Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,611.77 |
10,623.41 |
11.64 |
0.1% |
10,563.78 |
High |
10,644.95 |
10,644.19 |
-0.76 |
0.0% |
10,644.95 |
Low |
10,594.84 |
10,570.51 |
-24.33 |
-0.2% |
10,507.17 |
Close |
10,624.69 |
10,642.15 |
17.46 |
0.2% |
10,624.69 |
Range |
50.11 |
73.68 |
23.57 |
47.0% |
137.78 |
ATR |
104.80 |
102.57 |
-2.22 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,839.99 |
10,814.75 |
10,682.67 |
|
R3 |
10,766.31 |
10,741.07 |
10,662.41 |
|
R2 |
10,692.63 |
10,692.63 |
10,655.66 |
|
R1 |
10,667.39 |
10,667.39 |
10,648.90 |
10,680.01 |
PP |
10,618.95 |
10,618.95 |
10,618.95 |
10,625.26 |
S1 |
10,593.71 |
10,593.71 |
10,635.40 |
10,606.33 |
S2 |
10,545.27 |
10,545.27 |
10,628.64 |
|
S3 |
10,471.59 |
10,520.03 |
10,621.89 |
|
S4 |
10,397.91 |
10,446.35 |
10,601.63 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,005.61 |
10,952.93 |
10,700.47 |
|
R3 |
10,867.83 |
10,815.15 |
10,662.58 |
|
R2 |
10,730.05 |
10,730.05 |
10,649.95 |
|
R1 |
10,677.37 |
10,677.37 |
10,637.32 |
10,703.71 |
PP |
10,592.27 |
10,592.27 |
10,592.27 |
10,605.44 |
S1 |
10,539.59 |
10,539.59 |
10,612.06 |
10,565.93 |
S2 |
10,454.49 |
10,454.49 |
10,599.43 |
|
S3 |
10,316.71 |
10,401.81 |
10,586.80 |
|
S4 |
10,178.93 |
10,264.03 |
10,548.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,644.95 |
10,507.17 |
137.78 |
1.3% |
76.48 |
0.7% |
98% |
False |
False |
|
10 |
10,644.95 |
10,376.58 |
268.37 |
2.5% |
77.66 |
0.7% |
99% |
False |
False |
|
20 |
10,644.95 |
10,100.81 |
544.14 |
5.1% |
94.65 |
0.9% |
99% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
131.11 |
1.2% |
90% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.36 |
1.1% |
90% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.4% |
115.12 |
1.1% |
90% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
123.56 |
1.2% |
92% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.2% |
123.38 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,957.33 |
2.618 |
10,837.08 |
1.618 |
10,763.40 |
1.000 |
10,717.87 |
0.618 |
10,689.72 |
HIGH |
10,644.19 |
0.618 |
10,616.04 |
0.500 |
10,607.35 |
0.382 |
10,598.66 |
LOW |
10,570.51 |
0.618 |
10,524.98 |
1.000 |
10,496.83 |
1.618 |
10,451.30 |
2.618 |
10,377.62 |
4.250 |
10,257.37 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,630.55 |
10,620.12 |
PP |
10,618.95 |
10,598.09 |
S1 |
10,607.35 |
10,576.06 |
|