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 |
10,100 |
10,215 |
115 |
1.1% |
10,395 |
High |
10,165 |
10,275 |
110 |
1.1% |
10,400 |
Low |
10,040 |
10,170 |
130 |
1.3% |
9,955 |
Close |
10,160 |
10,235 |
75 |
0.7% |
10,160 |
Range |
125 |
105 |
-20 |
-16.0% |
445 |
ATR |
192 |
187 |
-6 |
-2.9% |
0 |
Volume |
10,214 |
7,415 |
-2,799 |
-27.4% |
50,224 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,542 |
10,493 |
10,293 |
|
R3 |
10,437 |
10,388 |
10,264 |
|
R2 |
10,332 |
10,332 |
10,254 |
|
R1 |
10,283 |
10,283 |
10,245 |
10,308 |
PP |
10,227 |
10,227 |
10,227 |
10,239 |
S1 |
10,178 |
10,178 |
10,226 |
10,203 |
S2 |
10,122 |
10,122 |
10,216 |
|
S3 |
10,017 |
10,073 |
10,206 |
|
S4 |
9,912 |
9,968 |
10,177 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,507 |
11,278 |
10,405 |
|
R3 |
11,062 |
10,833 |
10,283 |
|
R2 |
10,617 |
10,617 |
10,242 |
|
R1 |
10,388 |
10,388 |
10,201 |
10,280 |
PP |
10,172 |
10,172 |
10,172 |
10,118 |
S1 |
9,943 |
9,943 |
10,119 |
9,835 |
S2 |
9,727 |
9,727 |
10,079 |
|
S3 |
9,282 |
9,498 |
10,038 |
|
S4 |
8,837 |
9,053 |
9,915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,385 |
9,955 |
430 |
4.2% |
156 |
1.5% |
65% |
False |
False |
9,157 |
10 |
10,450 |
9,955 |
495 |
4.8% |
154 |
1.5% |
57% |
False |
False |
8,868 |
20 |
10,525 |
9,820 |
705 |
6.9% |
168 |
1.6% |
59% |
False |
False |
9,906 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
174 |
1.7% |
35% |
False |
False |
9,331 |
60 |
10,995 |
9,695 |
1,300 |
12.7% |
156 |
1.5% |
42% |
False |
False |
7,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,721 |
2.618 |
10,550 |
1.618 |
10,445 |
1.000 |
10,380 |
0.618 |
10,340 |
HIGH |
10,275 |
0.618 |
10,235 |
0.500 |
10,223 |
0.382 |
10,210 |
LOW |
10,170 |
0.618 |
10,105 |
1.000 |
10,065 |
1.618 |
10,000 |
2.618 |
9,895 |
4.250 |
9,724 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,231 |
10,195 |
PP |
10,227 |
10,155 |
S1 |
10,223 |
10,115 |
|