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 |
4,720.0 |
4,728.0 |
8.0 |
0.2% |
4,672.0 |
High |
4,727.0 |
4,751.0 |
24.0 |
0.5% |
4,718.0 |
Low |
4,681.0 |
4,714.0 |
33.0 |
0.7% |
4,573.0 |
Close |
4,702.0 |
4,750.0 |
48.0 |
1.0% |
4,603.0 |
Range |
46.0 |
37.0 |
-9.0 |
-19.6% |
145.0 |
ATR |
68.3 |
66.9 |
-1.4 |
-2.0% |
0.0 |
Volume |
24,997 |
28,469 |
3,472 |
13.9% |
149,584 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,849.3 |
4,836.7 |
4,770.4 |
|
R3 |
4,812.3 |
4,799.7 |
4,760.2 |
|
R2 |
4,775.3 |
4,775.3 |
4,756.8 |
|
R1 |
4,762.7 |
4,762.7 |
4,753.4 |
4,769.0 |
PP |
4,738.3 |
4,738.3 |
4,738.3 |
4,741.5 |
S1 |
4,725.7 |
4,725.7 |
4,746.6 |
4,732.0 |
S2 |
4,701.3 |
4,701.3 |
4,743.2 |
|
S3 |
4,664.3 |
4,688.7 |
4,739.8 |
|
S4 |
4,627.3 |
4,651.7 |
4,729.7 |
|
|
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 |
4,751.0 |
4,573.0 |
178.0 |
3.7% |
57.6 |
1.2% |
99% |
True |
False |
29,290 |
10 |
4,751.0 |
4,573.0 |
178.0 |
3.7% |
52.5 |
1.1% |
99% |
True |
False |
29,477 |
20 |
4,751.0 |
4,428.0 |
323.0 |
6.8% |
51.2 |
1.1% |
100% |
True |
False |
27,729 |
40 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
50.2 |
1.1% |
62% |
False |
False |
27,879 |
60 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
50.4 |
1.1% |
62% |
False |
False |
25,650 |
80 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
42.4 |
0.9% |
62% |
False |
False |
19,256 |
100 |
4,946.0 |
4,428.0 |
518.0 |
10.9% |
37.1 |
0.8% |
62% |
False |
False |
15,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,908.3 |
2.618 |
4,847.9 |
1.618 |
4,810.9 |
1.000 |
4,788.0 |
0.618 |
4,773.9 |
HIGH |
4,751.0 |
0.618 |
4,736.9 |
0.500 |
4,732.5 |
0.382 |
4,728.1 |
LOW |
4,714.0 |
0.618 |
4,691.1 |
1.000 |
4,677.0 |
1.618 |
4,654.1 |
2.618 |
4,617.1 |
4.250 |
4,556.8 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
4,744.2 |
4,731.0 |
PP |
4,738.3 |
4,712.0 |
S1 |
4,732.5 |
4,693.0 |
|