| 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 |
4,763.0 |
4,775.0 |
12.0 |
0.3% |
4,635.0 |
| High |
4,765.0 |
4,787.0 |
22.0 |
0.5% |
4,787.0 |
| Low |
4,725.0 |
4,755.0 |
30.0 |
0.6% |
4,635.0 |
| Close |
4,747.0 |
4,775.0 |
28.0 |
0.6% |
4,775.0 |
| Range |
40.0 |
32.0 |
-8.0 |
-20.0% |
152.0 |
| ATR |
65.0 |
63.2 |
-1.8 |
-2.7% |
0.0 |
| Volume |
27,484 |
22,344 |
-5,140 |
-18.7% |
131,731 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,868.3 |
4,853.7 |
4,792.6 |
|
| R3 |
4,836.3 |
4,821.7 |
4,783.8 |
|
| R2 |
4,804.3 |
4,804.3 |
4,780.9 |
|
| R1 |
4,789.7 |
4,789.7 |
4,777.9 |
4,791.0 |
| PP |
4,772.3 |
4,772.3 |
4,772.3 |
4,773.0 |
| S1 |
4,757.7 |
4,757.7 |
4,772.1 |
4,759.0 |
| S2 |
4,740.3 |
4,740.3 |
4,769.1 |
|
| S3 |
4,708.3 |
4,725.7 |
4,766.2 |
|
| S4 |
4,676.3 |
4,693.7 |
4,757.4 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,188.3 |
5,133.7 |
4,858.6 |
|
| R3 |
5,036.3 |
4,981.7 |
4,816.8 |
|
| R2 |
4,884.3 |
4,884.3 |
4,802.9 |
|
| R1 |
4,829.7 |
4,829.7 |
4,788.9 |
4,857.0 |
| PP |
4,732.3 |
4,732.3 |
4,732.3 |
4,746.0 |
| S1 |
4,677.7 |
4,677.7 |
4,761.1 |
4,705.0 |
| S2 |
4,580.3 |
4,580.3 |
4,747.1 |
|
| S3 |
4,428.3 |
4,525.7 |
4,733.2 |
|
| S4 |
4,276.3 |
4,373.7 |
4,691.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,787.0 |
4,635.0 |
152.0 |
3.2% |
42.0 |
0.9% |
92% |
True |
False |
26,346 |
| 10 |
4,787.0 |
4,573.0 |
214.0 |
4.5% |
47.8 |
1.0% |
94% |
True |
False |
28,131 |
| 20 |
4,787.0 |
4,428.0 |
359.0 |
7.5% |
50.7 |
1.1% |
97% |
True |
False |
27,322 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
49.8 |
1.0% |
67% |
False |
False |
28,270 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
49.5 |
1.0% |
67% |
False |
False |
26,469 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
42.6 |
0.9% |
67% |
False |
False |
19,878 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
37.0 |
0.8% |
67% |
False |
False |
15,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,923.0 |
|
2.618 |
4,870.8 |
|
1.618 |
4,838.8 |
|
1.000 |
4,819.0 |
|
0.618 |
4,806.8 |
|
HIGH |
4,787.0 |
|
0.618 |
4,774.8 |
|
0.500 |
4,771.0 |
|
0.382 |
4,767.2 |
|
LOW |
4,755.0 |
|
0.618 |
4,735.2 |
|
1.000 |
4,723.0 |
|
1.618 |
4,703.2 |
|
2.618 |
4,671.2 |
|
4.250 |
4,619.0 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,773.7 |
4,766.8 |
| PP |
4,772.3 |
4,758.7 |
| S1 |
4,771.0 |
4,750.5 |
|