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 |
20,761 |
20,893 |
132 |
0.6% |
20,443 |
High |
21,013 |
20,956 |
-57 |
-0.3% |
20,700 |
Low |
20,738 |
20,802 |
64 |
0.3% |
20,040 |
Close |
20,983 |
20,937 |
-46 |
-0.2% |
20,537 |
Range |
275 |
154 |
-121 |
-44.0% |
660 |
ATR |
419 |
402 |
-17 |
-4.1% |
0 |
Volume |
68,826 |
60,938 |
-7,888 |
-11.5% |
288,968 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,360 |
21,303 |
21,022 |
|
R3 |
21,206 |
21,149 |
20,979 |
|
R2 |
21,052 |
21,052 |
20,965 |
|
R1 |
20,995 |
20,995 |
20,951 |
21,024 |
PP |
20,898 |
20,898 |
20,898 |
20,913 |
S1 |
20,841 |
20,841 |
20,923 |
20,870 |
S2 |
20,744 |
20,744 |
20,909 |
|
S3 |
20,590 |
20,687 |
20,895 |
|
S4 |
20,436 |
20,533 |
20,852 |
|
|
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 |
20,171 |
842 |
4.0% |
278 |
1.3% |
91% |
False |
False |
71,241 |
10 |
21,013 |
19,773 |
1,240 |
5.9% |
328 |
1.6% |
94% |
False |
False |
42,715 |
20 |
21,013 |
19,320 |
1,693 |
8.1% |
328 |
1.6% |
96% |
False |
False |
22,291 |
40 |
22,637 |
19,320 |
3,317 |
15.8% |
332 |
1.6% |
49% |
False |
False |
11,450 |
60 |
22,637 |
19,320 |
3,317 |
15.8% |
323 |
1.5% |
49% |
False |
False |
7,710 |
80 |
23,020 |
19,320 |
3,700 |
17.7% |
317 |
1.5% |
44% |
False |
False |
5,812 |
100 |
23,020 |
19,320 |
3,700 |
17.7% |
291 |
1.4% |
44% |
False |
False |
4,657 |
120 |
23,020 |
19,320 |
3,700 |
17.7% |
273 |
1.3% |
44% |
False |
False |
3,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,611 |
2.618 |
21,359 |
1.618 |
21,205 |
1.000 |
21,110 |
0.618 |
21,051 |
HIGH |
20,956 |
0.618 |
20,897 |
0.500 |
20,879 |
0.382 |
20,861 |
LOW |
20,802 |
0.618 |
20,707 |
1.000 |
20,648 |
1.618 |
20,553 |
2.618 |
20,399 |
4.250 |
20,148 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
20,918 |
20,868 |
PP |
20,898 |
20,799 |
S1 |
20,879 |
20,730 |
|