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 |
10,245 |
10,130 |
-115 |
-1.1% |
10,395 |
High |
10,335 |
10,245 |
-90 |
-0.9% |
10,400 |
Low |
10,225 |
10,125 |
-100 |
-1.0% |
9,955 |
Close |
10,250 |
10,230 |
-20 |
-0.2% |
10,160 |
Range |
110 |
120 |
10 |
9.1% |
445 |
ATR |
176 |
172 |
-4 |
-2.1% |
0 |
Volume |
9,107 |
6,833 |
-2,274 |
-25.0% |
50,224 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,560 |
10,515 |
10,296 |
|
R3 |
10,440 |
10,395 |
10,263 |
|
R2 |
10,320 |
10,320 |
10,252 |
|
R1 |
10,275 |
10,275 |
10,241 |
10,298 |
PP |
10,200 |
10,200 |
10,200 |
10,211 |
S1 |
10,155 |
10,155 |
10,219 |
10,178 |
S2 |
10,080 |
10,080 |
10,208 |
|
S3 |
9,960 |
10,035 |
10,197 |
|
S4 |
9,840 |
9,915 |
10,164 |
|
|
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 |
10,040 |
295 |
2.9% |
113 |
1.1% |
64% |
False |
False |
7,948 |
10 |
10,410 |
9,955 |
455 |
4.4% |
143 |
1.4% |
60% |
False |
False |
8,657 |
20 |
10,450 |
9,820 |
630 |
6.2% |
164 |
1.6% |
65% |
False |
False |
9,629 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
172 |
1.7% |
35% |
False |
False |
9,522 |
60 |
10,995 |
9,820 |
1,175 |
11.5% |
153 |
1.5% |
35% |
False |
False |
8,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,755 |
2.618 |
10,559 |
1.618 |
10,439 |
1.000 |
10,365 |
0.618 |
10,319 |
HIGH |
10,245 |
0.618 |
10,199 |
0.500 |
10,185 |
0.382 |
10,171 |
LOW |
10,125 |
0.618 |
10,051 |
1.000 |
10,005 |
1.618 |
9,931 |
2.618 |
9,811 |
4.250 |
9,615 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,215 |
10,230 |
PP |
10,200 |
10,230 |
S1 |
10,185 |
10,230 |
|