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 |
1,118.0 |
1,134.5 |
16.5 |
1.5% |
1,122.1 |
High |
1,138.3 |
1,145.8 |
7.5 |
0.7% |
1,131.5 |
Low |
1,115.0 |
1,132.8 |
17.8 |
1.6% |
1,088.5 |
Close |
1,137.4 |
1,143.3 |
5.9 |
0.5% |
1,118.9 |
Range |
23.3 |
13.0 |
-10.3 |
-44.2% |
43.0 |
ATR |
22.1 |
21.4 |
-0.6 |
-2.9% |
0.0 |
Volume |
124,679 |
193,281 |
68,602 |
55.0% |
852,682 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.6 |
1,174.5 |
1,150.5 |
|
R3 |
1,166.6 |
1,161.5 |
1,146.9 |
|
R2 |
1,153.6 |
1,153.6 |
1,145.7 |
|
R1 |
1,148.5 |
1,148.5 |
1,144.5 |
1,151.1 |
PP |
1,140.6 |
1,140.6 |
1,140.6 |
1,141.9 |
S1 |
1,135.5 |
1,135.5 |
1,142.1 |
1,138.1 |
S2 |
1,127.6 |
1,127.6 |
1,140.9 |
|
S3 |
1,114.6 |
1,122.5 |
1,139.7 |
|
S4 |
1,101.6 |
1,109.5 |
1,136.2 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.0 |
1,223.4 |
1,142.6 |
|
R3 |
1,199.0 |
1,180.4 |
1,130.7 |
|
R2 |
1,156.0 |
1,156.0 |
1,126.8 |
|
R1 |
1,137.4 |
1,137.4 |
1,122.8 |
1,125.2 |
PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,106.9 |
S1 |
1,094.4 |
1,094.4 |
1,115.0 |
1,082.2 |
S2 |
1,070.0 |
1,070.0 |
1,111.0 |
|
S3 |
1,027.0 |
1,051.4 |
1,107.1 |
|
S4 |
984.0 |
1,008.4 |
1,095.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,145.8 |
1,088.5 |
57.3 |
5.0% |
16.9 |
1.5% |
96% |
True |
False |
166,092 |
10 |
1,145.8 |
1,088.5 |
57.3 |
5.0% |
20.2 |
1.8% |
96% |
True |
False |
166,184 |
20 |
1,145.8 |
1,044.5 |
101.3 |
8.9% |
22.5 |
2.0% |
98% |
True |
False |
176,008 |
40 |
1,166.7 |
1,044.5 |
122.2 |
10.7% |
21.8 |
1.9% |
81% |
False |
False |
117,698 |
60 |
1,213.1 |
1,044.5 |
168.6 |
14.7% |
22.8 |
2.0% |
59% |
False |
False |
79,949 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.1% |
22.1 |
1.9% |
54% |
False |
False |
60,842 |
100 |
1,229.0 |
1,029.0 |
200.0 |
17.5% |
20.9 |
1.8% |
57% |
False |
False |
48,955 |
120 |
1,229.0 |
985.8 |
243.2 |
21.3% |
19.9 |
1.7% |
65% |
False |
False |
41,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.1 |
2.618 |
1,179.8 |
1.618 |
1,166.8 |
1.000 |
1,158.8 |
0.618 |
1,153.8 |
HIGH |
1,145.8 |
0.618 |
1,140.8 |
0.500 |
1,139.3 |
0.382 |
1,137.8 |
LOW |
1,132.8 |
0.618 |
1,124.8 |
1.000 |
1,119.8 |
1.618 |
1,111.8 |
2.618 |
1,098.8 |
4.250 |
1,077.6 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.0 |
1,138.5 |
PP |
1,140.6 |
1,133.7 |
S1 |
1,139.3 |
1,129.0 |
|