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 |
20,446 |
20,761 |
315 |
1.5% |
20,443 |
High |
20,678 |
21,013 |
335 |
1.6% |
20,700 |
Low |
20,446 |
20,738 |
292 |
1.4% |
20,040 |
Close |
20,537 |
20,983 |
446 |
2.2% |
20,537 |
Range |
232 |
275 |
43 |
18.5% |
660 |
ATR |
414 |
419 |
4 |
1.1% |
0 |
Volume |
71,955 |
68,826 |
-3,129 |
-4.3% |
288,968 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,736 |
21,635 |
21,134 |
|
R3 |
21,461 |
21,360 |
21,059 |
|
R2 |
21,186 |
21,186 |
21,033 |
|
R1 |
21,085 |
21,085 |
21,008 |
21,136 |
PP |
20,911 |
20,911 |
20,911 |
20,937 |
S1 |
20,810 |
20,810 |
20,958 |
20,861 |
S2 |
20,636 |
20,636 |
20,933 |
|
S3 |
20,361 |
20,535 |
20,907 |
|
S4 |
20,086 |
20,260 |
20,832 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,406 |
22,131 |
20,900 |
|
R3 |
21,746 |
21,471 |
20,719 |
|
R2 |
21,086 |
21,086 |
20,658 |
|
R1 |
20,811 |
20,811 |
20,598 |
20,949 |
PP |
20,426 |
20,426 |
20,426 |
20,494 |
S1 |
20,151 |
20,151 |
20,477 |
20,289 |
S2 |
19,766 |
19,766 |
20,416 |
|
S3 |
19,106 |
19,491 |
20,356 |
|
S4 |
18,446 |
18,831 |
20,174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,013 |
20,040 |
973 |
4.6% |
379 |
1.8% |
97% |
True |
False |
68,692 |
10 |
21,013 |
19,773 |
1,240 |
5.9% |
336 |
1.6% |
98% |
True |
False |
36,743 |
20 |
21,013 |
19,320 |
1,693 |
8.1% |
342 |
1.6% |
98% |
True |
False |
19,300 |
40 |
22,637 |
19,320 |
3,317 |
15.8% |
335 |
1.6% |
50% |
False |
False |
9,932 |
60 |
22,637 |
19,320 |
3,317 |
15.8% |
328 |
1.6% |
50% |
False |
False |
6,698 |
80 |
23,020 |
19,320 |
3,700 |
17.6% |
321 |
1.5% |
45% |
False |
False |
5,051 |
100 |
23,020 |
19,320 |
3,700 |
17.6% |
290 |
1.4% |
45% |
False |
False |
4,048 |
120 |
23,020 |
19,320 |
3,700 |
17.6% |
277 |
1.3% |
45% |
False |
False |
3,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,182 |
2.618 |
21,733 |
1.618 |
21,458 |
1.000 |
21,288 |
0.618 |
21,183 |
HIGH |
21,013 |
0.618 |
20,908 |
0.500 |
20,876 |
0.382 |
20,843 |
LOW |
20,738 |
0.618 |
20,568 |
1.000 |
20,463 |
1.618 |
20,293 |
2.618 |
20,018 |
4.250 |
19,569 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
20,947 |
20,853 |
PP |
20,911 |
20,722 |
S1 |
20,876 |
20,592 |
|