| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,851.00 |
1,851.25 |
0.25 |
0.0% |
1,818.75 |
| High |
1,861.25 |
1,860.75 |
-0.50 |
0.0% |
1,833.00 |
| Low |
1,845.75 |
1,844.25 |
-1.50 |
-0.1% |
1,780.50 |
| Close |
1,852.00 |
1,859.75 |
7.75 |
0.4% |
1,818.50 |
| Range |
15.50 |
16.50 |
1.00 |
6.5% |
52.50 |
| ATR |
28.53 |
27.67 |
-0.86 |
-3.0% |
0.00 |
| Volume |
248,834 |
216,095 |
-32,739 |
-13.2% |
1,509,666 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.50 |
1,898.50 |
1,868.75 |
|
| R3 |
1,888.00 |
1,882.00 |
1,864.25 |
|
| R2 |
1,871.50 |
1,871.50 |
1,862.75 |
|
| R1 |
1,865.50 |
1,865.50 |
1,861.25 |
1,868.50 |
| PP |
1,855.00 |
1,855.00 |
1,855.00 |
1,856.50 |
| S1 |
1,849.00 |
1,849.00 |
1,858.25 |
1,852.00 |
| S2 |
1,838.50 |
1,838.50 |
1,856.75 |
|
| S3 |
1,822.00 |
1,832.50 |
1,855.25 |
|
| S4 |
1,805.50 |
1,816.00 |
1,850.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.25 |
1,945.75 |
1,847.50 |
|
| R3 |
1,915.75 |
1,893.25 |
1,833.00 |
|
| R2 |
1,863.25 |
1,863.25 |
1,828.00 |
|
| R1 |
1,840.75 |
1,840.75 |
1,823.25 |
1,825.75 |
| PP |
1,810.75 |
1,810.75 |
1,810.75 |
1,803.00 |
| S1 |
1,788.25 |
1,788.25 |
1,813.75 |
1,773.25 |
| S2 |
1,758.25 |
1,758.25 |
1,809.00 |
|
| S3 |
1,705.75 |
1,735.75 |
1,804.00 |
|
| S4 |
1,653.25 |
1,683.25 |
1,789.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.25 |
1,803.50 |
58.75 |
3.2% |
19.50 |
1.1% |
96% |
False |
False |
259,720 |
| 10 |
1,862.25 |
1,780.50 |
81.75 |
4.4% |
25.25 |
1.4% |
97% |
False |
False |
272,301 |
| 20 |
1,862.25 |
1,710.75 |
151.50 |
8.1% |
28.50 |
1.5% |
98% |
False |
False |
310,853 |
| 40 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
31.25 |
1.7% |
79% |
False |
False |
334,750 |
| 60 |
1,900.00 |
1,710.75 |
189.25 |
10.2% |
28.50 |
1.5% |
79% |
False |
False |
274,672 |
| 80 |
1,900.00 |
1,703.75 |
196.25 |
10.6% |
28.25 |
1.5% |
79% |
False |
False |
206,191 |
| 100 |
1,900.00 |
1,648.50 |
251.50 |
13.5% |
28.75 |
1.6% |
84% |
False |
False |
165,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,931.00 |
|
2.618 |
1,904.00 |
|
1.618 |
1,887.50 |
|
1.000 |
1,877.25 |
|
0.618 |
1,871.00 |
|
HIGH |
1,860.75 |
|
0.618 |
1,854.50 |
|
0.500 |
1,852.50 |
|
0.382 |
1,850.50 |
|
LOW |
1,844.25 |
|
0.618 |
1,834.00 |
|
1.000 |
1,827.75 |
|
1.618 |
1,817.50 |
|
2.618 |
1,801.00 |
|
4.250 |
1,774.00 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.25 |
1,857.25 |
| PP |
1,855.00 |
1,854.75 |
| S1 |
1,852.50 |
1,852.50 |
|