| 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 |
1,858.75 |
1,884.00 |
25.25 |
1.4% |
1,821.25 |
| High |
1,889.50 |
1,894.75 |
5.25 |
0.3% |
1,889.50 |
| Low |
1,857.00 |
1,883.25 |
26.25 |
1.4% |
1,821.25 |
| Close |
1,885.50 |
1,888.25 |
2.75 |
0.1% |
1,885.50 |
| Range |
32.50 |
11.50 |
-21.00 |
-64.6% |
68.25 |
| ATR |
28.01 |
26.83 |
-1.18 |
-4.2% |
0.00 |
| Volume |
197,677 |
287,880 |
90,203 |
45.6% |
1,142,709 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.25 |
1,917.25 |
1,894.50 |
|
| R3 |
1,911.75 |
1,905.75 |
1,891.50 |
|
| R2 |
1,900.25 |
1,900.25 |
1,890.25 |
|
| R1 |
1,894.25 |
1,894.25 |
1,889.25 |
1,897.25 |
| PP |
1,888.75 |
1,888.75 |
1,888.75 |
1,890.25 |
| S1 |
1,882.75 |
1,882.75 |
1,887.25 |
1,885.75 |
| S2 |
1,877.25 |
1,877.25 |
1,886.25 |
|
| S3 |
1,865.75 |
1,871.25 |
1,885.00 |
|
| S4 |
1,854.25 |
1,859.75 |
1,882.00 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.25 |
2,046.00 |
1,923.00 |
|
| R3 |
2,002.00 |
1,977.75 |
1,904.25 |
|
| R2 |
1,933.75 |
1,933.75 |
1,898.00 |
|
| R1 |
1,909.50 |
1,909.50 |
1,891.75 |
1,921.50 |
| PP |
1,865.50 |
1,865.50 |
1,865.50 |
1,871.50 |
| S1 |
1,841.25 |
1,841.25 |
1,879.25 |
1,853.50 |
| S2 |
1,797.25 |
1,797.25 |
1,873.00 |
|
| S3 |
1,729.00 |
1,773.00 |
1,866.75 |
|
| S4 |
1,660.75 |
1,704.75 |
1,848.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,894.75 |
1,842.50 |
52.25 |
2.8% |
19.25 |
1.0% |
88% |
True |
False |
241,512 |
| 10 |
1,894.75 |
1,780.50 |
114.25 |
6.1% |
24.50 |
1.3% |
94% |
True |
False |
265,851 |
| 20 |
1,894.75 |
1,730.50 |
164.25 |
8.7% |
25.75 |
1.4% |
96% |
True |
False |
295,183 |
| 40 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
31.50 |
1.7% |
94% |
False |
False |
335,139 |
| 60 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
28.25 |
1.5% |
94% |
False |
False |
282,677 |
| 80 |
1,900.00 |
1,710.75 |
189.25 |
10.0% |
28.00 |
1.5% |
94% |
False |
False |
212,249 |
| 100 |
1,900.00 |
1,648.50 |
251.50 |
13.3% |
28.75 |
1.5% |
95% |
False |
False |
169,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,943.50 |
|
2.618 |
1,924.75 |
|
1.618 |
1,913.25 |
|
1.000 |
1,906.25 |
|
0.618 |
1,901.75 |
|
HIGH |
1,894.75 |
|
0.618 |
1,890.25 |
|
0.500 |
1,889.00 |
|
0.382 |
1,887.75 |
|
LOW |
1,883.25 |
|
0.618 |
1,876.25 |
|
1.000 |
1,871.75 |
|
1.618 |
1,864.75 |
|
2.618 |
1,853.25 |
|
4.250 |
1,834.50 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.00 |
1,882.00 |
| PP |
1,888.75 |
1,875.75 |
| S1 |
1,888.50 |
1,869.50 |
|