Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,787.18 |
10,887.62 |
100.44 |
0.9% |
10,623.41 |
High |
10,893.89 |
10,887.84 |
-6.05 |
-0.1% |
10,819.90 |
Low |
10,784.76 |
10,825.42 |
40.66 |
0.4% |
10,570.51 |
Close |
10,888.83 |
10,836.15 |
-52.68 |
-0.5% |
10,741.98 |
Range |
109.13 |
62.42 |
-46.71 |
-42.8% |
249.39 |
ATR |
100.00 |
97.39 |
-2.61 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,037.06 |
10,999.03 |
10,870.48 |
|
R3 |
10,974.64 |
10,936.61 |
10,853.32 |
|
R2 |
10,912.22 |
10,912.22 |
10,847.59 |
|
R1 |
10,874.19 |
10,874.19 |
10,841.87 |
10,862.00 |
PP |
10,849.80 |
10,849.80 |
10,849.80 |
10,843.71 |
S1 |
10,811.77 |
10,811.77 |
10,830.43 |
10,799.58 |
S2 |
10,787.38 |
10,787.38 |
10,824.71 |
|
S3 |
10,724.96 |
10,749.35 |
10,818.98 |
|
S4 |
10,662.54 |
10,686.93 |
10,801.82 |
|
|
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 |
10,694.22 |
199.67 |
1.8% |
93.56 |
0.9% |
71% |
False |
False |
|
10 |
10,893.89 |
10,507.17 |
386.72 |
3.6% |
85.00 |
0.8% |
85% |
False |
False |
|
20 |
10,893.89 |
10,185.83 |
708.06 |
6.5% |
87.40 |
0.8% |
92% |
False |
False |
|
40 |
10,893.89 |
9,835.09 |
1,058.80 |
9.8% |
117.24 |
1.1% |
95% |
False |
False |
|
60 |
10,893.89 |
9,835.09 |
1,058.80 |
9.8% |
115.20 |
1.1% |
95% |
False |
False |
|
80 |
10,893.89 |
9,835.09 |
1,058.80 |
9.8% |
113.89 |
1.1% |
95% |
False |
False |
|
100 |
10,893.89 |
9,678.95 |
1,214.94 |
11.2% |
118.54 |
1.1% |
95% |
False |
False |
|
120 |
10,893.89 |
9,430.08 |
1,463.81 |
13.5% |
121.00 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,153.13 |
2.618 |
11,051.26 |
1.618 |
10,988.84 |
1.000 |
10,950.26 |
0.618 |
10,926.42 |
HIGH |
10,887.84 |
0.618 |
10,864.00 |
0.500 |
10,856.63 |
0.382 |
10,849.26 |
LOW |
10,825.42 |
0.618 |
10,786.84 |
1.000 |
10,763.00 |
1.618 |
10,724.42 |
2.618 |
10,662.00 |
4.250 |
10,560.14 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,856.63 |
10,822.27 |
PP |
10,849.80 |
10,808.39 |
S1 |
10,842.98 |
10,794.51 |
|