| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4,807.0 |
4,823.0 |
16.0 |
0.3% |
4,635.0 |
| High |
4,832.0 |
4,842.0 |
10.0 |
0.2% |
4,787.0 |
| Low |
4,793.0 |
4,804.0 |
11.0 |
0.2% |
4,635.0 |
| Close |
4,819.0 |
4,819.0 |
0.0 |
0.0% |
4,775.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
152.0 |
| ATR |
61.5 |
59.8 |
-1.7 |
-2.7% |
0.0 |
| Volume |
25,326 |
24,378 |
-948 |
-3.7% |
131,731 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,935.7 |
4,915.3 |
4,839.9 |
|
| R3 |
4,897.7 |
4,877.3 |
4,829.5 |
|
| R2 |
4,859.7 |
4,859.7 |
4,826.0 |
|
| R1 |
4,839.3 |
4,839.3 |
4,822.5 |
4,830.5 |
| PP |
4,821.7 |
4,821.7 |
4,821.7 |
4,817.3 |
| S1 |
4,801.3 |
4,801.3 |
4,815.5 |
4,792.5 |
| S2 |
4,783.7 |
4,783.7 |
4,812.0 |
|
| S3 |
4,745.7 |
4,763.3 |
4,808.6 |
|
| S4 |
4,707.7 |
4,725.3 |
4,798.1 |
|
|
| 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 |
4,842.0 |
4,725.0 |
117.0 |
2.4% |
39.0 |
0.8% |
80% |
True |
False |
26,374 |
| 10 |
4,842.0 |
4,573.0 |
269.0 |
5.6% |
48.3 |
1.0% |
91% |
True |
False |
27,832 |
| 20 |
4,842.0 |
4,476.0 |
366.0 |
7.6% |
48.2 |
1.0% |
94% |
True |
False |
27,209 |
| 40 |
4,911.0 |
4,428.0 |
483.0 |
10.0% |
49.9 |
1.0% |
81% |
False |
False |
29,048 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
49.3 |
1.0% |
75% |
False |
False |
27,784 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
43.7 |
0.9% |
75% |
False |
False |
20,903 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
38.1 |
0.8% |
75% |
False |
False |
16,731 |
| 120 |
4,946.0 |
4,428.0 |
518.0 |
10.7% |
33.0 |
0.7% |
75% |
False |
False |
13,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,003.5 |
|
2.618 |
4,941.5 |
|
1.618 |
4,903.5 |
|
1.000 |
4,880.0 |
|
0.618 |
4,865.5 |
|
HIGH |
4,842.0 |
|
0.618 |
4,827.5 |
|
0.500 |
4,823.0 |
|
0.382 |
4,818.5 |
|
LOW |
4,804.0 |
|
0.618 |
4,780.5 |
|
1.000 |
4,766.0 |
|
1.618 |
4,742.5 |
|
2.618 |
4,704.5 |
|
4.250 |
4,642.5 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,823.0 |
4,818.5 |
| PP |
4,821.7 |
4,818.0 |
| S1 |
4,820.3 |
4,817.5 |
|