Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,842.75 |
1,851.00 |
8.25 |
0.4% |
1,818.75 |
High |
1,862.25 |
1,861.25 |
-1.00 |
-0.1% |
1,833.00 |
Low |
1,842.50 |
1,845.75 |
3.25 |
0.2% |
1,780.50 |
Close |
1,852.25 |
1,852.00 |
-0.25 |
0.0% |
1,818.50 |
Range |
19.75 |
15.50 |
-4.25 |
-21.5% |
52.50 |
ATR |
29.53 |
28.53 |
-1.00 |
-3.4% |
0.00 |
Volume |
257,074 |
248,834 |
-8,240 |
-3.2% |
1,509,666 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.50 |
1,891.25 |
1,860.50 |
|
R3 |
1,884.00 |
1,875.75 |
1,856.25 |
|
R2 |
1,868.50 |
1,868.50 |
1,854.75 |
|
R1 |
1,860.25 |
1,860.25 |
1,853.50 |
1,864.50 |
PP |
1,853.00 |
1,853.00 |
1,853.00 |
1,855.00 |
S1 |
1,844.75 |
1,844.75 |
1,850.50 |
1,849.00 |
S2 |
1,837.50 |
1,837.50 |
1,849.25 |
|
S3 |
1,822.00 |
1,829.25 |
1,847.75 |
|
S4 |
1,806.50 |
1,813.75 |
1,843.50 |
|
|
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% |
23.25 |
1.3% |
87% |
False |
False |
276,345 |
10 |
1,862.25 |
1,780.50 |
81.75 |
4.4% |
25.50 |
1.4% |
87% |
False |
False |
274,501 |
20 |
1,862.25 |
1,710.75 |
151.50 |
8.2% |
28.75 |
1.5% |
93% |
False |
False |
316,624 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
31.25 |
1.7% |
75% |
False |
False |
334,476 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
29.00 |
1.6% |
75% |
False |
False |
271,123 |
80 |
1,900.00 |
1,670.00 |
230.00 |
12.4% |
28.75 |
1.6% |
79% |
False |
False |
203,501 |
100 |
1,900.00 |
1,648.50 |
251.50 |
13.6% |
29.00 |
1.6% |
81% |
False |
False |
162,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.00 |
2.618 |
1,901.75 |
1.618 |
1,886.25 |
1.000 |
1,876.75 |
0.618 |
1,870.75 |
HIGH |
1,861.25 |
0.618 |
1,855.25 |
0.500 |
1,853.50 |
0.382 |
1,851.75 |
LOW |
1,845.75 |
0.618 |
1,836.25 |
1.000 |
1,830.25 |
1.618 |
1,820.75 |
2.618 |
1,805.25 |
4.250 |
1,780.00 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,853.50 |
1,848.50 |
PP |
1,853.00 |
1,845.25 |
S1 |
1,852.50 |
1,841.75 |
|