Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,552.24 |
10,560.13 |
7.89 |
0.1% |
10,326.10 |
High |
10,612.60 |
10,601.79 |
-10.81 |
-0.1% |
10,571.94 |
Low |
10,533.93 |
10,526.52 |
-7.41 |
-0.1% |
10,326.10 |
Close |
10,564.38 |
10,567.33 |
2.95 |
0.0% |
10,566.20 |
Range |
78.67 |
75.27 |
-3.40 |
-4.3% |
245.84 |
ATR |
111.96 |
109.34 |
-2.62 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,791.02 |
10,754.45 |
10,608.73 |
|
R3 |
10,715.75 |
10,679.18 |
10,588.03 |
|
R2 |
10,640.48 |
10,640.48 |
10,581.13 |
|
R1 |
10,603.91 |
10,603.91 |
10,574.23 |
10,622.20 |
PP |
10,565.21 |
10,565.21 |
10,565.21 |
10,574.36 |
S1 |
10,528.64 |
10,528.64 |
10,560.43 |
10,546.93 |
S2 |
10,489.94 |
10,489.94 |
10,553.53 |
|
S3 |
10,414.67 |
10,453.37 |
10,546.63 |
|
S4 |
10,339.40 |
10,378.10 |
10,525.93 |
|
|
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 |
10,390.86 |
221.74 |
2.1% |
77.54 |
0.7% |
80% |
False |
False |
|
10 |
10,612.60 |
10,185.83 |
426.77 |
4.0% |
89.81 |
0.8% |
89% |
False |
False |
|
20 |
10,612.60 |
9,962.96 |
649.64 |
6.1% |
106.27 |
1.0% |
93% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
131.55 |
1.2% |
82% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
114.88 |
1.1% |
82% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
117.65 |
1.1% |
82% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
124.57 |
1.2% |
85% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.3% |
123.65 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,921.69 |
2.618 |
10,798.85 |
1.618 |
10,723.58 |
1.000 |
10,677.06 |
0.618 |
10,648.31 |
HIGH |
10,601.79 |
0.618 |
10,573.04 |
0.500 |
10,564.16 |
0.382 |
10,555.27 |
LOW |
10,526.52 |
0.618 |
10,480.00 |
1.000 |
10,451.25 |
1.618 |
10,404.73 |
2.618 |
10,329.46 |
4.250 |
10,206.62 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,566.27 |
10,569.56 |
PP |
10,565.21 |
10,568.82 |
S1 |
10,564.16 |
10,568.07 |
|