Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,775.0 |
5,815.0 |
40.0 |
0.7% |
5,642.0 |
High |
5,825.0 |
5,895.0 |
70.0 |
1.2% |
5,895.0 |
Low |
5,764.5 |
5,808.5 |
44.0 |
0.8% |
5,637.5 |
Close |
5,797.0 |
5,878.0 |
81.0 |
1.4% |
5,878.0 |
Range |
60.5 |
86.5 |
26.0 |
43.0% |
257.5 |
ATR |
104.3 |
103.9 |
-0.5 |
-0.4% |
0.0 |
Volume |
130,732 |
124,101 |
-6,631 |
-5.1% |
692,142 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,120.0 |
6,085.5 |
5,925.6 |
|
R3 |
6,033.5 |
5,999.0 |
5,901.8 |
|
R2 |
5,947.0 |
5,947.0 |
5,893.9 |
|
R1 |
5,912.5 |
5,912.5 |
5,885.9 |
5,929.8 |
PP |
5,860.5 |
5,860.5 |
5,860.5 |
5,869.1 |
S1 |
5,826.0 |
5,826.0 |
5,870.1 |
5,843.3 |
S2 |
5,774.0 |
5,774.0 |
5,862.1 |
|
S3 |
5,687.5 |
5,739.5 |
5,854.2 |
|
S4 |
5,601.0 |
5,653.0 |
5,830.4 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,576.0 |
6,484.5 |
6,019.6 |
|
R3 |
6,318.5 |
6,227.0 |
5,948.8 |
|
R2 |
6,061.0 |
6,061.0 |
5,925.2 |
|
R1 |
5,969.5 |
5,969.5 |
5,901.6 |
6,015.3 |
PP |
5,803.5 |
5,803.5 |
5,803.5 |
5,826.4 |
S1 |
5,712.0 |
5,712.0 |
5,854.4 |
5,757.8 |
S2 |
5,546.0 |
5,546.0 |
5,830.8 |
|
S3 |
5,288.5 |
5,454.5 |
5,807.2 |
|
S4 |
5,031.0 |
5,197.0 |
5,736.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,895.0 |
5,637.5 |
257.5 |
4.4% |
76.6 |
1.3% |
93% |
True |
False |
138,428 |
10 |
5,895.0 |
5,518.5 |
376.5 |
6.4% |
90.6 |
1.5% |
95% |
True |
False |
149,966 |
20 |
5,895.0 |
5,383.0 |
512.0 |
8.7% |
98.1 |
1.7% |
97% |
True |
False |
168,577 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
111.9 |
1.9% |
69% |
False |
False |
170,521 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
101.4 |
1.7% |
69% |
False |
False |
129,488 |
80 |
6,100.5 |
5,367.5 |
733.0 |
12.5% |
100.3 |
1.7% |
70% |
False |
False |
97,322 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
101.6 |
1.7% |
71% |
False |
False |
78,010 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
100.1 |
1.7% |
71% |
False |
False |
65,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,262.6 |
2.618 |
6,121.5 |
1.618 |
6,035.0 |
1.000 |
5,981.5 |
0.618 |
5,948.5 |
HIGH |
5,895.0 |
0.618 |
5,862.0 |
0.500 |
5,851.8 |
0.382 |
5,841.5 |
LOW |
5,808.5 |
0.618 |
5,755.0 |
1.000 |
5,722.0 |
1.618 |
5,668.5 |
2.618 |
5,582.0 |
4.250 |
5,440.9 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,869.3 |
5,859.6 |
PP |
5,860.5 |
5,841.2 |
S1 |
5,851.8 |
5,822.8 |
|