Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,837.51 |
10,841.29 |
3.78 |
0.0% |
10,741.00 |
High |
10,955.48 |
10,909.38 |
-46.10 |
-0.4% |
10,955.48 |
Low |
10,834.19 |
10,816.43 |
-17.76 |
-0.2% |
10,695.13 |
Close |
10,841.21 |
10,850.36 |
9.15 |
0.1% |
10,850.36 |
Range |
121.29 |
92.95 |
-28.34 |
-23.4% |
260.35 |
ATR |
99.10 |
98.66 |
-0.44 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,137.57 |
11,086.92 |
10,901.48 |
|
R3 |
11,044.62 |
10,993.97 |
10,875.92 |
|
R2 |
10,951.67 |
10,951.67 |
10,867.40 |
|
R1 |
10,901.02 |
10,901.02 |
10,858.88 |
10,926.35 |
PP |
10,858.72 |
10,858.72 |
10,858.72 |
10,871.39 |
S1 |
10,808.07 |
10,808.07 |
10,841.84 |
10,833.40 |
S2 |
10,765.77 |
10,765.77 |
10,833.32 |
|
S3 |
10,672.82 |
10,715.12 |
10,824.80 |
|
S4 |
10,579.87 |
10,622.17 |
10,799.24 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,614.71 |
11,492.88 |
10,993.55 |
|
R3 |
11,354.36 |
11,232.53 |
10,921.96 |
|
R2 |
11,094.01 |
11,094.01 |
10,898.09 |
|
R1 |
10,972.18 |
10,972.18 |
10,874.23 |
11,033.10 |
PP |
10,833.66 |
10,833.66 |
10,833.66 |
10,864.11 |
S1 |
10,711.83 |
10,711.83 |
10,826.49 |
10,772.75 |
S2 |
10,573.31 |
10,573.31 |
10,802.63 |
|
S3 |
10,312.96 |
10,451.48 |
10,778.76 |
|
S4 |
10,052.61 |
10,191.13 |
10,707.17 |
|
|
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 |
10,695.13 |
260.35 |
2.4% |
100.10 |
0.9% |
60% |
False |
False |
|
10 |
10,955.48 |
10,570.51 |
384.97 |
3.5% |
90.94 |
0.8% |
73% |
False |
False |
|
20 |
10,955.48 |
10,326.10 |
629.38 |
5.8% |
85.01 |
0.8% |
83% |
False |
False |
|
40 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
113.74 |
1.0% |
91% |
False |
False |
|
60 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
117.41 |
1.1% |
91% |
False |
False |
|
80 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
112.55 |
1.0% |
91% |
False |
False |
|
100 |
10,955.48 |
9,678.95 |
1,276.53 |
11.8% |
115.80 |
1.1% |
92% |
False |
False |
|
120 |
10,955.48 |
9,481.09 |
1,474.39 |
13.6% |
120.24 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,304.42 |
2.618 |
11,152.72 |
1.618 |
11,059.77 |
1.000 |
11,002.33 |
0.618 |
10,966.82 |
HIGH |
10,909.38 |
0.618 |
10,873.87 |
0.500 |
10,862.91 |
0.382 |
10,851.94 |
LOW |
10,816.43 |
0.618 |
10,758.99 |
1.000 |
10,723.48 |
1.618 |
10,666.04 |
2.618 |
10,573.09 |
4.250 |
10,421.39 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,862.91 |
10,885.96 |
PP |
10,858.72 |
10,874.09 |
S1 |
10,854.54 |
10,862.23 |
|