Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
2,938 |
2,917 |
-21 |
-0.7% |
3,099 |
High |
2,942 |
2,917 |
-25 |
-0.8% |
3,141 |
Low |
2,914 |
2,817 |
-97 |
-3.3% |
2,896 |
Close |
2,917 |
2,855 |
-62 |
-2.1% |
2,917 |
Range |
28 |
100 |
72 |
257.1% |
245 |
ATR |
78 |
80 |
2 |
2.0% |
0 |
Volume |
147 |
46 |
-101 |
-68.7% |
300 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,163 |
3,109 |
2,910 |
|
R3 |
3,063 |
3,009 |
2,883 |
|
R2 |
2,963 |
2,963 |
2,873 |
|
R1 |
2,909 |
2,909 |
2,864 |
2,886 |
PP |
2,863 |
2,863 |
2,863 |
2,852 |
S1 |
2,809 |
2,809 |
2,846 |
2,786 |
S2 |
2,763 |
2,763 |
2,837 |
|
S3 |
2,663 |
2,709 |
2,828 |
|
S4 |
2,563 |
2,609 |
2,800 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,720 |
3,563 |
3,052 |
|
R3 |
3,475 |
3,318 |
2,984 |
|
R2 |
3,230 |
3,230 |
2,962 |
|
R1 |
3,073 |
3,073 |
2,939 |
3,029 |
PP |
2,985 |
2,985 |
2,985 |
2,963 |
S1 |
2,828 |
2,828 |
2,895 |
2,784 |
S2 |
2,740 |
2,740 |
2,872 |
|
S3 |
2,495 |
2,583 |
2,850 |
|
S4 |
2,250 |
2,338 |
2,782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,068 |
2,817 |
251 |
8.8% |
84 |
2.9% |
15% |
False |
True |
61 |
10 |
3,165 |
2,817 |
348 |
12.2% |
74 |
2.6% |
11% |
False |
True |
166 |
20 |
3,203 |
2,817 |
386 |
13.5% |
79 |
2.8% |
10% |
False |
True |
5,411 |
40 |
3,485 |
2,817 |
668 |
23.4% |
77 |
2.7% |
6% |
False |
True |
6,373 |
60 |
3,510 |
2,817 |
693 |
24.3% |
73 |
2.6% |
5% |
False |
True |
6,506 |
80 |
3,510 |
2,817 |
693 |
24.3% |
74 |
2.6% |
5% |
False |
True |
6,870 |
100 |
3,510 |
2,817 |
693 |
24.3% |
77 |
2.7% |
5% |
False |
True |
6,034 |
120 |
3,510 |
2,817 |
693 |
24.3% |
77 |
2.7% |
5% |
False |
True |
5,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,342 |
2.618 |
3,179 |
1.618 |
3,079 |
1.000 |
3,017 |
0.618 |
2,979 |
HIGH |
2,917 |
0.618 |
2,879 |
0.500 |
2,867 |
0.382 |
2,855 |
LOW |
2,817 |
0.618 |
2,755 |
1.000 |
2,717 |
1.618 |
2,655 |
2.618 |
2,555 |
4.250 |
2,392 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
2,867 |
2,890 |
PP |
2,863 |
2,878 |
S1 |
2,859 |
2,867 |
|