Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,102.00 |
1,105.50 |
3.50 |
0.3% |
1,106.00 |
High |
1,107.75 |
1,115.50 |
7.75 |
0.7% |
1,112.75 |
Low |
1,096.25 |
1,104.25 |
8.00 |
0.7% |
1,084.50 |
Close |
1,103.50 |
1,114.50 |
11.00 |
1.0% |
1,103.50 |
Range |
11.50 |
11.25 |
-0.25 |
-2.2% |
28.25 |
ATR |
17.24 |
16.86 |
-0.37 |
-2.2% |
0.00 |
Volume |
2,697,610 |
1,944,019 |
-753,591 |
-27.9% |
10,219,454 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.25 |
1,141.00 |
1,120.75 |
|
R3 |
1,134.00 |
1,129.75 |
1,117.50 |
|
R2 |
1,122.75 |
1,122.75 |
1,116.50 |
|
R1 |
1,118.50 |
1,118.50 |
1,115.50 |
1,120.50 |
PP |
1,111.50 |
1,111.50 |
1,111.50 |
1,112.50 |
S1 |
1,107.25 |
1,107.25 |
1,113.50 |
1,109.50 |
S2 |
1,100.25 |
1,100.25 |
1,112.50 |
|
S3 |
1,089.00 |
1,096.00 |
1,111.50 |
|
S4 |
1,077.75 |
1,084.75 |
1,108.25 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.00 |
1,172.50 |
1,119.00 |
|
R3 |
1,156.75 |
1,144.25 |
1,111.25 |
|
R2 |
1,128.50 |
1,128.50 |
1,108.75 |
|
R1 |
1,116.00 |
1,116.00 |
1,106.00 |
1,108.00 |
PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,096.25 |
S1 |
1,087.75 |
1,087.75 |
1,101.00 |
1,080.00 |
S2 |
1,072.00 |
1,072.00 |
1,098.25 |
|
S3 |
1,043.75 |
1,059.50 |
1,095.75 |
|
S4 |
1,015.50 |
1,031.25 |
1,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,115.50 |
1,084.50 |
31.00 |
2.8% |
15.50 |
1.4% |
97% |
True |
False |
2,013,362 |
10 |
1,115.50 |
1,073.50 |
42.00 |
3.8% |
14.75 |
1.3% |
98% |
True |
False |
2,017,568 |
20 |
1,115.50 |
1,040.75 |
74.75 |
6.7% |
17.75 |
1.6% |
99% |
True |
False |
2,297,855 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
17.50 |
1.6% |
69% |
False |
False |
2,121,428 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
15.75 |
1.4% |
69% |
False |
False |
1,690,097 |
80 |
1,148.00 |
1,022.25 |
125.75 |
11.3% |
16.25 |
1.5% |
73% |
False |
False |
1,268,808 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.4% |
16.75 |
1.5% |
74% |
False |
False |
1,015,722 |
120 |
1,148.00 |
1,004.75 |
143.25 |
12.9% |
16.50 |
1.5% |
77% |
False |
False |
846,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.25 |
2.618 |
1,145.00 |
1.618 |
1,133.75 |
1.000 |
1,126.75 |
0.618 |
1,122.50 |
HIGH |
1,115.50 |
0.618 |
1,111.25 |
0.500 |
1,110.00 |
0.382 |
1,108.50 |
LOW |
1,104.25 |
0.618 |
1,097.25 |
1.000 |
1,093.00 |
1.618 |
1,086.00 |
2.618 |
1,074.75 |
4.250 |
1,056.50 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.00 |
1,109.75 |
PP |
1,111.50 |
1,104.75 |
S1 |
1,110.00 |
1,100.00 |
|