Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
21,028 |
20,938 |
-90 |
-0.4% |
20,443 |
High |
21,056 |
20,997 |
-59 |
-0.3% |
20,700 |
Low |
20,805 |
20,545 |
-260 |
-1.2% |
20,040 |
Close |
20,893 |
20,616 |
-277 |
-1.3% |
20,537 |
Range |
251 |
452 |
201 |
80.1% |
660 |
ATR |
391 |
395 |
4 |
1.1% |
0 |
Volume |
60,471 |
72,113 |
11,642 |
19.3% |
288,968 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,075 |
21,798 |
20,865 |
|
R3 |
21,623 |
21,346 |
20,740 |
|
R2 |
21,171 |
21,171 |
20,699 |
|
R1 |
20,894 |
20,894 |
20,657 |
20,807 |
PP |
20,719 |
20,719 |
20,719 |
20,676 |
S1 |
20,442 |
20,442 |
20,575 |
20,355 |
S2 |
20,267 |
20,267 |
20,533 |
|
S3 |
19,815 |
19,990 |
20,492 |
|
S4 |
19,363 |
19,538 |
20,367 |
|
|
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 |
20,446 |
610 |
3.0% |
273 |
1.3% |
28% |
False |
False |
66,860 |
10 |
21,056 |
19,773 |
1,283 |
6.2% |
346 |
1.7% |
66% |
False |
False |
55,625 |
20 |
21,056 |
19,320 |
1,736 |
8.4% |
326 |
1.6% |
75% |
False |
False |
28,802 |
40 |
22,637 |
19,320 |
3,317 |
16.1% |
334 |
1.6% |
39% |
False |
False |
14,730 |
60 |
22,637 |
19,320 |
3,317 |
16.1% |
328 |
1.6% |
39% |
False |
False |
9,915 |
80 |
23,020 |
19,320 |
3,700 |
17.9% |
320 |
1.6% |
35% |
False |
False |
7,468 |
100 |
23,020 |
19,320 |
3,700 |
17.9% |
293 |
1.4% |
35% |
False |
False |
5,983 |
120 |
23,020 |
19,320 |
3,700 |
17.9% |
276 |
1.3% |
35% |
False |
False |
4,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,918 |
2.618 |
22,180 |
1.618 |
21,728 |
1.000 |
21,449 |
0.618 |
21,276 |
HIGH |
20,997 |
0.618 |
20,824 |
0.500 |
20,771 |
0.382 |
20,718 |
LOW |
20,545 |
0.618 |
20,266 |
1.000 |
20,093 |
1.618 |
19,814 |
2.618 |
19,362 |
4.250 |
18,624 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
20,771 |
20,801 |
PP |
20,719 |
20,739 |
S1 |
20,668 |
20,678 |
|