Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,686.36 |
10,733.44 |
47.08 |
0.4% |
10,563.78 |
High |
10,767.98 |
10,784.00 |
16.02 |
0.1% |
10,644.95 |
Low |
10,686.36 |
10,728.15 |
41.79 |
0.4% |
10,507.17 |
Close |
10,733.67 |
10,779.17 |
45.50 |
0.4% |
10,624.69 |
Range |
81.62 |
55.85 |
-25.77 |
-31.6% |
137.78 |
ATR |
99.08 |
95.99 |
-3.09 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,931.32 |
10,911.10 |
10,809.89 |
|
R3 |
10,875.47 |
10,855.25 |
10,794.53 |
|
R2 |
10,819.62 |
10,819.62 |
10,789.41 |
|
R1 |
10,799.40 |
10,799.40 |
10,784.29 |
10,809.51 |
PP |
10,763.77 |
10,763.77 |
10,763.77 |
10,768.83 |
S1 |
10,743.55 |
10,743.55 |
10,774.05 |
10,753.66 |
S2 |
10,707.92 |
10,707.92 |
10,768.93 |
|
S3 |
10,652.07 |
10,687.70 |
10,763.81 |
|
S4 |
10,596.22 |
10,631.85 |
10,748.45 |
|
|
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 |
10,784.00 |
10,570.51 |
213.49 |
2.0% |
66.67 |
0.6% |
98% |
True |
False |
|
10 |
10,784.00 |
10,445.05 |
338.95 |
3.1% |
76.42 |
0.7% |
99% |
True |
False |
|
20 |
10,784.00 |
10,185.83 |
598.17 |
5.5% |
87.65 |
0.8% |
99% |
True |
False |
|
40 |
10,784.00 |
9,835.09 |
948.91 |
8.8% |
124.12 |
1.2% |
99% |
True |
False |
|
60 |
10,784.00 |
9,835.09 |
948.91 |
8.8% |
113.47 |
1.1% |
99% |
True |
False |
|
80 |
10,784.00 |
9,835.09 |
948.91 |
8.8% |
113.76 |
1.1% |
99% |
True |
False |
|
100 |
10,784.00 |
9,678.95 |
1,105.05 |
10.3% |
120.96 |
1.1% |
100% |
True |
False |
|
120 |
10,784.00 |
9,430.08 |
1,353.92 |
12.6% |
121.90 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,021.36 |
2.618 |
10,930.22 |
1.618 |
10,874.37 |
1.000 |
10,839.85 |
0.618 |
10,818.52 |
HIGH |
10,784.00 |
0.618 |
10,762.67 |
0.500 |
10,756.08 |
0.382 |
10,749.48 |
LOW |
10,728.15 |
0.618 |
10,693.63 |
1.000 |
10,672.30 |
1.618 |
10,637.78 |
2.618 |
10,581.93 |
4.250 |
10,490.79 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,771.47 |
10,753.76 |
PP |
10,763.77 |
10,728.36 |
S1 |
10,756.08 |
10,702.95 |
|