| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,747.0 |
2,778.0 |
31.0 |
1.1% |
2,791.0 |
| High |
2,777.0 |
2,800.0 |
23.0 |
0.8% |
2,807.0 |
| Low |
2,736.0 |
2,762.0 |
26.0 |
1.0% |
2,674.0 |
| Close |
2,771.0 |
2,794.0 |
23.0 |
0.8% |
2,724.0 |
| Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
133.0 |
| ATR |
62.9 |
61.1 |
-1.8 |
-2.8% |
0.0 |
| Volume |
1,099,887 |
1,011,755 |
-88,132 |
-8.0% |
6,707,065 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.3 |
2,884.7 |
2,814.9 |
|
| R3 |
2,861.3 |
2,846.7 |
2,804.5 |
|
| R2 |
2,823.3 |
2,823.3 |
2,801.0 |
|
| R1 |
2,808.7 |
2,808.7 |
2,797.5 |
2,816.0 |
| PP |
2,785.3 |
2,785.3 |
2,785.3 |
2,789.0 |
| S1 |
2,770.7 |
2,770.7 |
2,790.5 |
2,778.0 |
| S2 |
2,747.3 |
2,747.3 |
2,787.0 |
|
| S3 |
2,709.3 |
2,732.7 |
2,783.6 |
|
| S4 |
2,671.3 |
2,694.7 |
2,773.1 |
|
|
| 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 |
2,800.0 |
2,674.0 |
126.0 |
4.5% |
49.4 |
1.8% |
95% |
True |
False |
1,246,010 |
| 10 |
2,807.0 |
2,674.0 |
133.0 |
4.8% |
50.1 |
1.8% |
90% |
False |
False |
1,312,960 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
8.9% |
62.6 |
2.2% |
79% |
False |
False |
1,585,007 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
62.2 |
2.2% |
44% |
False |
False |
1,469,977 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
56.8 |
2.0% |
44% |
False |
False |
1,117,557 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
54.8 |
2.0% |
44% |
False |
False |
839,419 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
54.9 |
2.0% |
44% |
False |
False |
671,713 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
53.8 |
1.9% |
44% |
False |
False |
560,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.5 |
|
2.618 |
2,899.5 |
|
1.618 |
2,861.5 |
|
1.000 |
2,838.0 |
|
0.618 |
2,823.5 |
|
HIGH |
2,800.0 |
|
0.618 |
2,785.5 |
|
0.500 |
2,781.0 |
|
0.382 |
2,776.5 |
|
LOW |
2,762.0 |
|
0.618 |
2,738.5 |
|
1.000 |
2,724.0 |
|
1.618 |
2,700.5 |
|
2.618 |
2,662.5 |
|
4.250 |
2,600.5 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.7 |
2,776.5 |
| PP |
2,785.3 |
2,759.0 |
| S1 |
2,781.0 |
2,741.5 |
|