Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,763.5 |
5,775.0 |
11.5 |
0.2% |
5,725.0 |
High |
5,831.5 |
5,825.0 |
-6.5 |
-0.1% |
5,757.5 |
Low |
5,750.5 |
5,764.5 |
14.0 |
0.2% |
5,518.5 |
Close |
5,815.0 |
5,797.0 |
-18.0 |
-0.3% |
5,594.5 |
Range |
81.0 |
60.5 |
-20.5 |
-25.3% |
239.0 |
ATR |
107.7 |
104.3 |
-3.4 |
-3.1% |
0.0 |
Volume |
133,826 |
130,732 |
-3,094 |
-2.3% |
807,519 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,977.0 |
5,947.5 |
5,830.3 |
|
R3 |
5,916.5 |
5,887.0 |
5,813.6 |
|
R2 |
5,856.0 |
5,856.0 |
5,808.1 |
|
R1 |
5,826.5 |
5,826.5 |
5,802.5 |
5,841.3 |
PP |
5,795.5 |
5,795.5 |
5,795.5 |
5,802.9 |
S1 |
5,766.0 |
5,766.0 |
5,791.5 |
5,780.8 |
S2 |
5,735.0 |
5,735.0 |
5,785.9 |
|
S3 |
5,674.5 |
5,705.5 |
5,780.4 |
|
S4 |
5,614.0 |
5,645.0 |
5,763.7 |
|
|
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 |
5,530.5 |
301.0 |
5.2% |
77.0 |
1.3% |
89% |
False |
False |
141,932 |
10 |
5,831.5 |
5,518.5 |
313.0 |
5.4% |
92.5 |
1.6% |
89% |
False |
False |
153,149 |
20 |
5,831.5 |
5,383.0 |
448.5 |
7.7% |
103.4 |
1.8% |
92% |
False |
False |
173,776 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.4% |
110.9 |
1.9% |
58% |
False |
False |
169,903 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.4% |
100.9 |
1.7% |
58% |
False |
False |
127,423 |
80 |
6,100.5 |
5,367.5 |
733.0 |
12.6% |
100.3 |
1.7% |
59% |
False |
False |
95,773 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
101.3 |
1.7% |
61% |
False |
False |
76,771 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.4% |
100.4 |
1.7% |
61% |
False |
False |
64,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,082.1 |
2.618 |
5,983.4 |
1.618 |
5,922.9 |
1.000 |
5,885.5 |
0.618 |
5,862.4 |
HIGH |
5,825.0 |
0.618 |
5,801.9 |
0.500 |
5,794.8 |
0.382 |
5,787.6 |
LOW |
5,764.5 |
0.618 |
5,727.1 |
1.000 |
5,704.0 |
1.618 |
5,666.6 |
2.618 |
5,606.1 |
4.250 |
5,507.4 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,796.3 |
5,788.4 |
PP |
5,795.5 |
5,779.8 |
S1 |
5,794.8 |
5,771.3 |
|