Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,560.98 |
10,611.77 |
50.79 |
0.5% |
10,563.78 |
High |
10,611.84 |
10,644.95 |
33.11 |
0.3% |
10,644.95 |
Low |
10,507.17 |
10,594.84 |
87.67 |
0.8% |
10,507.17 |
Close |
10,611.84 |
10,624.69 |
12.85 |
0.1% |
10,624.69 |
Range |
104.67 |
50.11 |
-54.56 |
-52.1% |
137.78 |
ATR |
109.00 |
104.80 |
-4.21 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,771.82 |
10,748.37 |
10,652.25 |
|
R3 |
10,721.71 |
10,698.26 |
10,638.47 |
|
R2 |
10,671.60 |
10,671.60 |
10,633.88 |
|
R1 |
10,648.15 |
10,648.15 |
10,629.28 |
10,659.88 |
PP |
10,621.49 |
10,621.49 |
10,621.49 |
10,627.36 |
S1 |
10,598.04 |
10,598.04 |
10,620.10 |
10,609.77 |
S2 |
10,571.38 |
10,571.38 |
10,615.50 |
|
S3 |
10,521.27 |
10,547.93 |
10,610.91 |
|
S4 |
10,471.16 |
10,497.82 |
10,597.13 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,005.61 |
10,952.93 |
10,700.47 |
|
R3 |
10,867.83 |
10,815.15 |
10,662.58 |
|
R2 |
10,730.05 |
10,730.05 |
10,649.95 |
|
R1 |
10,677.37 |
10,677.37 |
10,637.32 |
10,703.71 |
PP |
10,592.27 |
10,592.27 |
10,592.27 |
10,605.44 |
S1 |
10,539.59 |
10,539.59 |
10,612.06 |
10,565.93 |
S2 |
10,454.49 |
10,454.49 |
10,599.43 |
|
S3 |
10,316.71 |
10,401.81 |
10,586.80 |
|
S4 |
10,178.93 |
10,264.03 |
10,548.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,644.95 |
10,507.17 |
137.78 |
1.3% |
70.81 |
0.7% |
85% |
True |
False |
|
10 |
10,644.95 |
10,326.10 |
318.85 |
3.0% |
79.08 |
0.7% |
94% |
True |
False |
|
20 |
10,644.95 |
9,983.82 |
661.13 |
6.2% |
98.64 |
0.9% |
97% |
True |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
130.69 |
1.2% |
88% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.34 |
1.1% |
88% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
116.28 |
1.1% |
88% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
124.05 |
1.2% |
90% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.2% |
123.54 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,857.92 |
2.618 |
10,776.14 |
1.618 |
10,726.03 |
1.000 |
10,695.06 |
0.618 |
10,675.92 |
HIGH |
10,644.95 |
0.618 |
10,625.81 |
0.500 |
10,619.90 |
0.382 |
10,613.98 |
LOW |
10,594.84 |
0.618 |
10,563.87 |
1.000 |
10,544.73 |
1.618 |
10,513.76 |
2.618 |
10,463.65 |
4.250 |
10,381.87 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,623.09 |
10,608.48 |
PP |
10,621.49 |
10,592.27 |
S1 |
10,619.90 |
10,576.06 |
|