Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,144.6 |
1,140.9 |
-3.7 |
-0.3% |
1,125.0 |
High |
1,146.6 |
1,143.2 |
-3.4 |
-0.3% |
1,132.6 |
Low |
1,134.4 |
1,127.7 |
-6.7 |
-0.6% |
1,090.0 |
Close |
1,144.6 |
1,134.4 |
-10.2 |
-0.9% |
1,120.1 |
Range |
12.2 |
15.5 |
3.3 |
27.0% |
42.6 |
ATR |
20.7 |
20.5 |
-0.3 |
-1.3% |
0.0 |
Volume |
17,318 |
11,412 |
-5,906 |
-34.1% |
28,036 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.6 |
1,173.5 |
1,142.9 |
|
R3 |
1,166.1 |
1,158.0 |
1,138.7 |
|
R2 |
1,150.6 |
1,150.6 |
1,137.2 |
|
R1 |
1,142.5 |
1,142.5 |
1,135.8 |
1,138.8 |
PP |
1,135.1 |
1,135.1 |
1,135.1 |
1,133.3 |
S1 |
1,127.0 |
1,127.0 |
1,133.0 |
1,123.3 |
S2 |
1,119.6 |
1,119.6 |
1,131.6 |
|
S3 |
1,104.1 |
1,111.5 |
1,130.1 |
|
S4 |
1,088.6 |
1,096.0 |
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 |
1,146.6 |
1,106.3 |
40.3 |
3.6% |
15.3 |
1.4% |
70% |
False |
False |
8,946 |
10 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
18.5 |
1.6% |
78% |
False |
False |
7,272 |
20 |
1,146.6 |
1,045.6 |
101.0 |
8.9% |
21.7 |
1.9% |
88% |
False |
False |
5,733 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
20.7 |
1.8% |
75% |
False |
False |
4,817 |
60 |
1,171.8 |
1,045.6 |
126.2 |
11.1% |
21.0 |
1.8% |
70% |
False |
False |
4,137 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.3% |
21.0 |
1.9% |
48% |
False |
False |
3,685 |
100 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.6 |
1.7% |
52% |
False |
False |
3,120 |
120 |
1,230.0 |
989.3 |
240.7 |
21.2% |
18.5 |
1.6% |
60% |
False |
False |
2,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.1 |
2.618 |
1,183.8 |
1.618 |
1,168.3 |
1.000 |
1,158.7 |
0.618 |
1,152.8 |
HIGH |
1,143.2 |
0.618 |
1,137.3 |
0.500 |
1,135.5 |
0.382 |
1,133.6 |
LOW |
1,127.7 |
0.618 |
1,118.1 |
1.000 |
1,112.2 |
1.618 |
1,102.6 |
2.618 |
1,087.1 |
4.250 |
1,061.8 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.5 |
1,133.4 |
PP |
1,135.1 |
1,132.5 |
S1 |
1,134.8 |
1,131.5 |
|