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 |
5,409.0 |
5,461.0 |
52.0 |
1.0% |
5,362.5 |
High |
5,471.5 |
5,530.0 |
58.5 |
1.1% |
5,376.0 |
Low |
5,388.0 |
5,451.5 |
63.5 |
1.2% |
5,241.5 |
Close |
5,464.0 |
5,520.5 |
56.5 |
1.0% |
5,336.5 |
Range |
83.5 |
78.5 |
-5.0 |
-6.0% |
134.5 |
ATR |
91.0 |
90.1 |
-0.9 |
-1.0% |
0.0 |
Volume |
127,217 |
122,553 |
-4,664 |
-3.7% |
549,169 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,736.0 |
5,707.0 |
5,563.5 |
|
R3 |
5,657.5 |
5,628.5 |
5,542.0 |
|
R2 |
5,579.0 |
5,579.0 |
5,535.0 |
|
R1 |
5,550.0 |
5,550.0 |
5,527.5 |
5,564.5 |
PP |
5,500.5 |
5,500.5 |
5,500.5 |
5,508.0 |
S1 |
5,471.5 |
5,471.5 |
5,513.5 |
5,486.0 |
S2 |
5,422.0 |
5,422.0 |
5,506.0 |
|
S3 |
5,343.5 |
5,393.0 |
5,499.0 |
|
S4 |
5,265.0 |
5,314.5 |
5,477.5 |
|
|
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 |
5,530.0 |
5,241.5 |
288.5 |
5.2% |
80.5 |
1.5% |
97% |
True |
False |
128,635 |
10 |
5,530.0 |
5,241.0 |
289.0 |
5.2% |
79.5 |
1.4% |
97% |
True |
False |
116,232 |
20 |
5,530.0 |
4,975.0 |
555.0 |
10.1% |
86.5 |
1.6% |
98% |
True |
False |
123,002 |
40 |
5,559.5 |
4,975.0 |
584.5 |
10.6% |
89.5 |
1.6% |
93% |
False |
False |
114,832 |
60 |
5,559.5 |
4,975.0 |
584.5 |
10.6% |
84.0 |
1.5% |
93% |
False |
False |
96,312 |
80 |
5,559.5 |
4,915.0 |
644.5 |
11.7% |
79.0 |
1.4% |
94% |
False |
False |
72,456 |
100 |
5,559.5 |
4,915.0 |
644.5 |
11.7% |
76.0 |
1.4% |
94% |
False |
False |
58,076 |
120 |
5,559.5 |
4,864.0 |
695.5 |
12.6% |
70.5 |
1.3% |
94% |
False |
False |
48,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,863.5 |
2.618 |
5,735.5 |
1.618 |
5,657.0 |
1.000 |
5,608.5 |
0.618 |
5,578.5 |
HIGH |
5,530.0 |
0.618 |
5,500.0 |
0.500 |
5,491.0 |
0.382 |
5,481.5 |
LOW |
5,451.5 |
0.618 |
5,403.0 |
1.000 |
5,373.0 |
1.618 |
5,324.5 |
2.618 |
5,246.0 |
4.250 |
5,118.0 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,510.5 |
5,492.0 |
PP |
5,500.5 |
5,463.5 |
S1 |
5,491.0 |
5,435.0 |
|