Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,815.0 |
5,910.0 |
95.0 |
1.6% |
5,642.0 |
High |
5,895.0 |
5,914.5 |
19.5 |
0.3% |
5,895.0 |
Low |
5,808.5 |
5,866.5 |
58.0 |
1.0% |
5,637.5 |
Close |
5,878.0 |
5,872.5 |
-5.5 |
-0.1% |
5,878.0 |
Range |
86.5 |
48.0 |
-38.5 |
-44.5% |
257.5 |
ATR |
103.9 |
99.9 |
-4.0 |
-3.8% |
0.0 |
Volume |
124,101 |
97,297 |
-26,804 |
-21.6% |
692,142 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,028.5 |
5,998.5 |
5,898.9 |
|
R3 |
5,980.5 |
5,950.5 |
5,885.7 |
|
R2 |
5,932.5 |
5,932.5 |
5,881.3 |
|
R1 |
5,902.5 |
5,902.5 |
5,876.9 |
5,893.5 |
PP |
5,884.5 |
5,884.5 |
5,884.5 |
5,880.0 |
S1 |
5,854.5 |
5,854.5 |
5,868.1 |
5,845.5 |
S2 |
5,836.5 |
5,836.5 |
5,863.7 |
|
S3 |
5,788.5 |
5,806.5 |
5,859.3 |
|
S4 |
5,740.5 |
5,758.5 |
5,846.1 |
|
|
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 |
5,914.5 |
5,711.0 |
203.5 |
3.5% |
69.7 |
1.2% |
79% |
True |
False |
124,148 |
10 |
5,914.5 |
5,518.5 |
396.0 |
6.7% |
88.0 |
1.5% |
89% |
True |
False |
147,231 |
20 |
5,914.5 |
5,424.0 |
490.5 |
8.4% |
92.8 |
1.6% |
91% |
True |
False |
158,921 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
111.1 |
1.9% |
68% |
False |
False |
169,771 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
100.2 |
1.7% |
68% |
False |
False |
131,082 |
80 |
6,100.5 |
5,383.0 |
717.5 |
12.2% |
99.1 |
1.7% |
68% |
False |
False |
98,534 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
101.6 |
1.7% |
71% |
False |
False |
78,954 |
120 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
99.8 |
1.7% |
71% |
False |
False |
66,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,118.5 |
2.618 |
6,040.2 |
1.618 |
5,992.2 |
1.000 |
5,962.5 |
0.618 |
5,944.2 |
HIGH |
5,914.5 |
0.618 |
5,896.2 |
0.500 |
5,890.5 |
0.382 |
5,884.8 |
LOW |
5,866.5 |
0.618 |
5,836.8 |
1.000 |
5,818.5 |
1.618 |
5,788.8 |
2.618 |
5,740.8 |
4.250 |
5,662.5 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,890.5 |
5,861.5 |
PP |
5,884.5 |
5,850.5 |
S1 |
5,878.5 |
5,839.5 |
|