| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,789.0 |
2,798.0 |
9.0 |
0.3% |
2,791.0 |
| High |
2,827.0 |
2,834.0 |
7.0 |
0.2% |
2,807.0 |
| Low |
2,776.0 |
2,791.0 |
15.0 |
0.5% |
2,674.0 |
| Close |
2,821.0 |
2,817.0 |
-4.0 |
-0.1% |
2,724.0 |
| Range |
51.0 |
43.0 |
-8.0 |
-15.7% |
133.0 |
| ATR |
60.4 |
59.2 |
-1.2 |
-2.1% |
0.0 |
| Volume |
1,136,886 |
1,029,407 |
-107,479 |
-9.5% |
6,707,065 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.0 |
2,923.0 |
2,840.7 |
|
| R3 |
2,900.0 |
2,880.0 |
2,828.8 |
|
| R2 |
2,857.0 |
2,857.0 |
2,824.9 |
|
| R1 |
2,837.0 |
2,837.0 |
2,820.9 |
2,847.0 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,819.0 |
| S1 |
2,794.0 |
2,794.0 |
2,813.1 |
2,804.0 |
| S2 |
2,771.0 |
2,771.0 |
2,809.1 |
|
| S3 |
2,728.0 |
2,751.0 |
2,805.2 |
|
| S4 |
2,685.0 |
2,708.0 |
2,793.4 |
|
|
| 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 |
2,834.0 |
2,683.0 |
151.0 |
5.4% |
45.6 |
1.6% |
89% |
True |
False |
1,100,053 |
| 10 |
2,834.0 |
2,674.0 |
160.0 |
5.7% |
50.6 |
1.8% |
89% |
True |
False |
1,248,390 |
| 20 |
2,834.0 |
2,597.0 |
237.0 |
8.4% |
61.2 |
2.2% |
93% |
True |
False |
1,559,972 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
15.9% |
62.6 |
2.2% |
49% |
False |
False |
1,482,130 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.9% |
56.8 |
2.0% |
49% |
False |
False |
1,153,625 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.9% |
55.0 |
2.0% |
49% |
False |
False |
865,620 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.9% |
54.9 |
1.9% |
49% |
False |
False |
693,374 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.9% |
54.0 |
1.9% |
49% |
False |
False |
578,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.8 |
|
2.618 |
2,946.6 |
|
1.618 |
2,903.6 |
|
1.000 |
2,877.0 |
|
0.618 |
2,860.6 |
|
HIGH |
2,834.0 |
|
0.618 |
2,817.6 |
|
0.500 |
2,812.5 |
|
0.382 |
2,807.4 |
|
LOW |
2,791.0 |
|
0.618 |
2,764.4 |
|
1.000 |
2,748.0 |
|
1.618 |
2,721.4 |
|
2.618 |
2,678.4 |
|
4.250 |
2,608.3 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.5 |
2,810.7 |
| PP |
2,814.0 |
2,804.3 |
| S1 |
2,812.5 |
2,798.0 |
|