| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,808 |
2,839 |
31 |
1.1% |
2,917 |
| High |
2,814 |
2,855 |
41 |
1.5% |
2,917 |
| Low |
2,800 |
2,818 |
18 |
0.6% |
2,780 |
| Close |
2,812 |
2,855 |
43 |
1.5% |
2,855 |
| Range |
14 |
37 |
23 |
164.3% |
137 |
| ATR |
71 |
69 |
-2 |
-2.8% |
0 |
| Volume |
29 |
10 |
-19 |
-65.5% |
138 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954 |
2,941 |
2,875 |
|
| R3 |
2,917 |
2,904 |
2,865 |
|
| R2 |
2,880 |
2,880 |
2,862 |
|
| R1 |
2,867 |
2,867 |
2,858 |
2,874 |
| PP |
2,843 |
2,843 |
2,843 |
2,846 |
| S1 |
2,830 |
2,830 |
2,852 |
2,837 |
| S2 |
2,806 |
2,806 |
2,848 |
|
| S3 |
2,769 |
2,793 |
2,845 |
|
| S4 |
2,732 |
2,756 |
2,835 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262 |
3,195 |
2,930 |
|
| R3 |
3,125 |
3,058 |
2,893 |
|
| R2 |
2,988 |
2,988 |
2,880 |
|
| R1 |
2,921 |
2,921 |
2,868 |
2,886 |
| PP |
2,851 |
2,851 |
2,851 |
2,833 |
| S1 |
2,784 |
2,784 |
2,842 |
2,749 |
| S2 |
2,714 |
2,714 |
2,830 |
|
| S3 |
2,577 |
2,647 |
2,817 |
|
| S4 |
2,440 |
2,510 |
2,780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,917 |
2,780 |
137 |
4.8% |
49 |
1.7% |
55% |
False |
False |
27 |
| 10 |
3,141 |
2,780 |
361 |
12.6% |
65 |
2.3% |
21% |
False |
False |
43 |
| 20 |
3,165 |
2,780 |
385 |
13.5% |
69 |
2.4% |
19% |
False |
False |
3,007 |
| 40 |
3,485 |
2,780 |
705 |
24.7% |
73 |
2.6% |
11% |
False |
False |
5,874 |
| 60 |
3,510 |
2,780 |
730 |
25.6% |
71 |
2.5% |
10% |
False |
False |
6,098 |
| 80 |
3,510 |
2,780 |
730 |
25.6% |
72 |
2.5% |
10% |
False |
False |
6,566 |
| 100 |
3,510 |
2,780 |
730 |
25.6% |
74 |
2.6% |
10% |
False |
False |
5,902 |
| 120 |
3,510 |
2,780 |
730 |
25.6% |
76 |
2.7% |
10% |
False |
False |
5,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012 |
|
2.618 |
2,952 |
|
1.618 |
2,915 |
|
1.000 |
2,892 |
|
0.618 |
2,878 |
|
HIGH |
2,855 |
|
0.618 |
2,841 |
|
0.500 |
2,837 |
|
0.382 |
2,832 |
|
LOW |
2,818 |
|
0.618 |
2,795 |
|
1.000 |
2,781 |
|
1.618 |
2,758 |
|
2.618 |
2,721 |
|
4.250 |
2,661 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,849 |
2,843 |
| PP |
2,843 |
2,830 |
| S1 |
2,837 |
2,818 |
|