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 |
10,315 |
10,324 |
9 |
0.1% |
10,368 |
High |
10,354 |
10,403 |
49 |
0.5% |
10,434 |
Low |
10,258 |
10,324 |
66 |
0.6% |
10,172 |
Close |
10,311 |
10,385 |
74 |
0.7% |
10,311 |
Range |
96 |
79 |
-17 |
-17.7% |
262 |
ATR |
148 |
144 |
-4 |
-2.7% |
0 |
Volume |
147,608 |
98,493 |
-49,115 |
-33.3% |
584,824 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,608 |
10,575 |
10,429 |
|
R3 |
10,529 |
10,496 |
10,407 |
|
R2 |
10,450 |
10,450 |
10,400 |
|
R1 |
10,417 |
10,417 |
10,392 |
10,434 |
PP |
10,371 |
10,371 |
10,371 |
10,379 |
S1 |
10,338 |
10,338 |
10,378 |
10,355 |
S2 |
10,292 |
10,292 |
10,371 |
|
S3 |
10,213 |
10,259 |
10,363 |
|
S4 |
10,134 |
10,180 |
10,342 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,092 |
10,963 |
10,455 |
|
R3 |
10,830 |
10,701 |
10,383 |
|
R2 |
10,568 |
10,568 |
10,359 |
|
R1 |
10,439 |
10,439 |
10,335 |
10,373 |
PP |
10,306 |
10,306 |
10,306 |
10,272 |
S1 |
10,177 |
10,177 |
10,287 |
10,111 |
S2 |
10,044 |
10,044 |
10,263 |
|
S3 |
9,782 |
9,915 |
10,239 |
|
S4 |
9,520 |
9,653 |
10,167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,414 |
10,172 |
242 |
2.3% |
126 |
1.2% |
88% |
False |
False |
112,332 |
10 |
10,434 |
10,067 |
367 |
3.5% |
125 |
1.2% |
87% |
False |
False |
115,318 |
20 |
10,434 |
9,791 |
643 |
6.2% |
150 |
1.4% |
92% |
False |
False |
137,538 |
40 |
10,687 |
9,791 |
896 |
8.6% |
150 |
1.4% |
66% |
False |
False |
131,349 |
60 |
10,687 |
9,791 |
896 |
8.6% |
137 |
1.3% |
66% |
False |
False |
103,976 |
80 |
10,687 |
9,570 |
1,117 |
10.8% |
138 |
1.3% |
73% |
False |
False |
78,041 |
100 |
10,687 |
9,472 |
1,215 |
11.7% |
141 |
1.4% |
75% |
False |
False |
62,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,739 |
2.618 |
10,610 |
1.618 |
10,531 |
1.000 |
10,482 |
0.618 |
10,452 |
HIGH |
10,403 |
0.618 |
10,373 |
0.500 |
10,364 |
0.382 |
10,354 |
LOW |
10,324 |
0.618 |
10,275 |
1.000 |
10,245 |
1.618 |
10,196 |
2.618 |
10,117 |
4.250 |
9,988 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,378 |
10,353 |
PP |
10,371 |
10,320 |
S1 |
10,364 |
10,288 |
|