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 |
5,538.5 |
5,603.0 |
64.5 |
1.2% |
5,391.5 |
High |
5,612.0 |
5,609.5 |
-2.5 |
0.0% |
5,612.0 |
Low |
5,526.5 |
5,566.0 |
39.5 |
0.7% |
5,340.5 |
Close |
5,587.0 |
5,590.0 |
3.0 |
0.1% |
5,587.0 |
Range |
85.5 |
43.5 |
-42.0 |
-49.1% |
271.5 |
ATR |
87.8 |
84.6 |
-3.2 |
-3.6% |
0.0 |
Volume |
101,191 |
103,807 |
2,616 |
2.6% |
622,242 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,719.0 |
5,698.0 |
5,614.0 |
|
R3 |
5,675.5 |
5,654.5 |
5,602.0 |
|
R2 |
5,632.0 |
5,632.0 |
5,598.0 |
|
R1 |
5,611.0 |
5,611.0 |
5,594.0 |
5,600.0 |
PP |
5,588.5 |
5,588.5 |
5,588.5 |
5,583.0 |
S1 |
5,567.5 |
5,567.5 |
5,586.0 |
5,556.0 |
S2 |
5,545.0 |
5,545.0 |
5,582.0 |
|
S3 |
5,501.5 |
5,524.0 |
5,578.0 |
|
S4 |
5,458.0 |
5,480.5 |
5,566.0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.5 |
6,229.0 |
5,736.5 |
|
R3 |
6,056.0 |
5,957.5 |
5,661.5 |
|
R2 |
5,784.5 |
5,784.5 |
5,637.0 |
|
R1 |
5,686.0 |
5,686.0 |
5,612.0 |
5,735.0 |
PP |
5,513.0 |
5,513.0 |
5,513.0 |
5,538.0 |
S1 |
5,414.5 |
5,414.5 |
5,562.0 |
5,464.0 |
S2 |
5,241.5 |
5,241.5 |
5,537.0 |
|
S3 |
4,970.0 |
5,143.0 |
5,512.5 |
|
S4 |
4,698.5 |
4,871.5 |
5,437.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,612.0 |
5,388.0 |
224.0 |
4.0% |
67.0 |
1.2% |
90% |
False |
False |
115,597 |
10 |
5,612.0 |
5,241.5 |
370.5 |
6.6% |
74.0 |
1.3% |
94% |
False |
False |
115,886 |
20 |
5,612.0 |
4,996.0 |
616.0 |
11.0% |
78.0 |
1.4% |
96% |
False |
False |
120,708 |
40 |
5,612.0 |
4,975.0 |
637.0 |
11.4% |
90.0 |
1.6% |
97% |
False |
False |
117,352 |
60 |
5,612.0 |
4,975.0 |
637.0 |
11.4% |
83.0 |
1.5% |
97% |
False |
False |
101,699 |
80 |
5,612.0 |
4,975.0 |
637.0 |
11.4% |
79.0 |
1.4% |
97% |
False |
False |
76,537 |
100 |
5,612.0 |
4,915.0 |
697.0 |
12.5% |
76.0 |
1.4% |
97% |
False |
False |
61,356 |
120 |
5,612.0 |
4,884.5 |
727.5 |
13.0% |
70.5 |
1.3% |
97% |
False |
False |
51,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,794.5 |
2.618 |
5,723.5 |
1.618 |
5,680.0 |
1.000 |
5,653.0 |
0.618 |
5,636.5 |
HIGH |
5,609.5 |
0.618 |
5,593.0 |
0.500 |
5,588.0 |
0.382 |
5,582.5 |
LOW |
5,566.0 |
0.618 |
5,539.0 |
1.000 |
5,522.5 |
1.618 |
5,495.5 |
2.618 |
5,452.0 |
4.250 |
5,381.0 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
5,589.0 |
5,577.0 |
PP |
5,588.5 |
5,564.0 |
S1 |
5,588.0 |
5,551.0 |
|