| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,382 |
10,395 |
13 |
0.1% |
10,368 |
| High |
10,447 |
10,458 |
11 |
0.1% |
10,434 |
| Low |
10,371 |
10,364 |
-7 |
-0.1% |
10,172 |
| Close |
10,399 |
10,387 |
-12 |
-0.1% |
10,311 |
| Range |
76 |
94 |
18 |
23.7% |
262 |
| ATR |
140 |
136 |
-3 |
-2.3% |
0 |
| Volume |
90,632 |
89,843 |
-789 |
-0.9% |
584,824 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,685 |
10,630 |
10,439 |
|
| R3 |
10,591 |
10,536 |
10,413 |
|
| R2 |
10,497 |
10,497 |
10,404 |
|
| R1 |
10,442 |
10,442 |
10,396 |
10,423 |
| PP |
10,403 |
10,403 |
10,403 |
10,393 |
| S1 |
10,348 |
10,348 |
10,379 |
10,329 |
| S2 |
10,309 |
10,309 |
10,370 |
|
| S3 |
10,215 |
10,254 |
10,361 |
|
| S4 |
10,121 |
10,160 |
10,335 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,092 |
10,963 |
10,455 |
|
| R3 |
10,830 |
10,701 |
10,383 |
|
| R2 |
10,568 |
10,568 |
10,359 |
|
| R1 |
10,439 |
10,439 |
10,335 |
10,373 |
| PP |
10,306 |
10,306 |
10,306 |
10,272 |
| S1 |
10,177 |
10,177 |
10,287 |
10,111 |
| S2 |
10,044 |
10,044 |
10,263 |
|
| S3 |
9,782 |
9,915 |
10,239 |
|
| S4 |
9,520 |
9,653 |
10,167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,458 |
10,172 |
286 |
2.8% |
106 |
1.0% |
75% |
True |
False |
107,262 |
| 10 |
10,458 |
10,172 |
286 |
2.8% |
117 |
1.1% |
75% |
True |
False |
106,972 |
| 20 |
10,458 |
9,791 |
667 |
6.4% |
144 |
1.4% |
89% |
True |
False |
130,980 |
| 40 |
10,687 |
9,791 |
896 |
8.6% |
146 |
1.4% |
67% |
False |
False |
133,746 |
| 60 |
10,687 |
9,791 |
896 |
8.6% |
136 |
1.3% |
67% |
False |
False |
106,973 |
| 80 |
10,687 |
9,663 |
1,024 |
9.9% |
137 |
1.3% |
71% |
False |
False |
80,294 |
| 100 |
10,687 |
9,570 |
1,117 |
10.8% |
140 |
1.3% |
73% |
False |
False |
64,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,858 |
|
2.618 |
10,704 |
|
1.618 |
10,610 |
|
1.000 |
10,552 |
|
0.618 |
10,516 |
|
HIGH |
10,458 |
|
0.618 |
10,422 |
|
0.500 |
10,411 |
|
0.382 |
10,400 |
|
LOW |
10,364 |
|
0.618 |
10,306 |
|
1.000 |
10,270 |
|
1.618 |
10,212 |
|
2.618 |
10,118 |
|
4.250 |
9,965 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,411 |
10,391 |
| PP |
10,403 |
10,390 |
| S1 |
10,395 |
10,388 |
|