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 |
10,215 |
10,220 |
5 |
0.0% |
10,395 |
High |
10,275 |
10,315 |
40 |
0.4% |
10,400 |
Low |
10,170 |
10,210 |
40 |
0.4% |
9,955 |
Close |
10,235 |
10,245 |
10 |
0.1% |
10,160 |
Range |
105 |
105 |
0 |
0.0% |
445 |
ATR |
187 |
181 |
-6 |
-3.1% |
0 |
Volume |
7,415 |
6,173 |
-1,242 |
-16.7% |
50,224 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,572 |
10,513 |
10,303 |
|
R3 |
10,467 |
10,408 |
10,274 |
|
R2 |
10,362 |
10,362 |
10,264 |
|
R1 |
10,303 |
10,303 |
10,255 |
10,333 |
PP |
10,257 |
10,257 |
10,257 |
10,271 |
S1 |
10,198 |
10,198 |
10,236 |
10,228 |
S2 |
10,152 |
10,152 |
10,226 |
|
S3 |
10,047 |
10,093 |
10,216 |
|
S4 |
9,942 |
9,988 |
10,187 |
|
|
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 |
10,315 |
9,955 |
360 |
3.5% |
129 |
1.3% |
81% |
True |
False |
8,884 |
10 |
10,450 |
9,955 |
495 |
4.8% |
145 |
1.4% |
59% |
False |
False |
8,613 |
20 |
10,525 |
9,820 |
705 |
6.9% |
167 |
1.6% |
60% |
False |
False |
9,607 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
174 |
1.7% |
36% |
False |
False |
9,387 |
60 |
10,995 |
9,820 |
1,175 |
11.5% |
156 |
1.5% |
36% |
False |
False |
7,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,761 |
2.618 |
10,590 |
1.618 |
10,485 |
1.000 |
10,420 |
0.618 |
10,380 |
HIGH |
10,315 |
0.618 |
10,275 |
0.500 |
10,263 |
0.382 |
10,250 |
LOW |
10,210 |
0.618 |
10,145 |
1.000 |
10,105 |
1.618 |
10,040 |
2.618 |
9,935 |
4.250 |
9,764 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,263 |
10,223 |
PP |
10,257 |
10,200 |
S1 |
10,251 |
10,178 |
|