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 |
5,391.5 |
5,409.0 |
17.5 |
0.3% |
5,362.5 |
High |
5,399.0 |
5,471.5 |
72.5 |
1.3% |
5,376.0 |
Low |
5,340.5 |
5,388.0 |
47.5 |
0.9% |
5,241.5 |
Close |
5,388.0 |
5,464.0 |
76.0 |
1.4% |
5,336.5 |
Range |
58.5 |
83.5 |
25.0 |
42.7% |
134.5 |
ATR |
91.6 |
91.0 |
-0.6 |
-0.6% |
0.0 |
Volume |
148,063 |
127,217 |
-20,846 |
-14.1% |
549,169 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,691.5 |
5,661.5 |
5,510.0 |
|
R3 |
5,608.0 |
5,578.0 |
5,487.0 |
|
R2 |
5,524.5 |
5,524.5 |
5,479.5 |
|
R1 |
5,494.5 |
5,494.5 |
5,471.5 |
5,509.5 |
PP |
5,441.0 |
5,441.0 |
5,441.0 |
5,449.0 |
S1 |
5,411.0 |
5,411.0 |
5,456.5 |
5,426.0 |
S2 |
5,357.5 |
5,357.5 |
5,448.5 |
|
S3 |
5,274.0 |
5,327.5 |
5,441.0 |
|
S4 |
5,190.5 |
5,244.0 |
5,418.0 |
|
|
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 |
5,471.5 |
5,241.5 |
230.0 |
4.2% |
77.5 |
1.4% |
97% |
True |
False |
126,137 |
10 |
5,471.5 |
5,241.0 |
230.5 |
4.2% |
76.0 |
1.4% |
97% |
True |
False |
115,602 |
20 |
5,471.5 |
4,975.0 |
496.5 |
9.1% |
87.5 |
1.6% |
98% |
True |
False |
122,430 |
40 |
5,559.5 |
4,975.0 |
584.5 |
10.7% |
90.0 |
1.6% |
84% |
False |
False |
112,281 |
60 |
5,559.5 |
4,975.0 |
584.5 |
10.7% |
84.0 |
1.5% |
84% |
False |
False |
94,278 |
80 |
5,559.5 |
4,915.0 |
644.5 |
11.8% |
79.5 |
1.5% |
85% |
False |
False |
70,926 |
100 |
5,559.5 |
4,901.5 |
658.0 |
12.0% |
75.5 |
1.4% |
85% |
False |
False |
56,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,826.5 |
2.618 |
5,690.0 |
1.618 |
5,606.5 |
1.000 |
5,555.0 |
0.618 |
5,523.0 |
HIGH |
5,471.5 |
0.618 |
5,439.5 |
0.500 |
5,430.0 |
0.382 |
5,420.0 |
LOW |
5,388.0 |
0.618 |
5,336.5 |
1.000 |
5,304.5 |
1.618 |
5,253.0 |
2.618 |
5,169.5 |
4.250 |
5,033.0 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,452.5 |
5,436.0 |
PP |
5,441.0 |
5,407.5 |
S1 |
5,430.0 |
5,379.5 |
|