Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,560.13 |
10,560.98 |
0.85 |
0.0% |
10,326.10 |
High |
10,601.79 |
10,611.84 |
10.05 |
0.1% |
10,571.94 |
Low |
10,526.52 |
10,507.17 |
-19.35 |
-0.2% |
10,326.10 |
Close |
10,567.33 |
10,611.84 |
44.51 |
0.4% |
10,566.20 |
Range |
75.27 |
104.67 |
29.40 |
39.1% |
245.84 |
ATR |
109.34 |
109.00 |
-0.33 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,890.96 |
10,856.07 |
10,669.41 |
|
R3 |
10,786.29 |
10,751.40 |
10,640.62 |
|
R2 |
10,681.62 |
10,681.62 |
10,631.03 |
|
R1 |
10,646.73 |
10,646.73 |
10,621.43 |
10,664.18 |
PP |
10,576.95 |
10,576.95 |
10,576.95 |
10,585.67 |
S1 |
10,542.06 |
10,542.06 |
10,602.25 |
10,559.51 |
S2 |
10,472.28 |
10,472.28 |
10,592.65 |
|
S3 |
10,367.61 |
10,437.39 |
10,583.06 |
|
S4 |
10,262.94 |
10,332.72 |
10,554.27 |
|
|
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 |
10,445.05 |
167.55 |
1.6% |
86.17 |
0.8% |
100% |
False |
False |
|
10 |
10,612.60 |
10,272.29 |
340.31 |
3.2% |
82.19 |
0.8% |
100% |
False |
False |
|
20 |
10,612.60 |
9,976.71 |
635.89 |
6.0% |
105.38 |
1.0% |
100% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
131.81 |
1.2% |
87% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.23 |
1.1% |
87% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
117.08 |
1.1% |
87% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
124.77 |
1.2% |
89% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.2% |
123.65 |
1.2% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,056.69 |
2.618 |
10,885.87 |
1.618 |
10,781.20 |
1.000 |
10,716.51 |
0.618 |
10,676.53 |
HIGH |
10,611.84 |
0.618 |
10,571.86 |
0.500 |
10,559.51 |
0.382 |
10,547.15 |
LOW |
10,507.17 |
0.618 |
10,442.48 |
1.000 |
10,402.50 |
1.618 |
10,337.81 |
2.618 |
10,233.14 |
4.250 |
10,062.32 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,594.40 |
10,594.52 |
PP |
10,576.95 |
10,577.20 |
S1 |
10,559.51 |
10,559.89 |
|