Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,851.25 |
1,858.75 |
7.50 |
0.4% |
1,821.25 |
High |
1,860.75 |
1,889.50 |
28.75 |
1.5% |
1,889.50 |
Low |
1,844.25 |
1,857.00 |
12.75 |
0.7% |
1,821.25 |
Close |
1,859.75 |
1,885.50 |
25.75 |
1.4% |
1,885.50 |
Range |
16.50 |
32.50 |
16.00 |
97.0% |
68.25 |
ATR |
27.67 |
28.01 |
0.35 |
1.2% |
0.00 |
Volume |
216,095 |
197,677 |
-18,418 |
-8.5% |
1,142,709 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.75 |
1,962.75 |
1,903.50 |
|
R3 |
1,942.25 |
1,930.25 |
1,894.50 |
|
R2 |
1,909.75 |
1,909.75 |
1,891.50 |
|
R1 |
1,897.75 |
1,897.75 |
1,888.50 |
1,903.75 |
PP |
1,877.25 |
1,877.25 |
1,877.25 |
1,880.50 |
S1 |
1,865.25 |
1,865.25 |
1,882.50 |
1,871.25 |
S2 |
1,844.75 |
1,844.75 |
1,879.50 |
|
S3 |
1,812.25 |
1,832.75 |
1,876.50 |
|
S4 |
1,779.75 |
1,800.25 |
1,867.50 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.25 |
2,046.00 |
1,923.00 |
|
R3 |
2,002.00 |
1,977.75 |
1,904.25 |
|
R2 |
1,933.75 |
1,933.75 |
1,898.00 |
|
R1 |
1,909.50 |
1,909.50 |
1,891.75 |
1,921.50 |
PP |
1,865.50 |
1,865.50 |
1,865.50 |
1,871.50 |
S1 |
1,841.25 |
1,841.25 |
1,879.25 |
1,853.50 |
S2 |
1,797.25 |
1,797.25 |
1,873.00 |
|
S3 |
1,729.00 |
1,773.00 |
1,866.75 |
|
S4 |
1,660.75 |
1,704.75 |
1,848.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,889.50 |
1,821.25 |
68.25 |
3.6% |
22.25 |
1.2% |
94% |
True |
False |
228,541 |
10 |
1,889.50 |
1,780.50 |
109.00 |
5.8% |
25.50 |
1.4% |
96% |
True |
False |
265,237 |
20 |
1,889.50 |
1,710.75 |
178.75 |
9.5% |
27.00 |
1.4% |
98% |
True |
False |
304,984 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
31.75 |
1.7% |
92% |
False |
False |
334,474 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
28.50 |
1.5% |
92% |
False |
False |
277,925 |
80 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
28.50 |
1.5% |
92% |
False |
False |
208,660 |
100 |
1,900.00 |
1,648.50 |
251.50 |
13.3% |
29.00 |
1.5% |
94% |
False |
False |
166,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.50 |
2.618 |
1,974.50 |
1.618 |
1,942.00 |
1.000 |
1,922.00 |
0.618 |
1,909.50 |
HIGH |
1,889.50 |
0.618 |
1,877.00 |
0.500 |
1,873.25 |
0.382 |
1,869.50 |
LOW |
1,857.00 |
0.618 |
1,837.00 |
1.000 |
1,824.50 |
1.618 |
1,804.50 |
2.618 |
1,772.00 |
4.250 |
1,719.00 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,881.50 |
1,879.25 |
PP |
1,877.25 |
1,873.00 |
S1 |
1,873.25 |
1,867.00 |
|