| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,801 |
2,808 |
7 |
0.2% |
3,099 |
| High |
2,813 |
2,814 |
1 |
0.0% |
3,141 |
| Low |
2,780 |
2,800 |
20 |
0.7% |
2,896 |
| Close |
2,813 |
2,812 |
-1 |
0.0% |
2,917 |
| Range |
33 |
14 |
-19 |
-57.6% |
245 |
| ATR |
75 |
71 |
-4 |
-5.8% |
0 |
| Volume |
11 |
29 |
18 |
163.6% |
300 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851 |
2,845 |
2,820 |
|
| R3 |
2,837 |
2,831 |
2,816 |
|
| R2 |
2,823 |
2,823 |
2,815 |
|
| R1 |
2,817 |
2,817 |
2,813 |
2,820 |
| PP |
2,809 |
2,809 |
2,809 |
2,810 |
| S1 |
2,803 |
2,803 |
2,811 |
2,806 |
| S2 |
2,795 |
2,795 |
2,809 |
|
| S3 |
2,781 |
2,789 |
2,808 |
|
| S4 |
2,767 |
2,775 |
2,804 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,720 |
3,563 |
3,052 |
|
| R3 |
3,475 |
3,318 |
2,984 |
|
| R2 |
3,230 |
3,230 |
2,962 |
|
| R1 |
3,073 |
3,073 |
2,939 |
3,029 |
| PP |
2,985 |
2,985 |
2,985 |
2,963 |
| S1 |
2,828 |
2,828 |
2,895 |
2,784 |
| S2 |
2,740 |
2,740 |
2,872 |
|
| S3 |
2,495 |
2,583 |
2,850 |
|
| S4 |
2,250 |
2,338 |
2,782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,942 |
2,780 |
162 |
5.8% |
47 |
1.7% |
20% |
False |
False |
55 |
| 10 |
3,141 |
2,780 |
361 |
12.8% |
67 |
2.4% |
9% |
False |
False |
48 |
| 20 |
3,165 |
2,780 |
385 |
13.7% |
72 |
2.5% |
8% |
False |
False |
3,568 |
| 40 |
3,485 |
2,780 |
705 |
25.1% |
73 |
2.6% |
5% |
False |
False |
6,021 |
| 60 |
3,510 |
2,780 |
730 |
26.0% |
72 |
2.5% |
4% |
False |
False |
6,192 |
| 80 |
3,510 |
2,780 |
730 |
26.0% |
73 |
2.6% |
4% |
False |
False |
6,649 |
| 100 |
3,510 |
2,780 |
730 |
26.0% |
74 |
2.6% |
4% |
False |
False |
5,940 |
| 120 |
3,510 |
2,780 |
730 |
26.0% |
76 |
2.7% |
4% |
False |
False |
5,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874 |
|
2.618 |
2,851 |
|
1.618 |
2,837 |
|
1.000 |
2,828 |
|
0.618 |
2,823 |
|
HIGH |
2,814 |
|
0.618 |
2,809 |
|
0.500 |
2,807 |
|
0.382 |
2,805 |
|
LOW |
2,800 |
|
0.618 |
2,791 |
|
1.000 |
2,786 |
|
1.618 |
2,777 |
|
2.618 |
2,763 |
|
4.250 |
2,741 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,810 |
2,828 |
| PP |
2,809 |
2,822 |
| S1 |
2,807 |
2,817 |
|