Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,623.41 |
10,642.53 |
19.12 |
0.2% |
10,563.78 |
High |
10,644.19 |
10,693.99 |
49.80 |
0.5% |
10,644.95 |
Low |
10,570.51 |
10,621.90 |
51.39 |
0.5% |
10,507.17 |
Close |
10,642.15 |
10,685.98 |
43.83 |
0.4% |
10,624.69 |
Range |
73.68 |
72.09 |
-1.59 |
-2.2% |
137.78 |
ATR |
102.57 |
100.40 |
-2.18 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,883.56 |
10,856.86 |
10,725.63 |
|
R3 |
10,811.47 |
10,784.77 |
10,705.80 |
|
R2 |
10,739.38 |
10,739.38 |
10,699.20 |
|
R1 |
10,712.68 |
10,712.68 |
10,692.59 |
10,726.03 |
PP |
10,667.29 |
10,667.29 |
10,667.29 |
10,673.97 |
S1 |
10,640.59 |
10,640.59 |
10,679.37 |
10,653.94 |
S2 |
10,595.20 |
10,595.20 |
10,672.76 |
|
S3 |
10,523.11 |
10,568.50 |
10,666.16 |
|
S4 |
10,451.02 |
10,496.41 |
10,646.33 |
|
|
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 |
10,693.99 |
10,507.17 |
186.82 |
1.7% |
75.16 |
0.7% |
96% |
True |
False |
|
10 |
10,693.99 |
10,376.58 |
317.41 |
3.0% |
78.12 |
0.7% |
97% |
True |
False |
|
20 |
10,693.99 |
10,185.83 |
508.16 |
4.8% |
89.31 |
0.8% |
98% |
True |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
129.19 |
1.2% |
95% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.18 |
1.1% |
95% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.07 |
1.1% |
95% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.8% |
123.22 |
1.2% |
96% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.2% |
123.39 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,000.37 |
2.618 |
10,882.72 |
1.618 |
10,810.63 |
1.000 |
10,766.08 |
0.618 |
10,738.54 |
HIGH |
10,693.99 |
0.618 |
10,666.45 |
0.500 |
10,657.95 |
0.382 |
10,649.44 |
LOW |
10,621.90 |
0.618 |
10,577.35 |
1.000 |
10,549.81 |
1.618 |
10,505.26 |
2.618 |
10,433.17 |
4.250 |
10,315.52 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,676.64 |
10,668.07 |
PP |
10,667.29 |
10,650.16 |
S1 |
10,657.95 |
10,632.25 |
|