| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,791 |
2,855 |
64 |
2.3% |
2,917 |
| High |
2,840 |
2,855 |
15 |
0.5% |
2,917 |
| Low |
2,791 |
2,844 |
53 |
1.9% |
2,780 |
| Close |
2,838 |
2,844 |
6 |
0.2% |
2,855 |
| Range |
49 |
11 |
-38 |
-77.6% |
137 |
| ATR |
66 |
63 |
-4 |
-5.3% |
0 |
| Volume |
35 |
4 |
-31 |
-88.6% |
138 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881 |
2,873 |
2,850 |
|
| R3 |
2,870 |
2,862 |
2,847 |
|
| R2 |
2,859 |
2,859 |
2,846 |
|
| R1 |
2,851 |
2,851 |
2,845 |
2,850 |
| PP |
2,848 |
2,848 |
2,848 |
2,847 |
| S1 |
2,840 |
2,840 |
2,843 |
2,839 |
| S2 |
2,837 |
2,837 |
2,842 |
|
| S3 |
2,826 |
2,829 |
2,841 |
|
| S4 |
2,815 |
2,818 |
2,838 |
|
|
| 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 |
2,868 |
2,761 |
107 |
3.8% |
39 |
1.4% |
78% |
False |
False |
14 |
| 10 |
2,942 |
2,761 |
181 |
6.4% |
43 |
1.5% |
46% |
False |
False |
34 |
| 20 |
3,165 |
2,761 |
404 |
14.2% |
62 |
2.2% |
21% |
False |
False |
673 |
| 40 |
3,485 |
2,761 |
724 |
25.5% |
72 |
2.5% |
11% |
False |
False |
5,289 |
| 60 |
3,510 |
2,761 |
749 |
26.3% |
71 |
2.5% |
11% |
False |
False |
5,700 |
| 80 |
3,510 |
2,761 |
749 |
26.3% |
70 |
2.5% |
11% |
False |
False |
6,112 |
| 100 |
3,510 |
2,761 |
749 |
26.3% |
71 |
2.5% |
11% |
False |
False |
5,811 |
| 120 |
3,510 |
2,761 |
749 |
26.3% |
75 |
2.6% |
11% |
False |
False |
5,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902 |
|
2.618 |
2,884 |
|
1.618 |
2,873 |
|
1.000 |
2,866 |
|
0.618 |
2,862 |
|
HIGH |
2,855 |
|
0.618 |
2,851 |
|
0.500 |
2,850 |
|
0.382 |
2,848 |
|
LOW |
2,844 |
|
0.618 |
2,837 |
|
1.000 |
2,833 |
|
1.618 |
2,826 |
|
2.618 |
2,815 |
|
4.250 |
2,797 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,850 |
2,832 |
| PP |
2,848 |
2,820 |
| S1 |
2,846 |
2,808 |
|