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 |
1,097.25 |
1,101.25 |
4.00 |
0.4% |
1,102.25 |
High |
1,103.00 |
1,110.25 |
7.25 |
0.7% |
1,108.00 |
Low |
1,091.75 |
1,099.25 |
7.50 |
0.7% |
1,080.00 |
Close |
1,098.50 |
1,109.75 |
11.25 |
1.0% |
1,098.50 |
Range |
11.25 |
11.00 |
-0.25 |
-2.2% |
28.00 |
ATR |
16.78 |
16.42 |
-0.36 |
-2.1% |
0.00 |
Volume |
13,402 |
7,314 |
-6,088 |
-45.4% |
43,743 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.50 |
1,135.50 |
1,115.75 |
|
R3 |
1,128.50 |
1,124.50 |
1,112.75 |
|
R2 |
1,117.50 |
1,117.50 |
1,111.75 |
|
R1 |
1,113.50 |
1,113.50 |
1,110.75 |
1,115.50 |
PP |
1,106.50 |
1,106.50 |
1,106.50 |
1,107.50 |
S1 |
1,102.50 |
1,102.50 |
1,108.75 |
1,104.50 |
S2 |
1,095.50 |
1,095.50 |
1,107.75 |
|
S3 |
1,084.50 |
1,091.50 |
1,106.75 |
|
S4 |
1,073.50 |
1,080.50 |
1,103.75 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.50 |
1,167.00 |
1,114.00 |
|
R3 |
1,151.50 |
1,139.00 |
1,106.25 |
|
R2 |
1,123.50 |
1,123.50 |
1,103.75 |
|
R1 |
1,111.00 |
1,111.00 |
1,101.00 |
1,103.25 |
PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,091.50 |
S1 |
1,083.00 |
1,083.00 |
1,096.00 |
1,075.25 |
S2 |
1,067.50 |
1,067.50 |
1,093.25 |
|
S3 |
1,039.50 |
1,055.00 |
1,090.75 |
|
S4 |
1,011.50 |
1,027.00 |
1,083.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,110.25 |
1,080.00 |
30.25 |
2.7% |
15.00 |
1.3% |
98% |
True |
False |
9,133 |
10 |
1,110.25 |
1,069.25 |
41.00 |
3.7% |
14.25 |
1.3% |
99% |
True |
False |
6,895 |
20 |
1,110.25 |
1,036.25 |
74.00 |
6.7% |
17.25 |
1.6% |
99% |
True |
False |
4,878 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
17.00 |
1.5% |
69% |
False |
False |
3,199 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
15.00 |
1.3% |
69% |
False |
False |
2,203 |
80 |
1,143.00 |
1,019.75 |
123.25 |
11.1% |
14.25 |
1.3% |
73% |
False |
False |
1,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.00 |
2.618 |
1,139.00 |
1.618 |
1,128.00 |
1.000 |
1,121.25 |
0.618 |
1,117.00 |
HIGH |
1,110.25 |
0.618 |
1,106.00 |
0.500 |
1,104.75 |
0.382 |
1,103.50 |
LOW |
1,099.25 |
0.618 |
1,092.50 |
1.000 |
1,088.25 |
1.618 |
1,081.50 |
2.618 |
1,070.50 |
4.250 |
1,052.50 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.00 |
1,105.00 |
PP |
1,106.50 |
1,100.00 |
S1 |
1,104.75 |
1,095.00 |
|