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 |
1,133.7 |
1,139.8 |
6.1 |
0.5% |
1,120.5 |
High |
1,143.2 |
1,140.4 |
-2.8 |
-0.2% |
1,147.3 |
Low |
1,130.7 |
1,122.1 |
-8.6 |
-0.8% |
1,115.5 |
Close |
1,137.8 |
1,126.6 |
-11.2 |
-1.0% |
1,137.8 |
Range |
12.5 |
18.3 |
5.8 |
46.4% |
31.8 |
ATR |
18.0 |
18.0 |
0.0 |
0.1% |
0.0 |
Volume |
3,545 |
1,434 |
-2,111 |
-59.5% |
10,001 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.6 |
1,173.9 |
1,136.7 |
|
R3 |
1,166.3 |
1,155.6 |
1,131.6 |
|
R2 |
1,148.0 |
1,148.0 |
1,130.0 |
|
R1 |
1,137.3 |
1,137.3 |
1,128.3 |
1,133.5 |
PP |
1,129.7 |
1,129.7 |
1,129.7 |
1,127.8 |
S1 |
1,119.0 |
1,119.0 |
1,124.9 |
1,115.2 |
S2 |
1,111.4 |
1,111.4 |
1,123.2 |
|
S3 |
1,093.1 |
1,100.7 |
1,121.6 |
|
S4 |
1,074.8 |
1,082.4 |
1,116.5 |
|
|
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 |
1,117.8 |
29.5 |
2.6% |
15.5 |
1.4% |
30% |
False |
False |
1,982 |
10 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
15.9 |
1.4% |
63% |
False |
False |
1,484 |
20 |
1,147.3 |
1,066.0 |
81.3 |
7.2% |
17.5 |
1.6% |
75% |
False |
False |
1,590 |
40 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
17.7 |
1.6% |
68% |
False |
False |
1,275 |
60 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.4 |
1.5% |
68% |
False |
False |
1,054 |
80 |
1,230.7 |
1,050.0 |
180.7 |
16.0% |
16.4 |
1.5% |
42% |
False |
False |
1,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.2 |
2.618 |
1,188.3 |
1.618 |
1,170.0 |
1.000 |
1,158.7 |
0.618 |
1,151.7 |
HIGH |
1,140.4 |
0.618 |
1,133.4 |
0.500 |
1,131.3 |
0.382 |
1,129.1 |
LOW |
1,122.1 |
0.618 |
1,110.8 |
1.000 |
1,103.8 |
1.618 |
1,092.5 |
2.618 |
1,074.2 |
4.250 |
1,044.3 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1,131.3 |
1,132.8 |
PP |
1,129.7 |
1,130.7 |
S1 |
1,128.2 |
1,128.7 |
|