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 |
4,605.0 |
4,635.0 |
30.0 |
0.7% |
4,672.0 |
High |
4,624.0 |
4,690.0 |
66.0 |
1.4% |
4,718.0 |
Low |
4,580.0 |
4,635.0 |
55.0 |
1.2% |
4,573.0 |
Close |
4,603.0 |
4,689.0 |
86.0 |
1.9% |
4,603.0 |
Range |
44.0 |
55.0 |
11.0 |
25.0% |
145.0 |
ATR |
68.7 |
70.0 |
1.3 |
1.9% |
0.0 |
Volume |
27,555 |
28,437 |
882 |
3.2% |
149,584 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.3 |
4,817.7 |
4,719.3 |
|
R3 |
4,781.3 |
4,762.7 |
4,704.1 |
|
R2 |
4,726.3 |
4,726.3 |
4,699.1 |
|
R1 |
4,707.7 |
4,707.7 |
4,694.0 |
4,717.0 |
PP |
4,671.3 |
4,671.3 |
4,671.3 |
4,676.0 |
S1 |
4,652.7 |
4,652.7 |
4,684.0 |
4,662.0 |
S2 |
4,616.3 |
4,616.3 |
4,678.9 |
|
S3 |
4,561.3 |
4,597.7 |
4,673.9 |
|
S4 |
4,506.3 |
4,542.7 |
4,658.8 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.3 |
4,979.7 |
4,682.8 |
|
R3 |
4,921.3 |
4,834.7 |
4,642.9 |
|
R2 |
4,776.3 |
4,776.3 |
4,629.6 |
|
R1 |
4,689.7 |
4,689.7 |
4,616.3 |
4,660.5 |
PP |
4,631.3 |
4,631.3 |
4,631.3 |
4,616.8 |
S1 |
4,544.7 |
4,544.7 |
4,589.7 |
4,515.5 |
S2 |
4,486.3 |
4,486.3 |
4,576.4 |
|
S3 |
4,341.3 |
4,399.7 |
4,563.1 |
|
S4 |
4,196.3 |
4,254.7 |
4,523.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,718.0 |
4,573.0 |
145.0 |
3.1% |
57.2 |
1.2% |
80% |
False |
False |
30,344 |
10 |
4,718.0 |
4,532.0 |
186.0 |
4.0% |
53.8 |
1.1% |
84% |
False |
False |
29,340 |
20 |
4,718.0 |
4,428.0 |
290.0 |
6.2% |
50.8 |
1.1% |
90% |
False |
False |
28,219 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
49.8 |
1.1% |
50% |
False |
False |
27,571 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
50.2 |
1.1% |
50% |
False |
False |
24,767 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
41.4 |
0.9% |
50% |
False |
False |
18,588 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
36.5 |
0.8% |
50% |
False |
False |
14,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,923.8 |
2.618 |
4,834.0 |
1.618 |
4,779.0 |
1.000 |
4,745.0 |
0.618 |
4,724.0 |
HIGH |
4,690.0 |
0.618 |
4,669.0 |
0.500 |
4,662.5 |
0.382 |
4,656.0 |
LOW |
4,635.0 |
0.618 |
4,601.0 |
1.000 |
4,580.0 |
1.618 |
4,546.0 |
2.618 |
4,491.0 |
4.250 |
4,401.3 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,680.2 |
4,669.8 |
PP |
4,671.3 |
4,650.7 |
S1 |
4,662.5 |
4,631.5 |
|