Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,105.50 |
1,114.25 |
8.75 |
0.8% |
1,106.00 |
High |
1,115.50 |
1,122.75 |
7.25 |
0.6% |
1,112.75 |
Low |
1,104.25 |
1,112.75 |
8.50 |
0.8% |
1,084.50 |
Close |
1,114.50 |
1,117.50 |
3.00 |
0.3% |
1,103.50 |
Range |
11.25 |
10.00 |
-1.25 |
-11.1% |
28.25 |
ATR |
16.86 |
16.37 |
-0.49 |
-2.9% |
0.00 |
Volume |
1,944,019 |
1,615,001 |
-329,018 |
-16.9% |
10,219,454 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,142.50 |
1,123.00 |
|
R3 |
1,137.75 |
1,132.50 |
1,120.25 |
|
R2 |
1,127.75 |
1,127.75 |
1,119.25 |
|
R1 |
1,122.50 |
1,122.50 |
1,118.50 |
1,125.00 |
PP |
1,117.75 |
1,117.75 |
1,117.75 |
1,119.00 |
S1 |
1,112.50 |
1,112.50 |
1,116.50 |
1,115.00 |
S2 |
1,107.75 |
1,107.75 |
1,115.75 |
|
S3 |
1,097.75 |
1,102.50 |
1,114.75 |
|
S4 |
1,087.75 |
1,092.50 |
1,112.00 |
|
|
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 |
1,122.75 |
1,084.50 |
38.25 |
3.4% |
13.00 |
1.2% |
86% |
True |
False |
2,072,787 |
10 |
1,122.75 |
1,084.50 |
38.25 |
3.4% |
13.50 |
1.2% |
86% |
True |
False |
1,904,269 |
20 |
1,122.75 |
1,040.75 |
82.00 |
7.3% |
17.25 |
1.5% |
94% |
True |
False |
2,225,201 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
17.25 |
1.6% |
72% |
False |
False |
2,146,881 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
15.75 |
1.4% |
72% |
False |
False |
1,716,837 |
80 |
1,148.00 |
1,034.50 |
113.50 |
10.2% |
16.00 |
1.4% |
73% |
False |
False |
1,288,953 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.4% |
16.50 |
1.5% |
76% |
False |
False |
1,031,859 |
120 |
1,148.00 |
1,007.25 |
140.75 |
12.6% |
16.50 |
1.5% |
78% |
False |
False |
860,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.25 |
2.618 |
1,149.00 |
1.618 |
1,139.00 |
1.000 |
1,132.75 |
0.618 |
1,129.00 |
HIGH |
1,122.75 |
0.618 |
1,119.00 |
0.500 |
1,117.75 |
0.382 |
1,116.50 |
LOW |
1,112.75 |
0.618 |
1,106.50 |
1.000 |
1,102.75 |
1.618 |
1,096.50 |
2.618 |
1,086.50 |
4.250 |
1,070.25 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,117.75 |
1,114.75 |
PP |
1,117.75 |
1,112.25 |
S1 |
1,117.50 |
1,109.50 |
|