Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,384 |
10,430 |
46 |
0.4% |
10,324 |
High |
10,440 |
10,561 |
121 |
1.2% |
10,561 |
Low |
10,351 |
10,427 |
76 |
0.7% |
10,324 |
Close |
10,431 |
10,545 |
114 |
1.1% |
10,545 |
Range |
89 |
134 |
45 |
50.6% |
237 |
ATR |
133 |
133 |
0 |
0.1% |
0 |
Volume |
105,116 |
93,330 |
-11,786 |
-11.2% |
477,414 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,913 |
10,863 |
10,619 |
|
R3 |
10,779 |
10,729 |
10,582 |
|
R2 |
10,645 |
10,645 |
10,570 |
|
R1 |
10,595 |
10,595 |
10,557 |
10,620 |
PP |
10,511 |
10,511 |
10,511 |
10,524 |
S1 |
10,461 |
10,461 |
10,533 |
10,486 |
S2 |
10,377 |
10,377 |
10,521 |
|
S3 |
10,243 |
10,327 |
10,508 |
|
S4 |
10,109 |
10,193 |
10,471 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,188 |
11,103 |
10,675 |
|
R3 |
10,951 |
10,866 |
10,610 |
|
R2 |
10,714 |
10,714 |
10,589 |
|
R1 |
10,629 |
10,629 |
10,567 |
10,672 |
PP |
10,477 |
10,477 |
10,477 |
10,498 |
S1 |
10,392 |
10,392 |
10,523 |
10,435 |
S2 |
10,240 |
10,240 |
10,502 |
|
S3 |
10,003 |
10,155 |
10,480 |
|
S4 |
9,766 |
9,918 |
10,415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,561 |
10,324 |
237 |
2.2% |
95 |
0.9% |
93% |
True |
False |
95,482 |
10 |
10,561 |
10,172 |
389 |
3.7% |
111 |
1.0% |
96% |
True |
False |
106,223 |
20 |
10,561 |
9,791 |
770 |
7.3% |
136 |
1.3% |
98% |
True |
False |
128,400 |
40 |
10,687 |
9,791 |
896 |
8.5% |
148 |
1.4% |
84% |
False |
False |
134,031 |
60 |
10,687 |
9,791 |
896 |
8.5% |
134 |
1.3% |
84% |
False |
False |
110,238 |
80 |
10,687 |
9,791 |
896 |
8.5% |
135 |
1.3% |
84% |
False |
False |
82,770 |
100 |
10,687 |
9,570 |
1,117 |
10.6% |
140 |
1.3% |
87% |
False |
False |
66,242 |
120 |
10,687 |
9,280 |
1,407 |
13.3% |
137 |
1.3% |
90% |
False |
False |
55,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,131 |
2.618 |
10,912 |
1.618 |
10,778 |
1.000 |
10,695 |
0.618 |
10,644 |
HIGH |
10,561 |
0.618 |
10,510 |
0.500 |
10,494 |
0.382 |
10,478 |
LOW |
10,427 |
0.618 |
10,344 |
1.000 |
10,293 |
1.618 |
10,210 |
2.618 |
10,076 |
4.250 |
9,858 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,528 |
10,515 |
PP |
10,511 |
10,486 |
S1 |
10,494 |
10,456 |
|