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 |
1,813.00 |
1,821.25 |
8.25 |
0.5% |
1,818.75 |
High |
1,822.25 |
1,848.50 |
26.25 |
1.4% |
1,833.00 |
Low |
1,803.50 |
1,821.25 |
17.75 |
1.0% |
1,780.50 |
Close |
1,818.50 |
1,842.75 |
24.25 |
1.3% |
1,818.50 |
Range |
18.75 |
27.25 |
8.50 |
45.3% |
52.50 |
ATR |
30.30 |
30.28 |
-0.02 |
-0.1% |
0.00 |
Volume |
353,568 |
223,029 |
-130,539 |
-36.9% |
1,509,666 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.25 |
1,908.25 |
1,857.75 |
|
R3 |
1,892.00 |
1,881.00 |
1,850.25 |
|
R2 |
1,864.75 |
1,864.75 |
1,847.75 |
|
R1 |
1,853.75 |
1,853.75 |
1,845.25 |
1,859.25 |
PP |
1,837.50 |
1,837.50 |
1,837.50 |
1,840.25 |
S1 |
1,826.50 |
1,826.50 |
1,840.25 |
1,832.00 |
S2 |
1,810.25 |
1,810.25 |
1,837.75 |
|
S3 |
1,783.00 |
1,799.25 |
1,835.25 |
|
S4 |
1,755.75 |
1,772.00 |
1,827.75 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.25 |
1,945.75 |
1,847.50 |
|
R3 |
1,915.75 |
1,893.25 |
1,833.00 |
|
R2 |
1,863.25 |
1,863.25 |
1,828.00 |
|
R1 |
1,840.75 |
1,840.75 |
1,823.25 |
1,825.75 |
PP |
1,810.75 |
1,810.75 |
1,810.75 |
1,803.00 |
S1 |
1,788.25 |
1,788.25 |
1,813.75 |
1,773.25 |
S2 |
1,758.25 |
1,758.25 |
1,809.00 |
|
S3 |
1,705.75 |
1,735.75 |
1,804.00 |
|
S4 |
1,653.25 |
1,683.25 |
1,789.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,848.50 |
1,780.50 |
68.00 |
3.7% |
29.75 |
1.6% |
92% |
True |
False |
290,191 |
10 |
1,848.50 |
1,775.25 |
73.25 |
4.0% |
26.25 |
1.4% |
92% |
True |
False |
282,746 |
20 |
1,848.50 |
1,710.75 |
137.75 |
7.5% |
29.50 |
1.6% |
96% |
True |
False |
335,440 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.3% |
31.50 |
1.7% |
70% |
False |
False |
327,861 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.3% |
29.00 |
1.6% |
70% |
False |
False |
262,751 |
80 |
1,900.00 |
1,648.75 |
251.25 |
13.6% |
29.00 |
1.6% |
77% |
False |
False |
197,185 |
100 |
1,900.00 |
1,648.50 |
251.50 |
13.6% |
29.00 |
1.6% |
77% |
False |
False |
157,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.25 |
2.618 |
1,919.75 |
1.618 |
1,892.50 |
1.000 |
1,875.75 |
0.618 |
1,865.25 |
HIGH |
1,848.50 |
0.618 |
1,838.00 |
0.500 |
1,835.00 |
0.382 |
1,831.75 |
LOW |
1,821.25 |
0.618 |
1,804.50 |
1.000 |
1,794.00 |
1.618 |
1,777.25 |
2.618 |
1,750.00 |
4.250 |
1,705.50 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,840.00 |
1,833.25 |
PP |
1,837.50 |
1,824.00 |
S1 |
1,835.00 |
1,814.50 |
|