084.9 |
1,093.7 |
|
S3 |
1,076.1 |
1,081.3 |
1,092.9 |
|
S4 |
1,067.3 |
1,072.5 |
1,090.5 |
|
|
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 |
1,129.0 |
1,087.8 |
41.2 |
3.8% |
16.3 |
1.5% |
18% |
False |
False |
1,543 |
10 |
1,135.5 |
1,087.8 |
47.7 |
4.4% |
15.0 |
1.4% |
16% |
False |
False |
1,598 |
20 |
1,147.3 |
1,087.8 |
59.5 |
5.4% |
15.1 |
1.4% |
13% |
False |
False |
2,002 |
40 |
1,147.3 |
1,050.0 |
97.3 |
8.9% |
17.1 |
1.6% |
47% |
False |
False |
1,625 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.3% |
16.4 |
1.5% |
40% |
False |
False |
1,367 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.5% |
17.0 |
1.5% |
25% |
False |
False |
1,207 |
100 |
1,230.7 |
1,043.8 |
186.9 |
17.1% |
15.8 |
1.4% |
28% |
False |
False |
1,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.7 |
2.618 |
1,120.3 |
1.618 |
1,111.5 |
1.000 |
1,106.1 |
0.618 |
1,102.7 |
HIGH |
1,097.3 |
0.618 |
1,093.9 |
0.500 |
1,092.9 |
0.382 |
1,091.9 |
LOW |
1,088.5 |
0.618 |
1,083.1 |
1.000 |
1,079.7 |
1.618 |
1,074.3 |
2.618 |
1,065.5 |
4.250 |
1,051.1 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,094.5 |
1,098.9 |
PP |
1,093.7 |
1,097.7 |
S1 |
1,092.9 |
1,096.5 |
|