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 |
1,821.25 |
1,842.75 |
21.50 |
1.2% |
1,818.75 |
High |
1,848.50 |
1,862.25 |
13.75 |
0.7% |
1,833.00 |
Low |
1,821.25 |
1,842.50 |
21.25 |
1.2% |
1,780.50 |
Close |
1,842.75 |
1,852.25 |
9.50 |
0.5% |
1,818.50 |
Range |
27.25 |
19.75 |
-7.50 |
-27.5% |
52.50 |
ATR |
30.28 |
29.53 |
-0.75 |
-2.5% |
0.00 |
Volume |
223,029 |
257,074 |
34,045 |
15.3% |
1,509,666 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.50 |
1,901.75 |
1,863.00 |
|
R3 |
1,891.75 |
1,882.00 |
1,857.75 |
|
R2 |
1,872.00 |
1,872.00 |
1,855.75 |
|
R1 |
1,862.25 |
1,862.25 |
1,854.00 |
1,867.00 |
PP |
1,852.25 |
1,852.25 |
1,852.25 |
1,854.75 |
S1 |
1,842.50 |
1,842.50 |
1,850.50 |
1,847.50 |
S2 |
1,832.50 |
1,832.50 |
1,848.75 |
|
S3 |
1,812.75 |
1,822.75 |
1,846.75 |
|
S4 |
1,793.00 |
1,803.00 |
1,841.50 |
|
|
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 |
1,862.25 |
1,780.50 |
81.75 |
4.4% |
25.00 |
1.3% |
88% |
True |
False |
296,371 |
10 |
1,862.25 |
1,780.50 |
81.75 |
4.4% |
25.50 |
1.4% |
88% |
True |
False |
275,589 |
20 |
1,862.25 |
1,710.75 |
151.50 |
8.2% |
29.50 |
1.6% |
93% |
True |
False |
321,386 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
31.50 |
1.7% |
75% |
False |
False |
331,078 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
29.00 |
1.6% |
75% |
False |
False |
267,001 |
80 |
1,900.00 |
1,670.00 |
230.00 |
12.4% |
29.00 |
1.6% |
79% |
False |
False |
200,395 |
100 |
1,900.00 |
1,648.50 |
251.50 |
13.6% |
29.00 |
1.6% |
81% |
False |
False |
160,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.25 |
2.618 |
1,914.00 |
1.618 |
1,894.25 |
1.000 |
1,882.00 |
0.618 |
1,874.50 |
HIGH |
1,862.25 |
0.618 |
1,854.75 |
0.500 |
1,852.50 |
0.382 |
1,850.00 |
LOW |
1,842.50 |
0.618 |
1,830.25 |
1.000 |
1,822.75 |
1.618 |
1,810.50 |
2.618 |
1,790.75 |
4.250 |
1,758.50 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,852.50 |
1,845.75 |
PP |
1,852.25 |
1,839.25 |
S1 |
1,852.25 |
1,833.00 |
|