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 |
5,310.5 |
5,391.5 |
81.0 |
1.5% |
5,362.5 |
High |
5,357.0 |
5,399.0 |
42.0 |
0.8% |
5,376.0 |
Low |
5,287.5 |
5,340.5 |
53.0 |
1.0% |
5,241.5 |
Close |
5,336.5 |
5,388.0 |
51.5 |
1.0% |
5,336.5 |
Range |
69.5 |
58.5 |
-11.0 |
-15.8% |
134.5 |
ATR |
93.8 |
91.6 |
-2.2 |
-2.4% |
0.0 |
Volume |
142,865 |
148,063 |
5,198 |
3.6% |
549,169 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,551.5 |
5,528.0 |
5,420.0 |
|
R3 |
5,493.0 |
5,469.5 |
5,404.0 |
|
R2 |
5,434.5 |
5,434.5 |
5,398.5 |
|
R1 |
5,411.0 |
5,411.0 |
5,393.5 |
5,393.5 |
PP |
5,376.0 |
5,376.0 |
5,376.0 |
5,367.0 |
S1 |
5,352.5 |
5,352.5 |
5,382.5 |
5,335.0 |
S2 |
5,317.5 |
5,317.5 |
5,377.5 |
|
S3 |
5,259.0 |
5,294.0 |
5,372.0 |
|
S4 |
5,200.5 |
5,235.5 |
5,356.0 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.5 |
5,663.5 |
5,410.5 |
|
R3 |
5,587.0 |
5,529.0 |
5,373.5 |
|
R2 |
5,452.5 |
5,452.5 |
5,361.0 |
|
R1 |
5,394.5 |
5,394.5 |
5,349.0 |
5,356.0 |
PP |
5,318.0 |
5,318.0 |
5,318.0 |
5,299.0 |
S1 |
5,260.0 |
5,260.0 |
5,324.0 |
5,222.0 |
S2 |
5,183.5 |
5,183.5 |
5,312.0 |
|
S3 |
5,049.0 |
5,125.5 |
5,299.5 |
|
S4 |
4,914.5 |
4,991.0 |
5,262.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,399.0 |
5,241.5 |
157.5 |
2.9% |
80.5 |
1.5% |
93% |
True |
False |
116,176 |
10 |
5,399.0 |
5,152.5 |
246.5 |
4.6% |
76.5 |
1.4% |
96% |
True |
False |
108,604 |
20 |
5,399.0 |
4,975.0 |
424.0 |
7.9% |
88.0 |
1.6% |
97% |
True |
False |
124,165 |
40 |
5,559.5 |
4,975.0 |
584.5 |
10.8% |
89.0 |
1.7% |
71% |
False |
False |
110,070 |
60 |
5,559.5 |
4,975.0 |
584.5 |
10.8% |
85.0 |
1.6% |
71% |
False |
False |
92,181 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.0% |
80.0 |
1.5% |
73% |
False |
False |
69,383 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.5% |
75.0 |
1.4% |
75% |
False |
False |
55,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,647.5 |
2.618 |
5,552.0 |
1.618 |
5,493.5 |
1.000 |
5,457.5 |
0.618 |
5,435.0 |
HIGH |
5,399.0 |
0.618 |
5,376.5 |
0.500 |
5,370.0 |
0.382 |
5,363.0 |
LOW |
5,340.5 |
0.618 |
5,304.5 |
1.000 |
5,282.0 |
1.618 |
5,246.0 |
2.618 |
5,187.5 |
4.250 |
5,092.0 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,382.0 |
5,365.5 |
PP |
5,376.0 |
5,343.0 |
S1 |
5,370.0 |
5,320.0 |
|