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 |
10,220 |
10,245 |
25 |
0.2% |
10,395 |
High |
10,315 |
10,335 |
20 |
0.2% |
10,400 |
Low |
10,210 |
10,225 |
15 |
0.1% |
9,955 |
Close |
10,245 |
10,250 |
5 |
0.0% |
10,160 |
Range |
105 |
110 |
5 |
4.8% |
445 |
ATR |
181 |
176 |
-5 |
-2.8% |
0 |
Volume |
6,173 |
9,107 |
2,934 |
47.5% |
50,224 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,600 |
10,535 |
10,311 |
|
R3 |
10,490 |
10,425 |
10,280 |
|
R2 |
10,380 |
10,380 |
10,270 |
|
R1 |
10,315 |
10,315 |
10,260 |
10,348 |
PP |
10,270 |
10,270 |
10,270 |
10,286 |
S1 |
10,205 |
10,205 |
10,240 |
10,238 |
S2 |
10,160 |
10,160 |
10,230 |
|
S3 |
10,050 |
10,095 |
10,220 |
|
S4 |
9,940 |
9,985 |
10,190 |
|
|
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 |
10,335 |
9,955 |
380 |
3.7% |
128 |
1.2% |
78% |
True |
False |
8,008 |
10 |
10,450 |
9,955 |
495 |
4.8% |
146 |
1.4% |
60% |
False |
False |
8,708 |
20 |
10,485 |
9,820 |
665 |
6.5% |
161 |
1.6% |
65% |
False |
False |
9,691 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
172 |
1.7% |
37% |
False |
False |
9,585 |
60 |
10,995 |
9,820 |
1,175 |
11.5% |
156 |
1.5% |
37% |
False |
False |
8,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,803 |
2.618 |
10,623 |
1.618 |
10,513 |
1.000 |
10,445 |
0.618 |
10,403 |
HIGH |
10,335 |
0.618 |
10,293 |
0.500 |
10,280 |
0.382 |
10,267 |
LOW |
10,225 |
0.618 |
10,157 |
1.000 |
10,115 |
1.618 |
10,047 |
2.618 |
9,937 |
4.250 |
9,758 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,280 |
10,253 |
PP |
10,270 |
10,252 |
S1 |
10,260 |
10,251 |
|