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 |
10,324 |
10,382 |
58 |
0.6% |
10,368 |
High |
10,403 |
10,447 |
44 |
0.4% |
10,434 |
Low |
10,324 |
10,371 |
47 |
0.5% |
10,172 |
Close |
10,385 |
10,399 |
14 |
0.1% |
10,311 |
Range |
79 |
76 |
-3 |
-3.8% |
262 |
ATR |
144 |
140 |
-5 |
-3.4% |
0 |
Volume |
98,493 |
90,632 |
-7,861 |
-8.0% |
584,824 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,634 |
10,592 |
10,441 |
|
R3 |
10,558 |
10,516 |
10,420 |
|
R2 |
10,482 |
10,482 |
10,413 |
|
R1 |
10,440 |
10,440 |
10,406 |
10,461 |
PP |
10,406 |
10,406 |
10,406 |
10,416 |
S1 |
10,364 |
10,364 |
10,392 |
10,385 |
S2 |
10,330 |
10,330 |
10,385 |
|
S3 |
10,254 |
10,288 |
10,378 |
|
S4 |
10,178 |
10,212 |
10,357 |
|
|
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 |
10,447 |
10,172 |
275 |
2.6% |
109 |
1.0% |
83% |
True |
False |
114,546 |
10 |
10,447 |
10,172 |
275 |
2.6% |
114 |
1.1% |
83% |
True |
False |
108,594 |
20 |
10,447 |
9,791 |
656 |
6.3% |
147 |
1.4% |
93% |
True |
False |
132,576 |
40 |
10,687 |
9,791 |
896 |
8.6% |
148 |
1.4% |
68% |
False |
False |
132,491 |
60 |
10,687 |
9,791 |
896 |
8.6% |
137 |
1.3% |
68% |
False |
False |
105,481 |
80 |
10,687 |
9,654 |
1,033 |
9.9% |
138 |
1.3% |
72% |
False |
False |
79,172 |
100 |
10,687 |
9,566 |
1,121 |
10.8% |
140 |
1.3% |
74% |
False |
False |
63,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,770 |
2.618 |
10,646 |
1.618 |
10,570 |
1.000 |
10,523 |
0.618 |
10,494 |
HIGH |
10,447 |
0.618 |
10,418 |
0.500 |
10,409 |
0.382 |
10,400 |
LOW |
10,371 |
0.618 |
10,324 |
1.000 |
10,295 |
1.618 |
10,248 |
2.618 |
10,172 |
4.250 |
10,048 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,409 |
10,384 |
PP |
10,406 |
10,368 |
S1 |
10,402 |
10,353 |
|