Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,887.62 |
10,837.51 |
-50.11 |
-0.5% |
10,623.41 |
High |
10,887.84 |
10,955.48 |
67.64 |
0.6% |
10,819.90 |
Low |
10,825.42 |
10,834.19 |
8.77 |
0.1% |
10,570.51 |
Close |
10,836.15 |
10,841.21 |
5.06 |
0.0% |
10,741.98 |
Range |
62.42 |
121.29 |
58.87 |
94.3% |
249.39 |
ATR |
97.39 |
99.10 |
1.71 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,240.83 |
11,162.31 |
10,907.92 |
|
R3 |
11,119.54 |
11,041.02 |
10,874.56 |
|
R2 |
10,998.25 |
10,998.25 |
10,863.45 |
|
R1 |
10,919.73 |
10,919.73 |
10,852.33 |
10,958.99 |
PP |
10,876.96 |
10,876.96 |
10,876.96 |
10,896.59 |
S1 |
10,798.44 |
10,798.44 |
10,830.09 |
10,837.70 |
S2 |
10,755.67 |
10,755.67 |
10,818.97 |
|
S3 |
10,634.38 |
10,677.15 |
10,807.86 |
|
S4 |
10,513.09 |
10,555.86 |
10,774.50 |
|
|
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 |
10,955.48 |
10,694.22 |
261.26 |
2.4% |
106.65 |
1.0% |
56% |
True |
False |
|
10 |
10,955.48 |
10,570.51 |
384.97 |
3.6% |
86.66 |
0.8% |
70% |
True |
False |
|
20 |
10,955.48 |
10,272.29 |
683.19 |
6.3% |
84.42 |
0.8% |
83% |
True |
False |
|
40 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
116.51 |
1.1% |
90% |
True |
False |
|
60 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
116.46 |
1.1% |
90% |
True |
False |
|
80 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
112.65 |
1.0% |
90% |
True |
False |
|
100 |
10,955.48 |
9,678.95 |
1,276.53 |
11.8% |
117.64 |
1.1% |
91% |
True |
False |
|
120 |
10,955.48 |
9,430.08 |
1,525.40 |
14.1% |
120.25 |
1.1% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,470.96 |
2.618 |
11,273.02 |
1.618 |
11,151.73 |
1.000 |
11,076.77 |
0.618 |
11,030.44 |
HIGH |
10,955.48 |
0.618 |
10,909.15 |
0.500 |
10,894.84 |
0.382 |
10,880.52 |
LOW |
10,834.19 |
0.618 |
10,759.23 |
1.000 |
10,712.90 |
1.618 |
10,637.94 |
2.618 |
10,516.65 |
4.250 |
10,318.71 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,894.84 |
10,870.12 |
PP |
10,876.96 |
10,860.48 |
S1 |
10,859.09 |
10,850.85 |
|