Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,461.0 |
5,503.5 |
42.5 |
0.8% |
5,362.5 |
High |
5,530.0 |
5,533.0 |
3.0 |
0.1% |
5,376.0 |
Low |
5,451.5 |
5,489.5 |
38.0 |
0.7% |
5,241.5 |
Close |
5,520.5 |
5,511.0 |
-9.5 |
-0.2% |
5,336.5 |
Range |
78.5 |
43.5 |
-35.0 |
-44.6% |
134.5 |
ATR |
90.1 |
86.8 |
-3.3 |
-3.7% |
0.0 |
Volume |
122,553 |
123,218 |
665 |
0.5% |
549,169 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,641.5 |
5,620.0 |
5,535.0 |
|
R3 |
5,598.0 |
5,576.5 |
5,523.0 |
|
R2 |
5,554.5 |
5,554.5 |
5,519.0 |
|
R1 |
5,533.0 |
5,533.0 |
5,515.0 |
5,544.0 |
PP |
5,511.0 |
5,511.0 |
5,511.0 |
5,516.5 |
S1 |
5,489.5 |
5,489.5 |
5,507.0 |
5,500.0 |
S2 |
5,467.5 |
5,467.5 |
5,503.0 |
|
S3 |
5,424.0 |
5,446.0 |
5,499.0 |
|
S4 |
5,380.5 |
5,402.5 |
5,487.0 |
|
|
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 |
5,533.0 |
5,287.5 |
245.5 |
4.5% |
66.5 |
1.2% |
91% |
True |
False |
132,783 |
10 |
5,533.0 |
5,241.5 |
291.5 |
5.3% |
74.5 |
1.4% |
92% |
True |
False |
117,568 |
20 |
5,533.0 |
4,975.0 |
558.0 |
10.1% |
85.0 |
1.5% |
96% |
True |
False |
123,637 |
40 |
5,559.5 |
4,975.0 |
584.5 |
10.6% |
89.0 |
1.6% |
92% |
False |
False |
115,969 |
60 |
5,559.5 |
4,975.0 |
584.5 |
10.6% |
83.0 |
1.5% |
92% |
False |
False |
98,346 |
80 |
5,559.5 |
4,975.0 |
584.5 |
10.6% |
79.0 |
1.4% |
92% |
False |
False |
73,980 |
100 |
5,559.5 |
4,915.0 |
644.5 |
11.7% |
75.5 |
1.4% |
92% |
False |
False |
59,307 |
120 |
5,559.5 |
4,864.0 |
695.5 |
12.6% |
70.5 |
1.3% |
93% |
False |
False |
49,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,718.0 |
2.618 |
5,647.0 |
1.618 |
5,603.5 |
1.000 |
5,576.5 |
0.618 |
5,560.0 |
HIGH |
5,533.0 |
0.618 |
5,516.5 |
0.500 |
5,511.0 |
0.382 |
5,506.0 |
LOW |
5,489.5 |
0.618 |
5,462.5 |
1.000 |
5,446.0 |
1.618 |
5,419.0 |
2.618 |
5,375.5 |
4.250 |
5,304.5 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,511.0 |
5,494.0 |
PP |
5,511.0 |
5,477.5 |
S1 |
5,511.0 |
5,460.5 |
|