| 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 |
21,100 |
21,125 |
25 |
0.1% |
20,761 |
| High |
21,243 |
21,263 |
20 |
0.1% |
21,056 |
| Low |
21,062 |
21,080 |
18 |
0.1% |
20,545 |
| Close |
21,125 |
21,240 |
115 |
0.5% |
20,725 |
| Range |
181 |
183 |
2 |
1.1% |
511 |
| ATR |
395 |
379 |
-15 |
-3.8% |
0 |
| Volume |
56,720 |
59,392 |
2,672 |
4.7% |
327,934 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,743 |
21,675 |
21,341 |
|
| R3 |
21,560 |
21,492 |
21,290 |
|
| R2 |
21,377 |
21,377 |
21,274 |
|
| R1 |
21,309 |
21,309 |
21,257 |
21,343 |
| PP |
21,194 |
21,194 |
21,194 |
21,212 |
| S1 |
21,126 |
21,126 |
21,223 |
21,160 |
| S2 |
21,011 |
21,011 |
21,206 |
|
| S3 |
20,828 |
20,943 |
21,190 |
|
| S4 |
20,645 |
20,760 |
21,139 |
|
|
| 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 |
21,263 |
20,545 |
718 |
3.4% |
263 |
1.2% |
97% |
True |
False |
62,856 |
| 10 |
21,263 |
20,171 |
1,092 |
5.1% |
270 |
1.3% |
98% |
True |
False |
67,049 |
| 20 |
21,263 |
19,320 |
1,943 |
9.1% |
310 |
1.5% |
99% |
True |
False |
37,658 |
| 40 |
22,637 |
19,320 |
3,317 |
15.6% |
327 |
1.5% |
58% |
False |
False |
19,226 |
| 60 |
22,637 |
19,320 |
3,317 |
15.6% |
325 |
1.5% |
58% |
False |
False |
12,938 |
| 80 |
23,020 |
19,320 |
3,700 |
17.4% |
319 |
1.5% |
52% |
False |
False |
9,734 |
| 100 |
23,020 |
19,320 |
3,700 |
17.4% |
296 |
1.4% |
52% |
False |
False |
7,800 |
| 120 |
23,020 |
19,320 |
3,700 |
17.4% |
275 |
1.3% |
52% |
False |
False |
6,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,041 |
|
2.618 |
21,742 |
|
1.618 |
21,559 |
|
1.000 |
21,446 |
|
0.618 |
21,376 |
|
HIGH |
21,263 |
|
0.618 |
21,193 |
|
0.500 |
21,172 |
|
0.382 |
21,150 |
|
LOW |
21,080 |
|
0.618 |
20,967 |
|
1.000 |
20,897 |
|
1.618 |
20,784 |
|
2.618 |
20,601 |
|
4.250 |
20,302 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
21,217 |
21,140 |
| PP |
21,194 |
21,040 |
| S1 |
21,172 |
20,940 |
|