Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
20,938 |
20,840 |
-98 |
-0.5% |
20,761 |
High |
20,997 |
20,866 |
-131 |
-0.6% |
21,056 |
Low |
20,545 |
20,617 |
72 |
0.4% |
20,545 |
Close |
20,616 |
20,725 |
109 |
0.5% |
20,725 |
Range |
452 |
249 |
-203 |
-44.9% |
511 |
ATR |
395 |
385 |
-10 |
-2.6% |
0 |
Volume |
72,113 |
65,586 |
-6,527 |
-9.1% |
327,934 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,483 |
21,353 |
20,862 |
|
R3 |
21,234 |
21,104 |
20,793 |
|
R2 |
20,985 |
20,985 |
20,771 |
|
R1 |
20,855 |
20,855 |
20,748 |
20,796 |
PP |
20,736 |
20,736 |
20,736 |
20,706 |
S1 |
20,606 |
20,606 |
20,702 |
20,547 |
S2 |
20,487 |
20,487 |
20,679 |
|
S3 |
20,238 |
20,357 |
20,657 |
|
S4 |
19,989 |
20,108 |
20,588 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,308 |
22,028 |
21,006 |
|
R3 |
21,797 |
21,517 |
20,866 |
|
R2 |
21,286 |
21,286 |
20,819 |
|
R1 |
21,006 |
21,006 |
20,772 |
20,891 |
PP |
20,775 |
20,775 |
20,775 |
20,718 |
S1 |
20,495 |
20,495 |
20,678 |
20,380 |
S2 |
20,264 |
20,264 |
20,631 |
|
S3 |
19,753 |
19,984 |
20,584 |
|
S4 |
19,242 |
19,473 |
20,444 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,056 |
20,545 |
511 |
2.5% |
276 |
1.3% |
35% |
False |
False |
65,586 |
10 |
21,056 |
20,040 |
1,016 |
4.9% |
319 |
1.5% |
67% |
False |
False |
61,690 |
20 |
21,056 |
19,320 |
1,736 |
8.4% |
315 |
1.5% |
81% |
False |
False |
32,015 |
40 |
22,637 |
19,320 |
3,317 |
16.0% |
332 |
1.6% |
42% |
False |
False |
16,364 |
60 |
22,637 |
19,320 |
3,317 |
16.0% |
327 |
1.6% |
42% |
False |
False |
11,005 |
80 |
23,020 |
19,320 |
3,700 |
17.9% |
321 |
1.6% |
38% |
False |
False |
8,287 |
100 |
23,020 |
19,320 |
3,700 |
17.9% |
293 |
1.4% |
38% |
False |
False |
6,639 |
120 |
23,020 |
19,320 |
3,700 |
17.9% |
276 |
1.3% |
38% |
False |
False |
5,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,924 |
2.618 |
21,518 |
1.618 |
21,269 |
1.000 |
21,115 |
0.618 |
21,020 |
HIGH |
20,866 |
0.618 |
20,771 |
0.500 |
20,742 |
0.382 |
20,712 |
LOW |
20,617 |
0.618 |
20,463 |
1.000 |
20,368 |
1.618 |
20,214 |
2.618 |
19,965 |
4.250 |
19,559 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
20,742 |
20,801 |
PP |
20,736 |
20,775 |
S1 |
20,731 |
20,750 |
|