Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
20,893 |
21,028 |
135 |
0.6% |
20,443 |
High |
20,956 |
21,056 |
100 |
0.5% |
20,700 |
Low |
20,802 |
20,805 |
3 |
0.0% |
20,040 |
Close |
20,937 |
20,893 |
-44 |
-0.2% |
20,537 |
Range |
154 |
251 |
97 |
63.0% |
660 |
ATR |
402 |
391 |
-11 |
-2.7% |
0 |
Volume |
60,938 |
60,471 |
-467 |
-0.8% |
288,968 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,671 |
21,533 |
21,031 |
|
R3 |
21,420 |
21,282 |
20,962 |
|
R2 |
21,169 |
21,169 |
20,939 |
|
R1 |
21,031 |
21,031 |
20,916 |
20,975 |
PP |
20,918 |
20,918 |
20,918 |
20,890 |
S1 |
20,780 |
20,780 |
20,870 |
20,724 |
S2 |
20,667 |
20,667 |
20,847 |
|
S3 |
20,416 |
20,529 |
20,824 |
|
S4 |
20,165 |
20,278 |
20,755 |
|
|
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 |
21,056 |
20,171 |
885 |
4.2% |
270 |
1.3% |
82% |
True |
False |
71,878 |
10 |
21,056 |
19,773 |
1,283 |
6.1% |
324 |
1.5% |
87% |
True |
False |
48,605 |
20 |
21,056 |
19,320 |
1,736 |
8.3% |
321 |
1.5% |
91% |
True |
False |
25,238 |
40 |
22,637 |
19,320 |
3,317 |
15.9% |
331 |
1.6% |
47% |
False |
False |
12,933 |
60 |
22,637 |
19,320 |
3,317 |
15.9% |
325 |
1.6% |
47% |
False |
False |
8,715 |
80 |
23,020 |
19,320 |
3,700 |
17.7% |
316 |
1.5% |
43% |
False |
False |
6,567 |
100 |
23,020 |
19,320 |
3,700 |
17.7% |
291 |
1.4% |
43% |
False |
False |
5,262 |
120 |
23,020 |
19,320 |
3,700 |
17.7% |
275 |
1.3% |
43% |
False |
False |
4,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,123 |
2.618 |
21,713 |
1.618 |
21,462 |
1.000 |
21,307 |
0.618 |
21,211 |
HIGH |
21,056 |
0.618 |
20,960 |
0.500 |
20,931 |
0.382 |
20,901 |
LOW |
20,805 |
0.618 |
20,650 |
1.000 |
20,554 |
1.618 |
20,399 |
2.618 |
20,148 |
4.250 |
19,738 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
20,931 |
20,897 |
PP |
20,918 |
20,896 |
S1 |
20,906 |
20,894 |
|