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 |
1,113.25 |
1,117.75 |
4.50 |
0.4% |
1,101.25 |
High |
1,118.50 |
1,134.25 |
15.75 |
1.4% |
1,134.25 |
Low |
1,109.50 |
1,117.00 |
7.50 |
0.7% |
1,099.25 |
Close |
1,117.50 |
1,131.75 |
14.25 |
1.3% |
1,131.75 |
Range |
9.00 |
17.25 |
8.25 |
91.7% |
35.00 |
ATR |
15.02 |
15.18 |
0.16 |
1.1% |
0.00 |
Volume |
30,669 |
28,003 |
-2,666 |
-8.7% |
110,309 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.50 |
1,172.75 |
1,141.25 |
|
R3 |
1,162.25 |
1,155.50 |
1,136.50 |
|
R2 |
1,145.00 |
1,145.00 |
1,135.00 |
|
R1 |
1,138.25 |
1,138.25 |
1,133.25 |
1,141.50 |
PP |
1,127.75 |
1,127.75 |
1,127.75 |
1,129.25 |
S1 |
1,121.00 |
1,121.00 |
1,130.25 |
1,124.50 |
S2 |
1,110.50 |
1,110.50 |
1,128.50 |
|
S3 |
1,093.25 |
1,103.75 |
1,127.00 |
|
S4 |
1,076.00 |
1,086.50 |
1,122.25 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.75 |
1,214.25 |
1,151.00 |
|
R3 |
1,191.75 |
1,179.25 |
1,141.50 |
|
R2 |
1,156.75 |
1,156.75 |
1,138.25 |
|
R1 |
1,144.25 |
1,144.25 |
1,135.00 |
1,150.50 |
PP |
1,121.75 |
1,121.75 |
1,121.75 |
1,125.00 |
S1 |
1,109.25 |
1,109.25 |
1,128.50 |
1,115.50 |
S2 |
1,086.75 |
1,086.75 |
1,125.25 |
|
S3 |
1,051.75 |
1,074.25 |
1,122.00 |
|
S4 |
1,016.75 |
1,039.25 |
1,112.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,134.25 |
1,099.25 |
35.00 |
3.1% |
11.25 |
1.0% |
93% |
True |
False |
22,061 |
10 |
1,134.25 |
1,080.00 |
54.25 |
4.8% |
13.00 |
1.1% |
95% |
True |
False |
15,405 |
20 |
1,134.25 |
1,036.25 |
98.00 |
8.7% |
15.25 |
1.3% |
97% |
True |
False |
9,716 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
17.00 |
1.5% |
89% |
False |
False |
5,696 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.75 |
1.3% |
89% |
False |
False |
3,920 |
80 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.25 |
1.3% |
89% |
False |
False |
2,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.50 |
2.618 |
1,179.50 |
1.618 |
1,162.25 |
1.000 |
1,151.50 |
0.618 |
1,145.00 |
HIGH |
1,134.25 |
0.618 |
1,127.75 |
0.500 |
1,125.50 |
0.382 |
1,123.50 |
LOW |
1,117.00 |
0.618 |
1,106.25 |
1.000 |
1,099.75 |
1.618 |
1,089.00 |
2.618 |
1,071.75 |
4.250 |
1,043.75 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,129.75 |
1,128.50 |
PP |
1,127.75 |
1,125.25 |
S1 |
1,125.50 |
1,122.00 |
|