| 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 |
20,840 |
21,100 |
260 |
1.2% |
20,761 |
| High |
20,866 |
21,243 |
377 |
1.8% |
21,056 |
| Low |
20,617 |
21,062 |
445 |
2.2% |
20,545 |
| Close |
20,725 |
21,125 |
400 |
1.9% |
20,725 |
| Range |
249 |
181 |
-68 |
-27.3% |
511 |
| ATR |
385 |
395 |
9 |
2.5% |
0 |
| Volume |
65,586 |
56,720 |
-8,866 |
-13.5% |
327,934 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,686 |
21,587 |
21,225 |
|
| R3 |
21,505 |
21,406 |
21,175 |
|
| R2 |
21,324 |
21,324 |
21,158 |
|
| R1 |
21,225 |
21,225 |
21,142 |
21,275 |
| PP |
21,143 |
21,143 |
21,143 |
21,168 |
| S1 |
21,044 |
21,044 |
21,108 |
21,094 |
| S2 |
20,962 |
20,962 |
21,092 |
|
| S3 |
20,781 |
20,863 |
21,075 |
|
| S4 |
20,600 |
20,682 |
21,025 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,308 |
22,028 |
21,006 |
|
| R3 |
21,797 |
21,517 |
20,866 |
|
| R2 |
21,286 |
21,286 |
20,819 |
|
| R1 |
21,006 |
21,006 |
20,772 |
20,891 |
| PP |
20,775 |
20,775 |
20,775 |
20,718 |
| S1 |
20,495 |
20,495 |
20,678 |
20,380 |
| S2 |
20,264 |
20,264 |
20,631 |
|
| S3 |
19,753 |
19,984 |
20,584 |
|
| S4 |
19,242 |
19,473 |
20,444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,243 |
20,545 |
698 |
3.3% |
257 |
1.2% |
83% |
True |
False |
63,165 |
| 10 |
21,243 |
20,040 |
1,203 |
5.7% |
318 |
1.5% |
90% |
True |
False |
65,929 |
| 20 |
21,243 |
19,320 |
1,923 |
9.1% |
313 |
1.5% |
94% |
True |
False |
34,788 |
| 40 |
22,637 |
19,320 |
3,317 |
15.7% |
331 |
1.6% |
54% |
False |
False |
17,752 |
| 60 |
22,637 |
19,320 |
3,317 |
15.7% |
327 |
1.5% |
54% |
False |
False |
11,950 |
| 80 |
23,020 |
19,320 |
3,700 |
17.5% |
320 |
1.5% |
49% |
False |
False |
8,994 |
| 100 |
23,020 |
19,320 |
3,700 |
17.5% |
294 |
1.4% |
49% |
False |
False |
7,206 |
| 120 |
23,020 |
19,320 |
3,700 |
17.5% |
276 |
1.3% |
49% |
False |
False |
6,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,012 |
|
2.618 |
21,717 |
|
1.618 |
21,536 |
|
1.000 |
21,424 |
|
0.618 |
21,355 |
|
HIGH |
21,243 |
|
0.618 |
21,174 |
|
0.500 |
21,153 |
|
0.382 |
21,131 |
|
LOW |
21,062 |
|
0.618 |
20,950 |
|
1.000 |
20,881 |
|
1.618 |
20,769 |
|
2.618 |
20,588 |
|
4.250 |
20,293 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
21,153 |
21,048 |
| PP |
21,143 |
20,971 |
| S1 |
21,134 |
20,894 |
|