Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,119.3 |
1,144.6 |
25.3 |
2.3% |
1,125.0 |
High |
1,139.5 |
1,146.6 |
7.1 |
0.6% |
1,132.6 |
Low |
1,116.4 |
1,134.4 |
18.0 |
1.6% |
1,090.0 |
Close |
1,138.6 |
1,144.6 |
6.0 |
0.5% |
1,120.1 |
Range |
23.1 |
12.2 |
-10.9 |
-47.2% |
42.6 |
ATR |
21.4 |
20.7 |
-0.7 |
-3.1% |
0.0 |
Volume |
6,788 |
17,318 |
10,530 |
155.1% |
28,036 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.5 |
1,173.7 |
1,151.3 |
|
R3 |
1,166.3 |
1,161.5 |
1,148.0 |
|
R2 |
1,154.1 |
1,154.1 |
1,146.8 |
|
R1 |
1,149.3 |
1,149.3 |
1,145.7 |
1,150.7 |
PP |
1,141.9 |
1,141.9 |
1,141.9 |
1,142.6 |
S1 |
1,137.1 |
1,137.1 |
1,143.5 |
1,138.5 |
S2 |
1,129.7 |
1,129.7 |
1,142.4 |
|
S3 |
1,117.5 |
1,124.9 |
1,141.2 |
|
S4 |
1,105.3 |
1,112.7 |
1,137.9 |
|
|
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 |
1,146.6 |
1,090.0 |
56.6 |
4.9% |
16.3 |
1.4% |
96% |
True |
False |
7,525 |
10 |
1,146.6 |
1,090.0 |
56.6 |
4.9% |
19.6 |
1.7% |
96% |
True |
False |
6,487 |
20 |
1,146.6 |
1,045.6 |
101.0 |
8.8% |
21.8 |
1.9% |
98% |
True |
False |
5,396 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
20.6 |
1.8% |
84% |
False |
False |
4,637 |
60 |
1,214.3 |
1,045.6 |
168.7 |
14.7% |
21.8 |
1.9% |
59% |
False |
False |
3,990 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.1% |
20.9 |
1.8% |
54% |
False |
False |
3,557 |
100 |
1,230.0 |
1,030.0 |
200.0 |
17.5% |
19.6 |
1.7% |
57% |
False |
False |
3,014 |
120 |
1,230.0 |
989.3 |
240.7 |
21.0% |
18.4 |
1.6% |
65% |
False |
False |
2,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.5 |
2.618 |
1,178.5 |
1.618 |
1,166.3 |
1.000 |
1,158.8 |
0.618 |
1,154.1 |
HIGH |
1,146.6 |
0.618 |
1,141.9 |
0.500 |
1,140.5 |
0.382 |
1,139.1 |
LOW |
1,134.4 |
0.618 |
1,126.9 |
1.000 |
1,122.2 |
1.618 |
1,114.7 |
2.618 |
1,102.5 |
4.250 |
1,082.6 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,143.2 |
1,139.8 |
PP |
1,141.9 |
1,134.9 |
S1 |
1,140.5 |
1,130.1 |
|