Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,395 |
10,384 |
-11 |
-0.1% |
10,368 |
High |
10,458 |
10,440 |
-18 |
-0.2% |
10,434 |
Low |
10,364 |
10,351 |
-13 |
-0.1% |
10,172 |
Close |
10,387 |
10,431 |
44 |
0.4% |
10,311 |
Range |
94 |
89 |
-5 |
-5.3% |
262 |
ATR |
136 |
133 |
-3 |
-2.5% |
0 |
Volume |
89,843 |
105,116 |
15,273 |
17.0% |
584,824 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,674 |
10,642 |
10,480 |
|
R3 |
10,585 |
10,553 |
10,456 |
|
R2 |
10,496 |
10,496 |
10,447 |
|
R1 |
10,464 |
10,464 |
10,439 |
10,480 |
PP |
10,407 |
10,407 |
10,407 |
10,416 |
S1 |
10,375 |
10,375 |
10,423 |
10,391 |
S2 |
10,318 |
10,318 |
10,415 |
|
S3 |
10,229 |
10,286 |
10,407 |
|
S4 |
10,140 |
10,197 |
10,382 |
|
|
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 |
10,458 |
10,258 |
200 |
1.9% |
87 |
0.8% |
87% |
False |
False |
106,338 |
10 |
10,458 |
10,172 |
286 |
2.7% |
112 |
1.1% |
91% |
False |
False |
107,108 |
20 |
10,458 |
9,791 |
667 |
6.4% |
144 |
1.4% |
96% |
False |
False |
129,359 |
40 |
10,687 |
9,791 |
896 |
8.6% |
146 |
1.4% |
71% |
False |
False |
134,030 |
60 |
10,687 |
9,791 |
896 |
8.6% |
134 |
1.3% |
71% |
False |
False |
108,706 |
80 |
10,687 |
9,791 |
896 |
8.6% |
135 |
1.3% |
71% |
False |
False |
81,604 |
100 |
10,687 |
9,570 |
1,117 |
10.7% |
140 |
1.3% |
77% |
False |
False |
65,309 |
120 |
10,687 |
9,280 |
1,407 |
13.5% |
137 |
1.3% |
82% |
False |
False |
54,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,818 |
2.618 |
10,673 |
1.618 |
10,584 |
1.000 |
10,529 |
0.618 |
10,495 |
HIGH |
10,440 |
0.618 |
10,406 |
0.500 |
10,396 |
0.382 |
10,385 |
LOW |
10,351 |
0.618 |
10,296 |
1.000 |
10,262 |
1.618 |
10,207 |
2.618 |
10,118 |
4.250 |
9,973 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,419 |
10,422 |
PP |
10,407 |
10,413 |
S1 |
10,396 |
10,405 |
|