Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,642.0 |
5,725.0 |
83.0 |
1.5% |
5,725.0 |
High |
5,720.0 |
5,783.5 |
63.5 |
1.1% |
5,757.5 |
Low |
5,637.5 |
5,711.0 |
73.5 |
1.3% |
5,518.5 |
Close |
5,714.0 |
5,776.0 |
62.0 |
1.1% |
5,594.5 |
Range |
82.5 |
72.5 |
-10.0 |
-12.1% |
239.0 |
ATR |
112.6 |
109.8 |
-2.9 |
-2.5% |
0.0 |
Volume |
168,697 |
134,786 |
-33,911 |
-20.1% |
807,519 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,974.3 |
5,947.7 |
5,815.9 |
|
R3 |
5,901.8 |
5,875.2 |
5,795.9 |
|
R2 |
5,829.3 |
5,829.3 |
5,789.3 |
|
R1 |
5,802.7 |
5,802.7 |
5,782.6 |
5,816.0 |
PP |
5,756.8 |
5,756.8 |
5,756.8 |
5,763.5 |
S1 |
5,730.2 |
5,730.2 |
5,769.4 |
5,743.5 |
S2 |
5,684.3 |
5,684.3 |
5,762.7 |
|
S3 |
5,611.8 |
5,657.7 |
5,756.1 |
|
S4 |
5,539.3 |
5,585.2 |
5,736.1 |
|
|
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 |
5,783.5 |
5,518.5 |
265.0 |
4.6% |
90.7 |
1.6% |
97% |
True |
False |
158,931 |
10 |
5,783.5 |
5,518.5 |
265.0 |
4.6% |
94.0 |
1.6% |
97% |
True |
False |
156,209 |
20 |
5,783.5 |
5,383.0 |
400.5 |
6.9% |
106.1 |
1.8% |
98% |
True |
False |
176,638 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.4% |
110.6 |
1.9% |
55% |
False |
False |
168,182 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.4% |
102.2 |
1.8% |
55% |
False |
False |
123,033 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
101.0 |
1.7% |
58% |
False |
False |
92,475 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
102.3 |
1.8% |
58% |
False |
False |
74,129 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
100.1 |
1.7% |
58% |
False |
False |
62,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,091.6 |
2.618 |
5,973.3 |
1.618 |
5,900.8 |
1.000 |
5,856.0 |
0.618 |
5,828.3 |
HIGH |
5,783.5 |
0.618 |
5,755.8 |
0.500 |
5,747.3 |
0.382 |
5,738.7 |
LOW |
5,711.0 |
0.618 |
5,666.2 |
1.000 |
5,638.5 |
1.618 |
5,593.7 |
2.618 |
5,521.2 |
4.250 |
5,402.9 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,766.4 |
5,736.3 |
PP |
5,756.8 |
5,696.7 |
S1 |
5,747.3 |
5,657.0 |
|