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 |
1,122.00 |
1,136.25 |
14.25 |
1.3% |
1,105.50 |
High |
1,138.75 |
1,140.50 |
1.75 |
0.2% |
1,138.75 |
Low |
1,121.50 |
1,135.00 |
13.50 |
1.2% |
1,104.25 |
Close |
1,136.50 |
1,137.00 |
0.50 |
0.0% |
1,136.50 |
Range |
17.25 |
5.50 |
-11.75 |
-68.1% |
34.50 |
ATR |
15.59 |
14.87 |
-0.72 |
-4.6% |
0.00 |
Volume |
1,490,362 |
1,869,074 |
378,712 |
25.4% |
8,135,991 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.00 |
1,151.00 |
1,140.00 |
|
R3 |
1,148.50 |
1,145.50 |
1,138.50 |
|
R2 |
1,143.00 |
1,143.00 |
1,138.00 |
|
R1 |
1,140.00 |
1,140.00 |
1,137.50 |
1,141.50 |
PP |
1,137.50 |
1,137.50 |
1,137.50 |
1,138.25 |
S1 |
1,134.50 |
1,134.50 |
1,136.50 |
1,136.00 |
S2 |
1,132.00 |
1,132.00 |
1,136.00 |
|
S3 |
1,126.50 |
1,129.00 |
1,135.50 |
|
S4 |
1,121.00 |
1,123.50 |
1,134.00 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.00 |
1,217.75 |
1,155.50 |
|
R3 |
1,195.50 |
1,183.25 |
1,146.00 |
|
R2 |
1,161.00 |
1,161.00 |
1,142.75 |
|
R1 |
1,148.75 |
1,148.75 |
1,139.75 |
1,155.00 |
PP |
1,126.50 |
1,126.50 |
1,126.50 |
1,129.50 |
S1 |
1,114.25 |
1,114.25 |
1,133.25 |
1,120.50 |
S2 |
1,092.00 |
1,092.00 |
1,130.25 |
|
S3 |
1,057.50 |
1,079.75 |
1,127.00 |
|
S4 |
1,023.00 |
1,045.25 |
1,117.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,140.50 |
1,112.75 |
27.75 |
2.4% |
10.50 |
0.9% |
87% |
True |
False |
1,612,209 |
10 |
1,140.50 |
1,084.50 |
56.00 |
4.9% |
13.00 |
1.1% |
94% |
True |
False |
1,812,786 |
20 |
1,140.50 |
1,053.00 |
87.50 |
7.7% |
14.75 |
1.3% |
96% |
True |
False |
2,088,187 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
17.25 |
1.5% |
90% |
False |
False |
2,193,816 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.25 |
1.3% |
90% |
False |
False |
1,822,045 |
80 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.50 |
1.4% |
90% |
False |
False |
1,369,274 |
100 |
1,148.00 |
1,021.00 |
127.00 |
11.2% |
16.50 |
1.5% |
91% |
False |
False |
1,096,261 |
120 |
1,148.00 |
1,007.25 |
140.75 |
12.4% |
16.50 |
1.4% |
92% |
False |
False |
913,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.00 |
2.618 |
1,155.00 |
1.618 |
1,149.50 |
1.000 |
1,146.00 |
0.618 |
1,144.00 |
HIGH |
1,140.50 |
0.618 |
1,138.50 |
0.500 |
1,137.75 |
0.382 |
1,137.00 |
LOW |
1,135.00 |
0.618 |
1,131.50 |
1.000 |
1,129.50 |
1.618 |
1,126.00 |
2.618 |
1,120.50 |
4.250 |
1,111.50 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,137.75 |
1,133.75 |
PP |
1,137.50 |
1,130.50 |
S1 |
1,137.25 |
1,127.25 |
|