Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,780.00 |
10,741.00 |
-39.00 |
-0.4% |
10,623.41 |
High |
10,819.90 |
10,809.85 |
-10.05 |
-0.1% |
10,819.90 |
Low |
10,694.22 |
10,695.13 |
0.91 |
0.0% |
10,570.51 |
Close |
10,741.98 |
10,785.89 |
43.91 |
0.4% |
10,741.98 |
Range |
125.68 |
114.72 |
-10.96 |
-8.7% |
249.39 |
ATR |
98.11 |
99.30 |
1.19 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,107.78 |
11,061.56 |
10,848.99 |
|
R3 |
10,993.06 |
10,946.84 |
10,817.44 |
|
R2 |
10,878.34 |
10,878.34 |
10,806.92 |
|
R1 |
10,832.12 |
10,832.12 |
10,796.41 |
10,855.23 |
PP |
10,763.62 |
10,763.62 |
10,763.62 |
10,775.18 |
S1 |
10,717.40 |
10,717.40 |
10,775.37 |
10,740.51 |
S2 |
10,648.90 |
10,648.90 |
10,764.86 |
|
S3 |
10,534.18 |
10,602.68 |
10,754.34 |
|
S4 |
10,419.46 |
10,487.96 |
10,722.79 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,458.97 |
11,349.86 |
10,879.14 |
|
R3 |
11,209.58 |
11,100.47 |
10,810.56 |
|
R2 |
10,960.19 |
10,960.19 |
10,787.70 |
|
R1 |
10,851.08 |
10,851.08 |
10,764.84 |
10,905.64 |
PP |
10,710.80 |
10,710.80 |
10,710.80 |
10,738.07 |
S1 |
10,601.69 |
10,601.69 |
10,719.12 |
10,656.25 |
S2 |
10,461.41 |
10,461.41 |
10,696.26 |
|
S3 |
10,212.02 |
10,352.30 |
10,673.40 |
|
S4 |
9,962.63 |
10,102.91 |
10,604.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,819.90 |
10,621.90 |
198.00 |
1.8% |
89.99 |
0.8% |
83% |
False |
False |
|
10 |
10,819.90 |
10,507.17 |
312.73 |
2.9% |
83.24 |
0.8% |
89% |
False |
False |
|
20 |
10,819.90 |
10,185.83 |
634.07 |
5.9% |
91.47 |
0.8% |
95% |
False |
False |
|
40 |
10,819.90 |
9,835.09 |
984.81 |
9.1% |
118.32 |
1.1% |
97% |
False |
False |
|
60 |
10,819.90 |
9,835.09 |
984.81 |
9.1% |
114.25 |
1.1% |
97% |
False |
False |
|
80 |
10,819.90 |
9,835.09 |
984.81 |
9.1% |
113.69 |
1.1% |
97% |
False |
False |
|
100 |
10,819.90 |
9,678.95 |
1,140.95 |
10.6% |
119.36 |
1.1% |
97% |
False |
False |
|
120 |
10,819.90 |
9,430.08 |
1,389.82 |
12.9% |
121.77 |
1.1% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,297.41 |
2.618 |
11,110.19 |
1.618 |
10,995.47 |
1.000 |
10,924.57 |
0.618 |
10,880.75 |
HIGH |
10,809.85 |
0.618 |
10,766.03 |
0.500 |
10,752.49 |
0.382 |
10,738.95 |
LOW |
10,695.13 |
0.618 |
10,624.23 |
1.000 |
10,580.41 |
1.618 |
10,509.51 |
2.618 |
10,394.79 |
4.250 |
10,207.57 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,774.76 |
10,776.28 |
PP |
10,763.62 |
10,766.67 |
S1 |
10,752.49 |
10,757.06 |
|