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 |
10,396.53 |
10,445.13 |
48.60 |
0.5% |
10,326.10 |
High |
10,452.38 |
10,571.94 |
119.56 |
1.1% |
10,571.94 |
Low |
10,390.86 |
10,445.05 |
54.19 |
0.5% |
10,326.10 |
Close |
10,444.14 |
10,566.20 |
122.06 |
1.2% |
10,566.20 |
Range |
61.52 |
126.89 |
65.37 |
106.3% |
245.84 |
ATR |
119.23 |
119.84 |
0.61 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,908.40 |
10,864.19 |
10,635.99 |
|
R3 |
10,781.51 |
10,737.30 |
10,601.09 |
|
R2 |
10,654.62 |
10,654.62 |
10,589.46 |
|
R1 |
10,610.41 |
10,610.41 |
10,577.83 |
10,632.52 |
PP |
10,527.73 |
10,527.73 |
10,527.73 |
10,538.78 |
S1 |
10,483.52 |
10,483.52 |
10,554.57 |
10,505.63 |
S2 |
10,400.84 |
10,400.84 |
10,542.94 |
|
S3 |
10,273.95 |
10,356.63 |
10,531.31 |
|
S4 |
10,147.06 |
10,229.74 |
10,496.41 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,225.60 |
11,141.74 |
10,701.41 |
|
R3 |
10,979.76 |
10,895.90 |
10,633.81 |
|
R2 |
10,733.92 |
10,733.92 |
10,611.27 |
|
R1 |
10,650.06 |
10,650.06 |
10,588.74 |
10,691.99 |
PP |
10,488.08 |
10,488.08 |
10,488.08 |
10,509.05 |
S1 |
10,404.22 |
10,404.22 |
10,543.66 |
10,446.15 |
S2 |
10,242.24 |
10,242.24 |
10,521.13 |
|
S3 |
9,996.40 |
10,158.38 |
10,498.59 |
|
S4 |
9,750.56 |
9,912.54 |
10,430.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,571.94 |
10,326.10 |
245.84 |
2.3% |
87.35 |
0.8% |
98% |
True |
False |
|
10 |
10,571.94 |
10,185.83 |
386.11 |
3.7% |
101.63 |
1.0% |
99% |
True |
False |
|
20 |
10,571.94 |
9,835.09 |
736.85 |
7.0% |
123.84 |
1.2% |
99% |
True |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
132.99 |
1.3% |
82% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
117.41 |
1.1% |
82% |
False |
False |
|
80 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
119.74 |
1.1% |
82% |
False |
False |
|
100 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
125.75 |
1.2% |
84% |
False |
False |
|
120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.3% |
124.90 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,111.22 |
2.618 |
10,904.14 |
1.618 |
10,777.25 |
1.000 |
10,698.83 |
0.618 |
10,650.36 |
HIGH |
10,571.94 |
0.618 |
10,523.47 |
0.500 |
10,508.50 |
0.382 |
10,493.52 |
LOW |
10,445.05 |
0.618 |
10,366.63 |
1.000 |
10,318.16 |
1.618 |
10,239.74 |
2.618 |
10,112.85 |
4.250 |
9,905.77 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,546.97 |
10,535.55 |
PP |
10,527.73 |
10,504.91 |
S1 |
10,508.50 |
10,474.26 |
|