Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,572 |
10,575 |
3 |
0.0% |
10,500 |
High |
10,582 |
10,632 |
50 |
0.5% |
10,600 |
Low |
10,508 |
10,559 |
51 |
0.5% |
10,442 |
Close |
10,576 |
10,624 |
48 |
0.5% |
10,573 |
Range |
74 |
73 |
-1 |
-1.4% |
158 |
ATR |
114 |
111 |
-3 |
-2.6% |
0 |
Volume |
95,422 |
98,936 |
3,514 |
3.7% |
71,430 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,824 |
10,797 |
10,664 |
|
R3 |
10,751 |
10,724 |
10,644 |
|
R2 |
10,678 |
10,678 |
10,638 |
|
R1 |
10,651 |
10,651 |
10,631 |
10,665 |
PP |
10,605 |
10,605 |
10,605 |
10,612 |
S1 |
10,578 |
10,578 |
10,617 |
10,592 |
S2 |
10,532 |
10,532 |
10,611 |
|
S3 |
10,459 |
10,505 |
10,604 |
|
S4 |
10,386 |
10,432 |
10,584 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012 |
10,951 |
10,660 |
|
R3 |
10,854 |
10,793 |
10,617 |
|
R2 |
10,696 |
10,696 |
10,602 |
|
R1 |
10,635 |
10,635 |
10,588 |
10,666 |
PP |
10,538 |
10,538 |
10,538 |
10,554 |
S1 |
10,477 |
10,477 |
10,559 |
10,508 |
S2 |
10,380 |
10,380 |
10,544 |
|
S3 |
10,222 |
10,319 |
10,530 |
|
S4 |
10,064 |
10,161 |
10,486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,632 |
10,444 |
188 |
1.8% |
78 |
0.7% |
96% |
True |
False |
52,643 |
10 |
10,632 |
10,290 |
342 |
3.2% |
93 |
0.9% |
98% |
True |
False |
26,826 |
20 |
10,632 |
10,110 |
522 |
4.9% |
102 |
1.0% |
98% |
True |
False |
13,588 |
40 |
10,632 |
9,731 |
901 |
8.5% |
142 |
1.3% |
99% |
True |
False |
6,859 |
60 |
10,632 |
9,731 |
901 |
8.5% |
122 |
1.2% |
99% |
True |
False |
4,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,942 |
2.618 |
10,823 |
1.618 |
10,750 |
1.000 |
10,705 |
0.618 |
10,677 |
HIGH |
10,632 |
0.618 |
10,604 |
0.500 |
10,596 |
0.382 |
10,587 |
LOW |
10,559 |
0.618 |
10,514 |
1.000 |
10,486 |
1.618 |
10,441 |
2.618 |
10,368 |
4.250 |
10,249 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,615 |
10,606 |
PP |
10,605 |
10,588 |
S1 |
10,596 |
10,570 |
|