Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,404.16 |
10,406.28 |
2.12 |
0.0% |
10,402.43 |
High |
10,456.92 |
10,469.54 |
12.62 |
0.1% |
10,433.64 |
Low |
10,389.43 |
10,376.58 |
-12.85 |
-0.1% |
10,185.83 |
Close |
10,405.98 |
10,396.76 |
-9.22 |
-0.1% |
10,325.26 |
Range |
67.49 |
92.96 |
25.47 |
37.7% |
247.81 |
ATR |
126.03 |
123.66 |
-2.36 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,693.17 |
10,637.93 |
10,447.89 |
|
R3 |
10,600.21 |
10,544.97 |
10,422.32 |
|
R2 |
10,507.25 |
10,507.25 |
10,413.80 |
|
R1 |
10,452.01 |
10,452.01 |
10,405.28 |
10,433.15 |
PP |
10,414.29 |
10,414.29 |
10,414.29 |
10,404.87 |
S1 |
10,359.05 |
10,359.05 |
10,388.24 |
10,340.19 |
S2 |
10,321.33 |
10,321.33 |
10,379.72 |
|
S3 |
10,228.37 |
10,266.09 |
10,371.20 |
|
S4 |
10,135.41 |
10,173.13 |
10,345.63 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,058.34 |
10,939.61 |
10,461.56 |
|
R3 |
10,810.53 |
10,691.80 |
10,393.41 |
|
R2 |
10,562.72 |
10,562.72 |
10,370.69 |
|
R1 |
10,443.99 |
10,443.99 |
10,347.98 |
10,379.45 |
PP |
10,314.91 |
10,314.91 |
10,314.91 |
10,282.64 |
S1 |
10,196.18 |
10,196.18 |
10,302.54 |
10,131.64 |
S2 |
10,067.10 |
10,067.10 |
10,279.83 |
|
S3 |
9,819.29 |
9,948.37 |
10,257.11 |
|
S4 |
9,571.48 |
9,700.56 |
10,188.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,469.54 |
10,185.83 |
283.71 |
2.7% |
102.07 |
1.0% |
74% |
True |
False |
|
10 |
10,469.54 |
10,185.83 |
283.71 |
2.7% |
103.94 |
1.0% |
74% |
True |
False |
|
20 |
10,469.54 |
9,835.09 |
634.45 |
6.1% |
131.94 |
1.3% |
89% |
True |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
131.04 |
1.3% |
63% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
119.07 |
1.1% |
63% |
False |
False |
|
80 |
10,729.89 |
9,807.80 |
922.09 |
8.9% |
121.30 |
1.2% |
64% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
125.95 |
1.2% |
68% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
125.02 |
1.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,864.62 |
2.618 |
10,712.91 |
1.618 |
10,619.95 |
1.000 |
10,562.50 |
0.618 |
10,526.99 |
HIGH |
10,469.54 |
0.618 |
10,434.03 |
0.500 |
10,423.06 |
0.382 |
10,412.09 |
LOW |
10,376.58 |
0.618 |
10,319.13 |
1.000 |
10,283.62 |
1.618 |
10,226.17 |
2.618 |
10,133.21 |
4.250 |
9,981.50 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,423.06 |
10,397.82 |
PP |
10,414.29 |
10,397.47 |
S1 |
10,405.53 |
10,397.11 |
|