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 |
1,121.0 |
1,119.3 |
-1.7 |
-0.2% |
1,125.0 |
High |
1,125.0 |
1,139.5 |
14.5 |
1.3% |
1,132.6 |
Low |
1,113.5 |
1,116.4 |
2.9 |
0.3% |
1,090.0 |
Close |
1,119.5 |
1,138.6 |
19.1 |
1.7% |
1,120.1 |
Range |
11.5 |
23.1 |
11.6 |
100.9% |
42.6 |
ATR |
21.3 |
21.4 |
0.1 |
0.6% |
0.0 |
Volume |
3,847 |
6,788 |
2,941 |
76.4% |
28,036 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.8 |
1,192.8 |
1,151.3 |
|
R3 |
1,177.7 |
1,169.7 |
1,145.0 |
|
R2 |
1,154.6 |
1,154.6 |
1,142.8 |
|
R1 |
1,146.6 |
1,146.6 |
1,140.7 |
1,150.6 |
PP |
1,131.5 |
1,131.5 |
1,131.5 |
1,133.5 |
S1 |
1,123.5 |
1,123.5 |
1,136.5 |
1,127.5 |
S2 |
1,108.4 |
1,108.4 |
1,134.4 |
|
S3 |
1,085.3 |
1,100.4 |
1,132.2 |
|
S4 |
1,062.2 |
1,077.3 |
1,125.9 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.0 |
1,223.7 |
1,143.5 |
|
R3 |
1,199.4 |
1,181.1 |
1,131.8 |
|
R2 |
1,156.8 |
1,156.8 |
1,127.9 |
|
R1 |
1,138.5 |
1,138.5 |
1,124.0 |
1,126.4 |
PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,108.2 |
S1 |
1,095.9 |
1,095.9 |
1,116.2 |
1,083.8 |
S2 |
1,071.6 |
1,071.6 |
1,112.3 |
|
S3 |
1,029.0 |
1,053.3 |
1,108.4 |
|
S4 |
986.4 |
1,010.7 |
1,096.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,139.5 |
1,090.0 |
49.5 |
4.3% |
17.5 |
1.5% |
98% |
True |
False |
5,057 |
10 |
1,139.5 |
1,090.0 |
49.5 |
4.3% |
20.7 |
1.8% |
98% |
True |
False |
5,085 |
20 |
1,139.5 |
1,045.6 |
93.9 |
8.2% |
22.2 |
2.0% |
99% |
True |
False |
4,720 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
21.0 |
1.8% |
78% |
False |
False |
4,264 |
60 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
21.9 |
1.9% |
50% |
False |
False |
3,742 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
21.0 |
1.8% |
50% |
False |
False |
3,363 |
100 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.5 |
1.7% |
54% |
False |
False |
2,849 |
120 |
1,230.0 |
989.3 |
240.7 |
21.1% |
18.4 |
1.6% |
62% |
False |
False |
2,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,237.7 |
2.618 |
1,200.0 |
1.618 |
1,176.9 |
1.000 |
1,162.6 |
0.618 |
1,153.8 |
HIGH |
1,139.5 |
0.618 |
1,130.7 |
0.500 |
1,128.0 |
0.382 |
1,125.2 |
LOW |
1,116.4 |
0.618 |
1,102.1 |
1.000 |
1,093.3 |
1.618 |
1,079.0 |
2.618 |
1,055.9 |
4.250 |
1,018.2 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.1 |
1,133.4 |
PP |
1,131.5 |
1,128.1 |
S1 |
1,128.0 |
1,122.9 |
|