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 |
1,145.7 |
1,135.5 |
-10.2 |
-0.9% |
1,131.8 |
High |
1,147.3 |
1,143.5 |
-3.8 |
-0.3% |
1,132.5 |
Low |
1,135.5 |
1,130.9 |
-4.6 |
-0.4% |
1,090.9 |
Close |
1,145.7 |
1,135.5 |
-10.2 |
-0.9% |
1,121.1 |
Range |
11.8 |
12.6 |
0.8 |
6.8% |
41.6 |
ATR |
18.7 |
18.4 |
-0.3 |
-1.5% |
0.0 |
Volume |
1,883 |
1,200 |
-683 |
-36.3% |
4,889 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.4 |
1,167.6 |
1,142.4 |
|
R3 |
1,161.8 |
1,155.0 |
1,139.0 |
|
R2 |
1,149.2 |
1,149.2 |
1,137.8 |
|
R1 |
1,142.4 |
1,142.4 |
1,136.7 |
1,141.8 |
PP |
1,136.6 |
1,136.6 |
1,136.6 |
1,136.4 |
S1 |
1,129.8 |
1,129.8 |
1,134.3 |
1,129.2 |
S2 |
1,124.0 |
1,124.0 |
1,133.2 |
|
S3 |
1,111.4 |
1,117.2 |
1,132.0 |
|
S4 |
1,098.8 |
1,104.6 |
1,128.6 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.6 |
1,222.0 |
1,144.0 |
|
R3 |
1,198.0 |
1,180.4 |
1,132.5 |
|
R2 |
1,156.4 |
1,156.4 |
1,128.7 |
|
R1 |
1,138.8 |
1,138.8 |
1,124.9 |
1,126.8 |
PP |
1,114.8 |
1,114.8 |
1,114.8 |
1,108.9 |
S1 |
1,097.2 |
1,097.2 |
1,117.3 |
1,085.2 |
S2 |
1,073.2 |
1,073.2 |
1,113.5 |
|
S3 |
1,031.6 |
1,055.6 |
1,109.7 |
|
S4 |
990.0 |
1,014.0 |
1,098.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.3 |
1,108.3 |
39.0 |
3.4% |
14.0 |
1.2% |
70% |
False |
False |
1,475 |
10 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
17.3 |
1.5% |
79% |
False |
False |
1,217 |
20 |
1,147.3 |
1,050.0 |
97.3 |
8.6% |
19.4 |
1.7% |
88% |
False |
False |
1,472 |
40 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
17.5 |
1.5% |
76% |
False |
False |
1,195 |
60 |
1,167.5 |
1,050.0 |
117.5 |
10.3% |
16.6 |
1.5% |
73% |
False |
False |
1,015 |
80 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
16.0 |
1.4% |
47% |
False |
False |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.1 |
2.618 |
1,176.5 |
1.618 |
1,163.9 |
1.000 |
1,156.1 |
0.618 |
1,151.3 |
HIGH |
1,143.5 |
0.618 |
1,138.7 |
0.500 |
1,137.2 |
0.382 |
1,135.7 |
LOW |
1,130.9 |
0.618 |
1,123.1 |
1.000 |
1,118.3 |
1.618 |
1,110.5 |
2.618 |
1,097.9 |
4.250 |
1,077.4 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,137.2 |
1,134.5 |
PP |
1,136.6 |
1,133.5 |
S1 |
1,136.1 |
1,132.6 |
|