Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,563.78 |
10,552.24 |
-11.54 |
-0.1% |
10,326.10 |
High |
10,587.74 |
10,612.60 |
24.86 |
0.2% |
10,571.94 |
Low |
10,542.39 |
10,533.93 |
-8.46 |
-0.1% |
10,326.10 |
Close |
10,552.52 |
10,564.38 |
11.86 |
0.1% |
10,566.20 |
Range |
45.35 |
78.67 |
33.32 |
73.5% |
245.84 |
ATR |
114.52 |
111.96 |
-2.56 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,806.31 |
10,764.02 |
10,607.65 |
|
R3 |
10,727.64 |
10,685.35 |
10,586.01 |
|
R2 |
10,648.97 |
10,648.97 |
10,578.80 |
|
R1 |
10,606.68 |
10,606.68 |
10,571.59 |
10,627.83 |
PP |
10,570.30 |
10,570.30 |
10,570.30 |
10,580.88 |
S1 |
10,528.01 |
10,528.01 |
10,557.17 |
10,549.16 |
S2 |
10,491.63 |
10,491.63 |
10,549.96 |
|
S3 |
10,412.96 |
10,449.34 |
10,542.75 |
|
S4 |
10,334.29 |
10,370.67 |
10,521.11 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,225.60 |
11,141.74 |
10,701.41 |
|
R3 |
10,979.76 |
10,895.90 |
10,633.81 |
|
R2 |
10,733.92 |
10,733.92 |
10,611.27 |
|
R1 |
10,650.06 |
10,650.06 |
10,588.74 |
10,691.99 |
PP |
10,488.08 |
10,488.08 |
10,488.08 |
10,509.05 |
S1 |
10,404.22 |
10,404.22 |
10,543.66 |
10,446.15 |
S2 |
10,242.24 |
10,242.24 |
10,521.13 |
|
S3 |
9,996.40 |
10,158.38 |
10,498.59 |
|
S4 |
9,750.56 |
9,912.54 |
10,430.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,612.60 |
10,376.58 |
236.02 |
2.2% |
81.08 |
0.8% |
80% |
True |
False |
|
10 |
10,612.60 |
10,185.83 |
426.77 |
4.0% |
93.24 |
0.9% |
89% |
True |
False |
|
20 |
10,612.60 |
9,910.06 |
702.54 |
6.7% |
113.98 |
1.1% |
93% |
True |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
131.78 |
1.2% |
82% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
115.44 |
1.1% |
82% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
117.90 |
1.1% |
82% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
125.36 |
1.2% |
84% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.3% |
124.03 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,946.95 |
2.618 |
10,818.56 |
1.618 |
10,739.89 |
1.000 |
10,691.27 |
0.618 |
10,661.22 |
HIGH |
10,612.60 |
0.618 |
10,582.55 |
0.500 |
10,573.27 |
0.382 |
10,563.98 |
LOW |
10,533.93 |
0.618 |
10,485.31 |
1.000 |
10,455.26 |
1.618 |
10,406.64 |
2.618 |
10,327.97 |
4.250 |
10,199.58 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,573.27 |
10,552.53 |
PP |
10,570.30 |
10,540.68 |
S1 |
10,567.34 |
10,528.83 |
|