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 |
10,130 |
10,250 |
120 |
1.2% |
10,215 |
High |
10,245 |
10,555 |
310 |
3.0% |
10,555 |
Low |
10,125 |
10,250 |
125 |
1.2% |
10,125 |
Close |
10,230 |
10,545 |
315 |
3.1% |
10,545 |
Range |
120 |
305 |
185 |
154.2% |
430 |
ATR |
172 |
183 |
11 |
6.3% |
0 |
Volume |
6,833 |
10,276 |
3,443 |
50.4% |
39,804 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,365 |
11,260 |
10,713 |
|
R3 |
11,060 |
10,955 |
10,629 |
|
R2 |
10,755 |
10,755 |
10,601 |
|
R1 |
10,650 |
10,650 |
10,573 |
10,703 |
PP |
10,450 |
10,450 |
10,450 |
10,476 |
S1 |
10,345 |
10,345 |
10,517 |
10,398 |
S2 |
10,145 |
10,145 |
10,489 |
|
S3 |
9,840 |
10,040 |
10,461 |
|
S4 |
9,535 |
9,735 |
10,377 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,698 |
11,552 |
10,782 |
|
R3 |
11,268 |
11,122 |
10,663 |
|
R2 |
10,838 |
10,838 |
10,624 |
|
R1 |
10,692 |
10,692 |
10,585 |
10,765 |
PP |
10,408 |
10,408 |
10,408 |
10,445 |
S1 |
10,262 |
10,262 |
10,506 |
10,335 |
S2 |
9,978 |
9,978 |
10,466 |
|
S3 |
9,548 |
9,832 |
10,427 |
|
S4 |
9,118 |
9,402 |
10,309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,555 |
10,125 |
430 |
4.1% |
149 |
1.4% |
98% |
True |
False |
7,960 |
10 |
10,555 |
9,955 |
600 |
5.7% |
149 |
1.4% |
98% |
True |
False |
9,002 |
20 |
10,555 |
9,820 |
735 |
7.0% |
162 |
1.5% |
99% |
True |
False |
9,696 |
40 |
10,995 |
9,820 |
1,175 |
11.1% |
176 |
1.7% |
62% |
False |
False |
9,448 |
60 |
10,995 |
9,820 |
1,175 |
11.1% |
157 |
1.5% |
62% |
False |
False |
8,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,851 |
2.618 |
11,354 |
1.618 |
11,049 |
1.000 |
10,860 |
0.618 |
10,744 |
HIGH |
10,555 |
0.618 |
10,439 |
0.500 |
10,403 |
0.382 |
10,367 |
LOW |
10,250 |
0.618 |
10,062 |
1.000 |
9,945 |
1.618 |
9,757 |
2.618 |
9,452 |
4.250 |
8,954 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,498 |
10,477 |
PP |
10,450 |
10,408 |
S1 |
10,403 |
10,340 |
|