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 |
1,117.50 |
1,118.25 |
0.75 |
0.1% |
1,106.00 |
High |
1,125.00 |
1,123.50 |
-1.50 |
-0.1% |
1,112.75 |
Low |
1,115.00 |
1,114.00 |
-1.00 |
-0.1% |
1,084.50 |
Close |
1,118.50 |
1,122.25 |
3.75 |
0.3% |
1,103.50 |
Range |
10.00 |
9.50 |
-0.50 |
-5.0% |
28.25 |
ATR |
15.92 |
15.46 |
-0.46 |
-2.9% |
0.00 |
Volume |
1,502,795 |
1,583,814 |
81,019 |
5.4% |
10,219,454 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.50 |
1,144.75 |
1,127.50 |
|
R3 |
1,139.00 |
1,135.25 |
1,124.75 |
|
R2 |
1,129.50 |
1,129.50 |
1,124.00 |
|
R1 |
1,125.75 |
1,125.75 |
1,123.00 |
1,127.50 |
PP |
1,120.00 |
1,120.00 |
1,120.00 |
1,120.75 |
S1 |
1,116.25 |
1,116.25 |
1,121.50 |
1,118.00 |
S2 |
1,110.50 |
1,110.50 |
1,120.50 |
|
S3 |
1,101.00 |
1,106.75 |
1,119.75 |
|
S4 |
1,091.50 |
1,097.25 |
1,117.00 |
|
|
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 |
1,125.00 |
1,096.25 |
28.75 |
2.6% |
10.50 |
0.9% |
90% |
False |
False |
1,868,647 |
10 |
1,125.00 |
1,084.50 |
40.50 |
3.6% |
13.50 |
1.2% |
93% |
False |
False |
1,869,782 |
20 |
1,125.00 |
1,040.75 |
84.25 |
7.5% |
16.75 |
1.5% |
97% |
False |
False |
2,179,511 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
17.25 |
1.5% |
76% |
False |
False |
2,175,793 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
15.50 |
1.4% |
76% |
False |
False |
1,767,454 |
80 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
15.75 |
1.4% |
76% |
False |
False |
1,327,384 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.3% |
16.50 |
1.5% |
80% |
False |
False |
1,062,691 |
120 |
1,148.00 |
1,007.25 |
140.75 |
12.5% |
16.50 |
1.5% |
82% |
False |
False |
885,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.00 |
2.618 |
1,148.25 |
1.618 |
1,138.75 |
1.000 |
1,133.00 |
0.618 |
1,129.25 |
HIGH |
1,123.50 |
0.618 |
1,119.75 |
0.500 |
1,118.75 |
0.382 |
1,117.75 |
LOW |
1,114.00 |
0.618 |
1,108.25 |
1.000 |
1,104.50 |
1.618 |
1,098.75 |
2.618 |
1,089.25 |
4.250 |
1,073.50 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,121.00 |
1,121.00 |
PP |
1,120.00 |
1,120.00 |
S1 |
1,118.75 |
1,119.00 |
|