Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,430 |
10,544 |
114 |
1.1% |
10,324 |
High |
10,561 |
10,579 |
18 |
0.2% |
10,561 |
Low |
10,427 |
10,532 |
105 |
1.0% |
10,324 |
Close |
10,545 |
10,538 |
-7 |
-0.1% |
10,545 |
Range |
134 |
47 |
-87 |
-64.9% |
237 |
ATR |
133 |
127 |
-6 |
-4.6% |
0 |
Volume |
93,330 |
118,673 |
25,343 |
27.2% |
477,414 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,691 |
10,661 |
10,564 |
|
R3 |
10,644 |
10,614 |
10,551 |
|
R2 |
10,597 |
10,597 |
10,547 |
|
R1 |
10,567 |
10,567 |
10,542 |
10,559 |
PP |
10,550 |
10,550 |
10,550 |
10,545 |
S1 |
10,520 |
10,520 |
10,534 |
10,512 |
S2 |
10,503 |
10,503 |
10,530 |
|
S3 |
10,456 |
10,473 |
10,525 |
|
S4 |
10,409 |
10,426 |
10,512 |
|
|
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 |
10,579 |
10,351 |
228 |
2.2% |
88 |
0.8% |
82% |
True |
False |
99,518 |
10 |
10,579 |
10,172 |
407 |
3.9% |
107 |
1.0% |
90% |
True |
False |
105,925 |
20 |
10,579 |
9,865 |
714 |
6.8% |
128 |
1.2% |
94% |
True |
False |
124,260 |
40 |
10,687 |
9,791 |
896 |
8.5% |
146 |
1.4% |
83% |
False |
False |
134,568 |
60 |
10,687 |
9,791 |
896 |
8.5% |
132 |
1.3% |
83% |
False |
False |
112,192 |
80 |
10,687 |
9,791 |
896 |
8.5% |
133 |
1.3% |
83% |
False |
False |
84,250 |
100 |
10,687 |
9,570 |
1,117 |
10.6% |
140 |
1.3% |
87% |
False |
False |
67,428 |
120 |
10,687 |
9,280 |
1,407 |
13.4% |
136 |
1.3% |
89% |
False |
False |
56,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,779 |
2.618 |
10,702 |
1.618 |
10,655 |
1.000 |
10,626 |
0.618 |
10,608 |
HIGH |
10,579 |
0.618 |
10,561 |
0.500 |
10,556 |
0.382 |
10,550 |
LOW |
10,532 |
0.618 |
10,503 |
1.000 |
10,485 |
1.618 |
10,456 |
2.618 |
10,409 |
4.250 |
10,332 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,556 |
10,514 |
PP |
10,550 |
10,489 |
S1 |
10,544 |
10,465 |
|