Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,250 |
10,590 |
340 |
3.3% |
10,215 |
High |
10,555 |
10,650 |
95 |
0.9% |
10,555 |
Low |
10,250 |
10,580 |
330 |
3.2% |
10,125 |
Close |
10,545 |
10,625 |
80 |
0.8% |
10,545 |
Range |
305 |
70 |
-235 |
-77.0% |
430 |
ATR |
183 |
178 |
-6 |
-3.0% |
0 |
Volume |
10,276 |
12,352 |
2,076 |
20.2% |
39,804 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,828 |
10,797 |
10,664 |
|
R3 |
10,758 |
10,727 |
10,644 |
|
R2 |
10,688 |
10,688 |
10,638 |
|
R1 |
10,657 |
10,657 |
10,632 |
10,673 |
PP |
10,618 |
10,618 |
10,618 |
10,626 |
S1 |
10,587 |
10,587 |
10,619 |
10,603 |
S2 |
10,548 |
10,548 |
10,612 |
|
S3 |
10,478 |
10,517 |
10,606 |
|
S4 |
10,408 |
10,447 |
10,587 |
|
|
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 |
10,650 |
10,125 |
525 |
4.9% |
142 |
1.3% |
95% |
True |
False |
8,948 |
10 |
10,650 |
9,955 |
695 |
6.5% |
149 |
1.4% |
96% |
True |
False |
9,052 |
20 |
10,650 |
9,870 |
780 |
7.3% |
154 |
1.4% |
97% |
True |
False |
9,529 |
40 |
10,995 |
9,820 |
1,175 |
11.1% |
175 |
1.6% |
69% |
False |
False |
9,574 |
60 |
10,995 |
9,820 |
1,175 |
11.1% |
155 |
1.5% |
69% |
False |
False |
8,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,948 |
2.618 |
10,833 |
1.618 |
10,763 |
1.000 |
10,720 |
0.618 |
10,693 |
HIGH |
10,650 |
0.618 |
10,623 |
0.500 |
10,615 |
0.382 |
10,607 |
LOW |
10,580 |
0.618 |
10,537 |
1.000 |
10,510 |
1.618 |
10,467 |
2.618 |
10,397 |
4.250 |
10,283 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,622 |
10,546 |
PP |
10,618 |
10,467 |
S1 |
10,615 |
10,388 |
|