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 |
4,635.0 |
4,720.0 |
85.0 |
1.8% |
4,672.0 |
High |
4,690.0 |
4,727.0 |
37.0 |
0.8% |
4,718.0 |
Low |
4,635.0 |
4,681.0 |
46.0 |
1.0% |
4,573.0 |
Close |
4,689.0 |
4,702.0 |
13.0 |
0.3% |
4,603.0 |
Range |
55.0 |
46.0 |
-9.0 |
-16.4% |
145.0 |
ATR |
70.0 |
68.3 |
-1.7 |
-2.4% |
0.0 |
Volume |
28,437 |
24,997 |
-3,440 |
-12.1% |
149,584 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.3 |
4,817.7 |
4,727.3 |
|
R3 |
4,795.3 |
4,771.7 |
4,714.7 |
|
R2 |
4,749.3 |
4,749.3 |
4,710.4 |
|
R1 |
4,725.7 |
4,725.7 |
4,706.2 |
4,714.5 |
PP |
4,703.3 |
4,703.3 |
4,703.3 |
4,697.8 |
S1 |
4,679.7 |
4,679.7 |
4,697.8 |
4,668.5 |
S2 |
4,657.3 |
4,657.3 |
4,693.6 |
|
S3 |
4,611.3 |
4,633.7 |
4,689.4 |
|
S4 |
4,565.3 |
4,587.7 |
4,676.7 |
|
|
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 |
4,727.0 |
4,573.0 |
154.0 |
3.3% |
57.4 |
1.2% |
84% |
True |
False |
30,548 |
10 |
4,727.0 |
4,573.0 |
154.0 |
3.3% |
54.2 |
1.2% |
84% |
True |
False |
29,399 |
20 |
4,727.0 |
4,428.0 |
299.0 |
6.4% |
51.4 |
1.1% |
92% |
True |
False |
27,765 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
50.1 |
1.1% |
53% |
False |
False |
27,809 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
50.2 |
1.1% |
53% |
False |
False |
25,176 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
41.9 |
0.9% |
53% |
False |
False |
18,900 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
36.7 |
0.8% |
53% |
False |
False |
15,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,922.5 |
2.618 |
4,847.4 |
1.618 |
4,801.4 |
1.000 |
4,773.0 |
0.618 |
4,755.4 |
HIGH |
4,727.0 |
0.618 |
4,709.4 |
0.500 |
4,704.0 |
0.382 |
4,698.6 |
LOW |
4,681.0 |
0.618 |
4,652.6 |
1.000 |
4,635.0 |
1.618 |
4,606.6 |
2.618 |
4,560.6 |
4.250 |
4,485.5 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,704.0 |
4,685.8 |
PP |
4,703.3 |
4,669.7 |
S1 |
4,702.7 |
4,653.5 |
|