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 |
1,139.8 |
1,132.9 |
-6.9 |
-0.6% |
1,119.0 |
High |
1,142.3 |
1,141.2 |
-1.1 |
-0.1% |
1,145.8 |
Low |
1,125.9 |
1,127.5 |
1.6 |
0.1% |
1,112.1 |
Close |
1,133.1 |
1,135.2 |
2.1 |
0.2% |
1,135.2 |
Range |
16.4 |
13.7 |
-2.7 |
-16.5% |
33.7 |
ATR |
21.2 |
20.6 |
-0.5 |
-2.5% |
0.0 |
Volume |
159,134 |
154,142 |
-4,992 |
-3.1% |
760,849 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.7 |
1,169.2 |
1,142.7 |
|
R3 |
1,162.0 |
1,155.5 |
1,139.0 |
|
R2 |
1,148.3 |
1,148.3 |
1,137.7 |
|
R1 |
1,141.8 |
1,141.8 |
1,136.5 |
1,145.1 |
PP |
1,134.6 |
1,134.6 |
1,134.6 |
1,136.3 |
S1 |
1,128.1 |
1,128.1 |
1,133.9 |
1,131.4 |
S2 |
1,120.9 |
1,120.9 |
1,132.7 |
|
S3 |
1,107.2 |
1,114.4 |
1,131.4 |
|
S4 |
1,093.5 |
1,100.7 |
1,127.7 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.1 |
1,217.4 |
1,153.7 |
|
R3 |
1,198.4 |
1,183.7 |
1,144.5 |
|
R2 |
1,164.7 |
1,164.7 |
1,141.4 |
|
R1 |
1,150.0 |
1,150.0 |
1,138.3 |
1,157.4 |
PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,134.7 |
S1 |
1,116.3 |
1,116.3 |
1,132.1 |
1,123.7 |
S2 |
1,097.3 |
1,097.3 |
1,129.0 |
|
S3 |
1,063.6 |
1,082.6 |
1,125.9 |
|
S4 |
1,029.9 |
1,048.9 |
1,116.7 |
|
|
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 |
1,112.1 |
33.7 |
3.0% |
15.6 |
1.4% |
69% |
False |
False |
152,169 |
10 |
1,145.8 |
1,088.5 |
57.3 |
5.0% |
17.7 |
1.6% |
82% |
False |
False |
161,353 |
20 |
1,145.8 |
1,044.5 |
101.3 |
8.9% |
20.4 |
1.8% |
90% |
False |
False |
176,017 |
40 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
21.6 |
1.9% |
74% |
False |
False |
124,750 |
60 |
1,171.3 |
1,044.5 |
126.8 |
11.2% |
21.8 |
1.9% |
72% |
False |
False |
84,948 |
80 |
1,229.0 |
1,044.5 |
184.5 |
16.3% |
22.2 |
2.0% |
49% |
False |
False |
64,703 |
100 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.9 |
1.8% |
53% |
False |
False |
52,055 |
120 |
1,229.0 |
989.3 |
239.7 |
21.1% |
19.9 |
1.8% |
61% |
False |
False |
43,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.4 |
2.618 |
1,177.1 |
1.618 |
1,163.4 |
1.000 |
1,154.9 |
0.618 |
1,149.7 |
HIGH |
1,141.2 |
0.618 |
1,136.0 |
0.500 |
1,134.4 |
0.382 |
1,132.7 |
LOW |
1,127.5 |
0.618 |
1,119.0 |
1.000 |
1,113.8 |
1.618 |
1,105.3 |
2.618 |
1,091.6 |
4.250 |
1,069.3 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,134.9 |
1,135.9 |
PP |
1,134.6 |
1,135.6 |
S1 |
1,134.4 |
1,135.4 |
|