| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,890.0 |
7.0 |
0.2% |
2,747.0 |
| High |
2,895.0 |
2,914.0 |
19.0 |
0.7% |
2,896.0 |
| Low |
2,857.0 |
2,875.0 |
18.0 |
0.6% |
2,736.0 |
| Close |
2,881.0 |
2,908.0 |
27.0 |
0.9% |
2,878.0 |
| Range |
38.0 |
39.0 |
1.0 |
2.6% |
160.0 |
| ATR |
56.6 |
55.3 |
-1.3 |
-2.2% |
0.0 |
| Volume |
1,042,883 |
1,376,714 |
333,831 |
32.0% |
5,491,352 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.0 |
3,001.0 |
2,929.5 |
|
| R3 |
2,977.0 |
2,962.0 |
2,918.7 |
|
| R2 |
2,938.0 |
2,938.0 |
2,915.2 |
|
| R1 |
2,923.0 |
2,923.0 |
2,911.6 |
2,930.5 |
| PP |
2,899.0 |
2,899.0 |
2,899.0 |
2,902.8 |
| S1 |
2,884.0 |
2,884.0 |
2,904.4 |
2,891.5 |
| S2 |
2,860.0 |
2,860.0 |
2,900.9 |
|
| S3 |
2,821.0 |
2,845.0 |
2,897.3 |
|
| S4 |
2,782.0 |
2,806.0 |
2,886.6 |
|
|
| 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 |
2,914.0 |
2,791.0 |
123.0 |
4.2% |
43.8 |
1.5% |
95% |
True |
False |
1,094,087 |
| 10 |
2,914.0 |
2,674.0 |
240.0 |
8.3% |
47.4 |
1.6% |
98% |
True |
False |
1,166,019 |
| 20 |
2,914.0 |
2,652.0 |
262.0 |
9.0% |
51.1 |
1.8% |
98% |
True |
False |
1,324,036 |
| 40 |
3,019.0 |
2,597.0 |
422.0 |
14.5% |
63.5 |
2.2% |
74% |
False |
False |
1,505,055 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.8 |
1.9% |
70% |
False |
False |
1,224,022 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.4 |
1.9% |
70% |
False |
False |
921,087 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.2 |
1.9% |
70% |
False |
False |
737,765 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.0 |
1.9% |
70% |
False |
False |
615,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.8 |
|
2.618 |
3,016.1 |
|
1.618 |
2,977.1 |
|
1.000 |
2,953.0 |
|
0.618 |
2,938.1 |
|
HIGH |
2,914.0 |
|
0.618 |
2,899.1 |
|
0.500 |
2,894.5 |
|
0.382 |
2,889.9 |
|
LOW |
2,875.0 |
|
0.618 |
2,850.9 |
|
1.000 |
2,836.0 |
|
1.618 |
2,811.9 |
|
2.618 |
2,772.9 |
|
4.250 |
2,709.3 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.5 |
2,900.5 |
| PP |
2,899.0 |
2,893.0 |
| S1 |
2,894.5 |
2,885.5 |
|