Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,101.25 |
1,109.75 |
8.50 |
0.8% |
1,102.25 |
High |
1,110.25 |
1,117.75 |
7.50 |
0.7% |
1,108.00 |
Low |
1,099.25 |
1,108.00 |
8.75 |
0.8% |
1,080.00 |
Close |
1,109.75 |
1,112.50 |
2.75 |
0.2% |
1,098.50 |
Range |
11.00 |
9.75 |
-1.25 |
-11.4% |
28.00 |
ATR |
16.42 |
15.95 |
-0.48 |
-2.9% |
0.00 |
Volume |
7,314 |
20,237 |
12,923 |
176.7% |
43,743 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.00 |
1,137.00 |
1,117.75 |
|
R3 |
1,132.25 |
1,127.25 |
1,115.25 |
|
R2 |
1,122.50 |
1,122.50 |
1,114.25 |
|
R1 |
1,117.50 |
1,117.50 |
1,113.50 |
1,120.00 |
PP |
1,112.75 |
1,112.75 |
1,112.75 |
1,114.00 |
S1 |
1,107.75 |
1,107.75 |
1,111.50 |
1,110.25 |
S2 |
1,103.00 |
1,103.00 |
1,110.75 |
|
S3 |
1,093.25 |
1,098.00 |
1,109.75 |
|
S4 |
1,083.50 |
1,088.25 |
1,107.25 |
|
|
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 |
1,117.75 |
1,080.00 |
37.75 |
3.4% |
12.50 |
1.1% |
86% |
True |
False |
11,269 |
10 |
1,117.75 |
1,080.00 |
37.75 |
3.4% |
13.25 |
1.2% |
86% |
True |
False |
8,637 |
20 |
1,117.75 |
1,036.25 |
81.50 |
7.3% |
16.75 |
1.5% |
94% |
True |
False |
5,804 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
16.75 |
1.5% |
71% |
False |
False |
3,693 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
15.00 |
1.3% |
71% |
False |
False |
2,541 |
80 |
1,143.00 |
1,031.00 |
112.00 |
10.1% |
14.25 |
1.3% |
73% |
False |
False |
1,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.25 |
2.618 |
1,143.25 |
1.618 |
1,133.50 |
1.000 |
1,127.50 |
0.618 |
1,123.75 |
HIGH |
1,117.75 |
0.618 |
1,114.00 |
0.500 |
1,113.00 |
0.382 |
1,111.75 |
LOW |
1,108.00 |
0.618 |
1,102.00 |
1.000 |
1,098.25 |
1.618 |
1,092.25 |
2.618 |
1,082.50 |
4.250 |
1,066.50 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.00 |
1,110.00 |
PP |
1,112.75 |
1,107.25 |
S1 |
1,112.50 |
1,104.75 |
|