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 |
1,134.2 |
1,136.7 |
2.5 |
0.2% |
1,121.0 |
High |
1,142.3 |
1,139.3 |
-3.0 |
-0.3% |
1,146.6 |
Low |
1,129.0 |
1,119.7 |
-9.3 |
-0.8% |
1,113.5 |
Close |
1,136.5 |
1,125.3 |
-11.2 |
-1.0% |
1,136.5 |
Range |
13.3 |
19.6 |
6.3 |
47.4% |
33.1 |
ATR |
20.0 |
19.9 |
0.0 |
-0.1% |
0.0 |
Volume |
6,842 |
15,564 |
8,722 |
127.5% |
46,207 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.9 |
1,175.7 |
1,136.1 |
|
R3 |
1,167.3 |
1,156.1 |
1,130.7 |
|
R2 |
1,147.7 |
1,147.7 |
1,128.9 |
|
R1 |
1,136.5 |
1,136.5 |
1,127.1 |
1,132.3 |
PP |
1,128.1 |
1,128.1 |
1,128.1 |
1,126.0 |
S1 |
1,116.9 |
1,116.9 |
1,123.5 |
1,112.7 |
S2 |
1,108.5 |
1,108.5 |
1,121.7 |
|
S3 |
1,088.9 |
1,097.3 |
1,119.9 |
|
S4 |
1,069.3 |
1,077.7 |
1,114.5 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.5 |
1,217.1 |
1,154.7 |
|
R3 |
1,198.4 |
1,184.0 |
1,145.6 |
|
R2 |
1,165.3 |
1,165.3 |
1,142.6 |
|
R1 |
1,150.9 |
1,150.9 |
1,139.5 |
1,158.1 |
PP |
1,132.2 |
1,132.2 |
1,132.2 |
1,135.8 |
S1 |
1,117.8 |
1,117.8 |
1,133.5 |
1,125.0 |
S2 |
1,099.1 |
1,099.1 |
1,130.4 |
|
S3 |
1,066.0 |
1,084.7 |
1,127.4 |
|
S4 |
1,032.9 |
1,051.6 |
1,118.3 |
|
|
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 |
1,116.4 |
30.2 |
2.7% |
16.7 |
1.5% |
29% |
False |
False |
11,584 |
10 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
17.0 |
1.5% |
62% |
False |
False |
8,373 |
20 |
1,146.6 |
1,063.2 |
83.4 |
7.4% |
19.5 |
1.7% |
74% |
False |
False |
6,335 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
20.7 |
1.8% |
67% |
False |
False |
5,119 |
60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
20.3 |
1.8% |
67% |
False |
False |
4,372 |
80 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
21.2 |
1.9% |
43% |
False |
False |
3,929 |
100 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.8 |
1.8% |
48% |
False |
False |
3,334 |
120 |
1,230.0 |
989.3 |
240.7 |
21.4% |
18.6 |
1.7% |
57% |
False |
False |
2,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.6 |
2.618 |
1,190.6 |
1.618 |
1,171.0 |
1.000 |
1,158.9 |
0.618 |
1,151.4 |
HIGH |
1,139.3 |
0.618 |
1,131.8 |
0.500 |
1,129.5 |
0.382 |
1,127.2 |
LOW |
1,119.7 |
0.618 |
1,107.6 |
1.000 |
1,100.1 |
1.618 |
1,088.0 |
2.618 |
1,068.4 |
4.250 |
1,036.4 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,129.5 |
1,131.5 |
PP |
1,128.1 |
1,129.4 |
S1 |
1,126.7 |
1,127.4 |
|