| 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 |
20,893 |
21,028 |
135 |
0.6% |
20,443 |
| High |
20,956 |
21,056 |
100 |
0.5% |
20,700 |
| Low |
20,802 |
20,805 |
3 |
0.0% |
20,040 |
| Close |
20,937 |
20,893 |
-44 |
-0.2% |
20,537 |
| Range |
154 |
251 |
97 |
63.0% |
660 |
| ATR |
402 |
391 |
-11 |
-2.7% |
0 |
| Volume |
60,938 |
60,471 |
-467 |
-0.8% |
288,968 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,671 |
21,533 |
21,031 |
|
| R3 |
21,420 |
21,282 |
20,962 |
|
| R2 |
21,169 |
21,169 |
20,939 |
|
| R1 |
21,031 |
21,031 |
20,916 |
20,975 |
| PP |
20,918 |
20,918 |
20,918 |
20,890 |
| S1 |
20,780 |
20,780 |
20,870 |
20,724 |
| S2 |
20,667 |
20,667 |
20,847 |
|
| S3 |
20,416 |
20,529 |
20,824 |
|
| S4 |
20,165 |
20,278 |
20,755 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,406 |
22,131 |
20,900 |
|
| R3 |
21,746 |
21,471 |
20,719 |
|
| R2 |
21,086 |
21,086 |
20,658 |
|
| R1 |
20,811 |
20,811 |
20,598 |
20,949 |
| PP |
20,426 |
20,426 |
20,426 |
20,494 |
| S1 |
20,151 |
20,151 |
20,477 |
20,289 |
| S2 |
19,766 |
19,766 |
20,416 |
|
| S3 |
19,106 |
19,491 |
20,356 |
|
| S4 |
18,446 |
18,831 |
20,174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,056 |
20,171 |
885 |
4.2% |
270 |
1.3% |
82% |
True |
False |
71,878 |
| 10 |
21,056 |
19,773 |
1,283 |
6.1% |
324 |
1.5% |
87% |
True |
False |
48,605 |
| 20 |
21,056 |
19,320 |
1,736 |
8.3% |
321 |
1.5% |
91% |
True |
False |
25,238 |
| 40 |
22,637 |
19,320 |
3,317 |
15.9% |
331 |
1.6% |
47% |
False |
False |
12,933 |
| 60 |
22,637 |
19,320 |
3,317 |
15.9% |
325 |
1.6% |
47% |
False |
False |
8,715 |
| 80 |
23,020 |
19,320 |
3,700 |
17.7% |
316 |
1.5% |
43% |
False |
False |
6,567 |
| 100 |
23,020 |
19,320 |
3,700 |
17.7% |
291 |
1.4% |
43% |
False |
False |
5,262 |
| 120 |
23,020 |
19,320 |
3,700 |
17.7% |
275 |
1.3% |
43% |
False |
False |
4,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,123 |
|
2.618 |
21,713 |
|
1.618 |
21,462 |
|
1.000 |
21,307 |
|
0.618 |
21,211 |
|
HIGH |
21,056 |
|
0.618 |
20,960 |
|
0.500 |
20,931 |
|
0.382 |
20,901 |
|
LOW |
20,805 |
|
0.618 |
20,650 |
|
1.000 |
20,554 |
|
1.618 |
20,399 |
|
2.618 |
20,148 |
|
4.250 |
19,738 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,931 |
20,897 |
| PP |
20,918 |
20,896 |
| S1 |
20,906 |
20,894 |
|