| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,718.0 |
2,747.0 |
29.0 |
1.1% |
2,791.0 |
| High |
2,738.0 |
2,777.0 |
39.0 |
1.4% |
2,807.0 |
| Low |
2,683.0 |
2,736.0 |
53.0 |
2.0% |
2,674.0 |
| Close |
2,724.0 |
2,771.0 |
47.0 |
1.7% |
2,724.0 |
| Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
133.0 |
| ATR |
63.7 |
62.9 |
-0.8 |
-1.2% |
0.0 |
| Volume |
1,222,334 |
1,099,887 |
-122,447 |
-10.0% |
6,707,065 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.3 |
2,868.7 |
2,793.6 |
|
| R3 |
2,843.3 |
2,827.7 |
2,782.3 |
|
| R2 |
2,802.3 |
2,802.3 |
2,778.5 |
|
| R1 |
2,786.7 |
2,786.7 |
2,774.8 |
2,794.5 |
| PP |
2,761.3 |
2,761.3 |
2,761.3 |
2,765.3 |
| S1 |
2,745.7 |
2,745.7 |
2,767.2 |
2,753.5 |
| S2 |
2,720.3 |
2,720.3 |
2,763.5 |
|
| S3 |
2,679.3 |
2,704.7 |
2,759.7 |
|
| S4 |
2,638.3 |
2,663.7 |
2,748.5 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.0 |
3,062.0 |
2,797.2 |
|
| R3 |
3,001.0 |
2,929.0 |
2,760.6 |
|
| R2 |
2,868.0 |
2,868.0 |
2,748.4 |
|
| R1 |
2,796.0 |
2,796.0 |
2,736.2 |
2,765.5 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,719.8 |
| S1 |
2,663.0 |
2,663.0 |
2,711.8 |
2,632.5 |
| S2 |
2,602.0 |
2,602.0 |
2,699.6 |
|
| S3 |
2,469.0 |
2,530.0 |
2,687.4 |
|
| S4 |
2,336.0 |
2,397.0 |
2,650.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,802.0 |
2,674.0 |
128.0 |
4.6% |
57.8 |
2.1% |
76% |
False |
False |
1,354,471 |
| 10 |
2,807.0 |
2,674.0 |
133.0 |
4.8% |
53.1 |
1.9% |
73% |
False |
False |
1,366,986 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
9.0% |
63.6 |
2.3% |
70% |
False |
False |
1,589,330 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
62.0 |
2.2% |
39% |
False |
False |
1,452,547 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
57.0 |
2.1% |
39% |
False |
False |
1,100,702 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
55.1 |
2.0% |
39% |
False |
False |
826,818 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
55.1 |
2.0% |
39% |
False |
False |
661,597 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
53.7 |
1.9% |
39% |
False |
False |
552,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.3 |
|
2.618 |
2,884.3 |
|
1.618 |
2,843.3 |
|
1.000 |
2,818.0 |
|
0.618 |
2,802.3 |
|
HIGH |
2,777.0 |
|
0.618 |
2,761.3 |
|
0.500 |
2,756.5 |
|
0.382 |
2,751.7 |
|
LOW |
2,736.0 |
|
0.618 |
2,710.7 |
|
1.000 |
2,695.0 |
|
1.618 |
2,669.7 |
|
2.618 |
2,628.7 |
|
4.250 |
2,561.8 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.2 |
2,755.8 |
| PP |
2,761.3 |
2,740.7 |
| S1 |
2,756.5 |
2,725.5 |
|