| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,898.0 |
2,883.0 |
-15.0 |
-0.5% |
2,747.0 |
| High |
2,899.0 |
2,895.0 |
-4.0 |
-0.1% |
2,896.0 |
| Low |
2,875.0 |
2,857.0 |
-18.0 |
-0.6% |
2,736.0 |
| Close |
2,878.0 |
2,881.0 |
3.0 |
0.1% |
2,878.0 |
| Range |
24.0 |
38.0 |
14.0 |
58.3% |
160.0 |
| ATR |
58.0 |
56.6 |
-1.4 |
-2.5% |
0.0 |
| Volume |
808,014 |
1,042,883 |
234,869 |
29.1% |
5,491,352 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.7 |
2,974.3 |
2,901.9 |
|
| R3 |
2,953.7 |
2,936.3 |
2,891.5 |
|
| R2 |
2,915.7 |
2,915.7 |
2,888.0 |
|
| R1 |
2,898.3 |
2,898.3 |
2,884.5 |
2,888.0 |
| PP |
2,877.7 |
2,877.7 |
2,877.7 |
2,872.5 |
| S1 |
2,860.3 |
2,860.3 |
2,877.5 |
2,850.0 |
| S2 |
2,839.7 |
2,839.7 |
2,874.0 |
|
| S3 |
2,801.7 |
2,822.3 |
2,870.6 |
|
| S4 |
2,763.7 |
2,784.3 |
2,860.1 |
|
|
| 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 |
2,776.0 |
123.0 |
4.3% |
46.2 |
1.6% |
85% |
False |
False |
1,046,121 |
| 10 |
2,899.0 |
2,674.0 |
225.0 |
7.8% |
47.8 |
1.7% |
92% |
False |
False |
1,146,065 |
| 20 |
2,899.0 |
2,641.0 |
258.0 |
9.0% |
53.4 |
1.9% |
93% |
False |
False |
1,361,138 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
63.5 |
2.2% |
64% |
False |
False |
1,493,467 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
56.3 |
2.0% |
64% |
False |
False |
1,202,009 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.2 |
1.9% |
64% |
False |
False |
903,883 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
55.2 |
1.9% |
64% |
False |
False |
723,999 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.0 |
1.9% |
64% |
False |
False |
604,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.5 |
|
2.618 |
2,994.5 |
|
1.618 |
2,956.5 |
|
1.000 |
2,933.0 |
|
0.618 |
2,918.5 |
|
HIGH |
2,895.0 |
|
0.618 |
2,880.5 |
|
0.500 |
2,876.0 |
|
0.382 |
2,871.5 |
|
LOW |
2,857.0 |
|
0.618 |
2,833.5 |
|
1.000 |
2,819.0 |
|
1.618 |
2,795.5 |
|
2.618 |
2,757.5 |
|
4.250 |
2,695.5 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,879.3 |
2,874.0 |
| PP |
2,877.7 |
2,867.0 |
| S1 |
2,876.0 |
2,860.0 |
|