| 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 |
2,778.0 |
2,789.0 |
11.0 |
0.4% |
2,791.0 |
| High |
2,800.0 |
2,827.0 |
27.0 |
1.0% |
2,807.0 |
| Low |
2,762.0 |
2,776.0 |
14.0 |
0.5% |
2,674.0 |
| Close |
2,794.0 |
2,821.0 |
27.0 |
1.0% |
2,724.0 |
| Range |
38.0 |
51.0 |
13.0 |
34.2% |
133.0 |
| ATR |
61.1 |
60.4 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,011,755 |
1,136,886 |
125,131 |
12.4% |
6,707,065 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.0 |
2,942.0 |
2,849.1 |
|
| R3 |
2,910.0 |
2,891.0 |
2,835.0 |
|
| R2 |
2,859.0 |
2,859.0 |
2,830.4 |
|
| R1 |
2,840.0 |
2,840.0 |
2,825.7 |
2,849.5 |
| PP |
2,808.0 |
2,808.0 |
2,808.0 |
2,812.8 |
| S1 |
2,789.0 |
2,789.0 |
2,816.3 |
2,798.5 |
| S2 |
2,757.0 |
2,757.0 |
2,811.7 |
|
| S3 |
2,706.0 |
2,738.0 |
2,807.0 |
|
| S4 |
2,655.0 |
2,687.0 |
2,793.0 |
|
|
| 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 |
2,827.0 |
2,674.0 |
153.0 |
5.4% |
51.0 |
1.8% |
96% |
True |
False |
1,237,951 |
| 10 |
2,827.0 |
2,674.0 |
153.0 |
5.4% |
50.8 |
1.8% |
96% |
True |
False |
1,274,882 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
8.9% |
61.6 |
2.2% |
90% |
False |
False |
1,576,220 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
15.8% |
62.1 |
2.2% |
50% |
False |
False |
1,476,705 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.8% |
56.6 |
2.0% |
50% |
False |
False |
1,136,479 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.8% |
54.9 |
1.9% |
50% |
False |
False |
853,586 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.8% |
54.7 |
1.9% |
50% |
False |
False |
683,080 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.8% |
54.1 |
1.9% |
50% |
False |
False |
570,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,043.8 |
|
2.618 |
2,960.5 |
|
1.618 |
2,909.5 |
|
1.000 |
2,878.0 |
|
0.618 |
2,858.5 |
|
HIGH |
2,827.0 |
|
0.618 |
2,807.5 |
|
0.500 |
2,801.5 |
|
0.382 |
2,795.5 |
|
LOW |
2,776.0 |
|
0.618 |
2,744.5 |
|
1.000 |
2,725.0 |
|
1.618 |
2,693.5 |
|
2.618 |
2,642.5 |
|
4.250 |
2,559.3 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.5 |
2,807.8 |
| PP |
2,808.0 |
2,794.7 |
| S1 |
2,801.5 |
2,781.5 |
|