Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,725.0 |
5,763.5 |
38.5 |
0.7% |
5,725.0 |
High |
5,783.5 |
5,831.5 |
48.0 |
0.8% |
5,757.5 |
Low |
5,711.0 |
5,750.5 |
39.5 |
0.7% |
5,518.5 |
Close |
5,776.0 |
5,815.0 |
39.0 |
0.7% |
5,594.5 |
Range |
72.5 |
81.0 |
8.5 |
11.7% |
239.0 |
ATR |
109.8 |
107.7 |
-2.1 |
-1.9% |
0.0 |
Volume |
134,786 |
133,826 |
-960 |
-0.7% |
807,519 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,042.0 |
6,009.5 |
5,859.6 |
|
R3 |
5,961.0 |
5,928.5 |
5,837.3 |
|
R2 |
5,880.0 |
5,880.0 |
5,829.9 |
|
R1 |
5,847.5 |
5,847.5 |
5,822.4 |
5,863.8 |
PP |
5,799.0 |
5,799.0 |
5,799.0 |
5,807.1 |
S1 |
5,766.5 |
5,766.5 |
5,807.6 |
5,782.8 |
S2 |
5,718.0 |
5,718.0 |
5,800.2 |
|
S3 |
5,637.0 |
5,685.5 |
5,792.7 |
|
S4 |
5,556.0 |
5,604.5 |
5,770.5 |
|
|
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 |
5,831.5 |
5,518.5 |
313.0 |
5.4% |
92.9 |
1.6% |
95% |
True |
False |
157,245 |
10 |
5,831.5 |
5,518.5 |
313.0 |
5.4% |
95.0 |
1.6% |
95% |
True |
False |
155,330 |
20 |
5,831.5 |
5,383.0 |
448.5 |
7.7% |
104.5 |
1.8% |
96% |
True |
False |
175,419 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.3% |
110.6 |
1.9% |
60% |
False |
False |
169,004 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.3% |
101.8 |
1.8% |
60% |
False |
False |
125,253 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
100.4 |
1.7% |
63% |
False |
False |
94,144 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
102.1 |
1.8% |
63% |
False |
False |
75,466 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
100.3 |
1.7% |
63% |
False |
False |
63,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,175.8 |
2.618 |
6,043.6 |
1.618 |
5,962.6 |
1.000 |
5,912.5 |
0.618 |
5,881.6 |
HIGH |
5,831.5 |
0.618 |
5,800.6 |
0.500 |
5,791.0 |
0.382 |
5,781.4 |
LOW |
5,750.5 |
0.618 |
5,700.4 |
1.000 |
5,669.5 |
1.618 |
5,619.4 |
2.618 |
5,538.4 |
4.250 |
5,406.3 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,807.0 |
5,788.2 |
PP |
5,799.0 |
5,761.3 |
S1 |
5,791.0 |
5,734.5 |
|