Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,741.00 |
10,787.18 |
46.18 |
0.4% |
10,623.41 |
High |
10,809.85 |
10,893.89 |
84.04 |
0.8% |
10,819.90 |
Low |
10,695.13 |
10,784.76 |
89.63 |
0.8% |
10,570.51 |
Close |
10,785.89 |
10,888.83 |
102.94 |
1.0% |
10,741.98 |
Range |
114.72 |
109.13 |
-5.59 |
-4.9% |
249.39 |
ATR |
99.30 |
100.00 |
0.70 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,183.22 |
11,145.15 |
10,948.85 |
|
R3 |
11,074.09 |
11,036.02 |
10,918.84 |
|
R2 |
10,964.96 |
10,964.96 |
10,908.84 |
|
R1 |
10,926.89 |
10,926.89 |
10,898.83 |
10,945.93 |
PP |
10,855.83 |
10,855.83 |
10,855.83 |
10,865.34 |
S1 |
10,817.76 |
10,817.76 |
10,878.83 |
10,836.80 |
S2 |
10,746.70 |
10,746.70 |
10,868.82 |
|
S3 |
10,637.57 |
10,708.63 |
10,858.82 |
|
S4 |
10,528.44 |
10,599.50 |
10,828.81 |
|
|
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 |
10,893.89 |
10,686.36 |
207.53 |
1.9% |
97.40 |
0.9% |
98% |
True |
False |
|
10 |
10,893.89 |
10,507.17 |
386.72 |
3.6% |
86.28 |
0.8% |
99% |
True |
False |
|
20 |
10,893.89 |
10,185.83 |
708.06 |
6.5% |
89.76 |
0.8% |
99% |
True |
False |
|
40 |
10,893.89 |
9,835.09 |
1,058.80 |
9.7% |
118.92 |
1.1% |
100% |
True |
False |
|
60 |
10,893.89 |
9,835.09 |
1,058.80 |
9.7% |
115.16 |
1.1% |
100% |
True |
False |
|
80 |
10,893.89 |
9,835.09 |
1,058.80 |
9.7% |
113.87 |
1.0% |
100% |
True |
False |
|
100 |
10,893.89 |
9,678.95 |
1,214.94 |
11.2% |
119.36 |
1.1% |
100% |
True |
False |
|
120 |
10,893.89 |
9,430.08 |
1,463.81 |
13.4% |
121.89 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,357.69 |
2.618 |
11,179.59 |
1.618 |
11,070.46 |
1.000 |
11,003.02 |
0.618 |
10,961.33 |
HIGH |
10,893.89 |
0.618 |
10,852.20 |
0.500 |
10,839.33 |
0.382 |
10,826.45 |
LOW |
10,784.76 |
0.618 |
10,717.32 |
1.000 |
10,675.63 |
1.618 |
10,608.19 |
2.618 |
10,499.06 |
4.250 |
10,320.96 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,872.33 |
10,857.24 |
PP |
10,855.83 |
10,825.65 |
S1 |
10,839.33 |
10,794.06 |
|