Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1,135.5 |
1,133.7 |
-1.8 |
-0.2% |
1,120.5 |
High |
1,143.5 |
1,143.2 |
-0.3 |
0.0% |
1,147.3 |
Low |
1,130.9 |
1,130.7 |
-0.2 |
0.0% |
1,115.5 |
Close |
1,135.5 |
1,137.8 |
2.3 |
0.2% |
1,137.8 |
Range |
12.6 |
12.5 |
-0.1 |
-0.8% |
31.8 |
ATR |
18.4 |
18.0 |
-0.4 |
-2.3% |
0.0 |
Volume |
1,200 |
3,545 |
2,345 |
195.4% |
10,001 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.7 |
1,168.8 |
1,144.7 |
|
R3 |
1,162.2 |
1,156.3 |
1,141.2 |
|
R2 |
1,149.7 |
1,149.7 |
1,140.1 |
|
R1 |
1,143.8 |
1,143.8 |
1,138.9 |
1,146.8 |
PP |
1,137.2 |
1,137.2 |
1,137.2 |
1,138.7 |
S1 |
1,131.3 |
1,131.3 |
1,136.7 |
1,134.3 |
S2 |
1,124.7 |
1,124.7 |
1,135.5 |
|
S3 |
1,112.2 |
1,118.8 |
1,134.4 |
|
S4 |
1,099.7 |
1,106.3 |
1,130.9 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.9 |
1,215.2 |
1,155.3 |
|
R3 |
1,197.1 |
1,183.4 |
1,146.5 |
|
R2 |
1,165.3 |
1,165.3 |
1,143.6 |
|
R1 |
1,151.6 |
1,151.6 |
1,140.7 |
1,158.5 |
PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,137.0 |
S1 |
1,119.8 |
1,119.8 |
1,134.9 |
1,126.7 |
S2 |
1,101.7 |
1,101.7 |
1,132.0 |
|
S3 |
1,069.9 |
1,088.0 |
1,129.1 |
|
S4 |
1,038.1 |
1,056.2 |
1,120.3 |
|
|
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 |
1,115.5 |
31.8 |
2.8% |
13.9 |
1.2% |
70% |
False |
False |
2,000 |
10 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
15.9 |
1.4% |
83% |
False |
False |
1,489 |
20 |
1,147.3 |
1,050.0 |
97.3 |
8.6% |
17.6 |
1.5% |
90% |
False |
False |
1,619 |
40 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
17.4 |
1.5% |
78% |
False |
False |
1,277 |
60 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.5 |
1.5% |
78% |
False |
False |
1,044 |
80 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
16.2 |
1.4% |
49% |
False |
False |
1,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.3 |
2.618 |
1,175.9 |
1.618 |
1,163.4 |
1.000 |
1,155.7 |
0.618 |
1,150.9 |
HIGH |
1,143.2 |
0.618 |
1,138.4 |
0.500 |
1,137.0 |
0.382 |
1,135.5 |
LOW |
1,130.7 |
0.618 |
1,123.0 |
1.000 |
1,118.2 |
1.618 |
1,110.5 |
2.618 |
1,098.0 |
4.250 |
1,077.6 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,137.5 |
1,139.0 |
PP |
1,137.2 |
1,138.6 |
S1 |
1,137.0 |
1,138.2 |
|