| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,822.0 |
2,898.0 |
76.0 |
2.7% |
2,747.0 |
| High |
2,896.0 |
2,899.0 |
3.0 |
0.1% |
2,896.0 |
| Low |
2,821.0 |
2,875.0 |
54.0 |
1.9% |
2,736.0 |
| Close |
2,878.0 |
2,878.0 |
0.0 |
0.0% |
2,878.0 |
| Range |
75.0 |
24.0 |
-51.0 |
-68.0% |
160.0 |
| ATR |
60.6 |
58.0 |
-2.6 |
-4.3% |
0.0 |
| Volume |
1,213,417 |
808,014 |
-405,403 |
-33.4% |
5,491,352 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,941.0 |
2,891.2 |
|
| R3 |
2,932.0 |
2,917.0 |
2,884.6 |
|
| R2 |
2,908.0 |
2,908.0 |
2,882.4 |
|
| R1 |
2,893.0 |
2,893.0 |
2,880.2 |
2,888.5 |
| PP |
2,884.0 |
2,884.0 |
2,884.0 |
2,881.8 |
| S1 |
2,869.0 |
2,869.0 |
2,875.8 |
2,864.5 |
| S2 |
2,860.0 |
2,860.0 |
2,873.6 |
|
| S3 |
2,836.0 |
2,845.0 |
2,871.4 |
|
| S4 |
2,812.0 |
2,821.0 |
2,864.8 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.7 |
3,257.3 |
2,966.0 |
|
| R3 |
3,156.7 |
3,097.3 |
2,922.0 |
|
| R2 |
2,996.7 |
2,996.7 |
2,907.3 |
|
| R1 |
2,937.3 |
2,937.3 |
2,892.7 |
2,967.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,851.5 |
| S1 |
2,777.3 |
2,777.3 |
2,863.3 |
2,807.0 |
| S2 |
2,676.7 |
2,676.7 |
2,848.7 |
|
| S3 |
2,516.7 |
2,617.3 |
2,834.0 |
|
| S4 |
2,356.7 |
2,457.3 |
2,790.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,762.0 |
137.0 |
4.8% |
46.2 |
1.6% |
85% |
True |
False |
1,039,895 |
| 10 |
2,899.0 |
2,674.0 |
225.0 |
7.8% |
52.0 |
1.8% |
91% |
True |
False |
1,197,183 |
| 20 |
2,899.0 |
2,616.0 |
283.0 |
9.8% |
54.4 |
1.9% |
93% |
True |
False |
1,387,664 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
63.5 |
2.2% |
63% |
False |
False |
1,492,472 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
56.2 |
2.0% |
63% |
False |
False |
1,186,787 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.4 |
1.9% |
63% |
False |
False |
890,854 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
55.2 |
1.9% |
63% |
False |
False |
713,573 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.1 |
1.9% |
63% |
False |
False |
595,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.0 |
|
2.618 |
2,961.8 |
|
1.618 |
2,937.8 |
|
1.000 |
2,923.0 |
|
0.618 |
2,913.8 |
|
HIGH |
2,899.0 |
|
0.618 |
2,889.8 |
|
0.500 |
2,887.0 |
|
0.382 |
2,884.2 |
|
LOW |
2,875.0 |
|
0.618 |
2,860.2 |
|
1.000 |
2,851.0 |
|
1.618 |
2,836.2 |
|
2.618 |
2,812.2 |
|
4.250 |
2,773.0 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,887.0 |
2,867.0 |
| PP |
2,884.0 |
2,856.0 |
| S1 |
2,881.0 |
2,845.0 |
|