Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,117.75 |
1,131.75 |
14.00 |
1.3% |
1,101.25 |
High |
1,134.25 |
1,135.75 |
1.50 |
0.1% |
1,134.25 |
Low |
1,117.00 |
1,130.25 |
13.25 |
1.2% |
1,099.25 |
Close |
1,131.75 |
1,132.50 |
0.75 |
0.1% |
1,131.75 |
Range |
17.25 |
5.50 |
-11.75 |
-68.1% |
35.00 |
ATR |
15.18 |
14.49 |
-0.69 |
-4.6% |
0.00 |
Volume |
28,003 |
37,193 |
9,190 |
32.8% |
110,309 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.25 |
1,146.50 |
1,135.50 |
|
R3 |
1,143.75 |
1,141.00 |
1,134.00 |
|
R2 |
1,138.25 |
1,138.25 |
1,133.50 |
|
R1 |
1,135.50 |
1,135.50 |
1,133.00 |
1,137.00 |
PP |
1,132.75 |
1,132.75 |
1,132.75 |
1,133.50 |
S1 |
1,130.00 |
1,130.00 |
1,132.00 |
1,131.50 |
S2 |
1,127.25 |
1,127.25 |
1,131.50 |
|
S3 |
1,121.75 |
1,124.50 |
1,131.00 |
|
S4 |
1,116.25 |
1,119.00 |
1,129.50 |
|
|
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 |
1,135.75 |
1,108.00 |
27.75 |
2.5% |
10.25 |
0.9% |
88% |
True |
False |
28,037 |
10 |
1,135.75 |
1,080.00 |
55.75 |
4.9% |
12.50 |
1.1% |
94% |
True |
False |
18,585 |
20 |
1,135.75 |
1,048.00 |
87.75 |
7.7% |
14.25 |
1.3% |
96% |
True |
False |
11,481 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
16.75 |
1.5% |
90% |
False |
False |
6,597 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.75 |
1.3% |
90% |
False |
False |
4,539 |
80 |
1,143.00 |
1,036.25 |
106.75 |
9.4% |
14.00 |
1.2% |
90% |
False |
False |
3,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.00 |
2.618 |
1,150.25 |
1.618 |
1,144.75 |
1.000 |
1,141.25 |
0.618 |
1,139.25 |
HIGH |
1,135.75 |
0.618 |
1,133.75 |
0.500 |
1,133.00 |
0.382 |
1,132.25 |
LOW |
1,130.25 |
0.618 |
1,126.75 |
1.000 |
1,124.75 |
1.618 |
1,121.25 |
2.618 |
1,115.75 |
4.250 |
1,107.00 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,133.00 |
1,129.25 |
PP |
1,132.75 |
1,126.00 |
S1 |
1,132.75 |
1,122.50 |
|