Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,597.0 |
5,642.0 |
45.0 |
0.8% |
5,725.0 |
High |
5,619.0 |
5,720.0 |
101.0 |
1.8% |
5,757.5 |
Low |
5,530.5 |
5,637.5 |
107.0 |
1.9% |
5,518.5 |
Close |
5,594.5 |
5,714.0 |
119.5 |
2.1% |
5,594.5 |
Range |
88.5 |
82.5 |
-6.0 |
-6.8% |
239.0 |
ATR |
111.6 |
112.6 |
1.0 |
0.9% |
0.0 |
Volume |
141,620 |
168,697 |
27,077 |
19.1% |
807,519 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,938.0 |
5,908.5 |
5,759.4 |
|
R3 |
5,855.5 |
5,826.0 |
5,736.7 |
|
R2 |
5,773.0 |
5,773.0 |
5,729.1 |
|
R1 |
5,743.5 |
5,743.5 |
5,721.6 |
5,758.3 |
PP |
5,690.5 |
5,690.5 |
5,690.5 |
5,697.9 |
S1 |
5,661.0 |
5,661.0 |
5,706.4 |
5,675.8 |
S2 |
5,608.0 |
5,608.0 |
5,698.9 |
|
S3 |
5,525.5 |
5,578.5 |
5,691.3 |
|
S4 |
5,443.0 |
5,496.0 |
5,668.6 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,340.5 |
6,206.5 |
5,726.0 |
|
R3 |
6,101.5 |
5,967.5 |
5,660.2 |
|
R2 |
5,862.5 |
5,862.5 |
5,638.3 |
|
R1 |
5,728.5 |
5,728.5 |
5,616.4 |
5,676.0 |
PP |
5,623.5 |
5,623.5 |
5,623.5 |
5,597.3 |
S1 |
5,489.5 |
5,489.5 |
5,572.6 |
5,437.0 |
S2 |
5,384.5 |
5,384.5 |
5,550.7 |
|
S3 |
5,145.5 |
5,250.5 |
5,528.8 |
|
S4 |
4,906.5 |
5,011.5 |
5,463.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,734.0 |
5,518.5 |
215.5 |
3.8% |
106.2 |
1.9% |
91% |
False |
False |
170,315 |
10 |
5,757.5 |
5,496.5 |
261.0 |
4.6% |
98.8 |
1.7% |
83% |
False |
False |
160,351 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.6% |
108.0 |
1.9% |
88% |
False |
False |
176,512 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
110.4 |
1.9% |
46% |
False |
False |
165,475 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
104.4 |
1.8% |
46% |
False |
False |
120,796 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
102.8 |
1.8% |
50% |
False |
False |
90,810 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
102.4 |
1.8% |
50% |
False |
False |
72,786 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
100.3 |
1.8% |
50% |
False |
False |
61,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,070.6 |
2.618 |
5,936.0 |
1.618 |
5,853.5 |
1.000 |
5,802.5 |
0.618 |
5,771.0 |
HIGH |
5,720.0 |
0.618 |
5,688.5 |
0.500 |
5,678.8 |
0.382 |
5,669.0 |
LOW |
5,637.5 |
0.618 |
5,586.5 |
1.000 |
5,555.0 |
1.618 |
5,504.0 |
2.618 |
5,421.5 |
4.250 |
5,286.9 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,702.3 |
5,682.4 |
PP |
5,690.5 |
5,650.8 |
S1 |
5,678.8 |
5,619.3 |
|