| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,108.0 |
1,119.0 |
11.0 |
1.0% |
1,122.1 |
| High |
1,119.5 |
1,123.9 |
4.4 |
0.4% |
1,131.5 |
| Low |
1,104.6 |
1,112.1 |
7.5 |
0.7% |
1,088.5 |
| Close |
1,118.9 |
1,118.3 |
-0.6 |
-0.1% |
1,118.9 |
| Range |
14.9 |
11.8 |
-3.1 |
-20.8% |
43.0 |
| ATR |
22.8 |
22.0 |
-0.8 |
-3.4% |
0.0 |
| Volume |
206,758 |
129,613 |
-77,145 |
-37.3% |
852,682 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.5 |
1,147.7 |
1,124.8 |
|
| R3 |
1,141.7 |
1,135.9 |
1,121.5 |
|
| R2 |
1,129.9 |
1,129.9 |
1,120.5 |
|
| R1 |
1,124.1 |
1,124.1 |
1,119.4 |
1,121.1 |
| PP |
1,118.1 |
1,118.1 |
1,118.1 |
1,116.6 |
| S1 |
1,112.3 |
1,112.3 |
1,117.2 |
1,109.3 |
| S2 |
1,106.3 |
1,106.3 |
1,116.1 |
|
| S3 |
1,094.5 |
1,100.5 |
1,115.1 |
|
| S4 |
1,082.7 |
1,088.7 |
1,111.8 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,223.4 |
1,142.6 |
|
| R3 |
1,199.0 |
1,180.4 |
1,130.7 |
|
| R2 |
1,156.0 |
1,156.0 |
1,126.8 |
|
| R1 |
1,137.4 |
1,137.4 |
1,122.8 |
1,125.2 |
| PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,106.9 |
| S1 |
1,094.4 |
1,094.4 |
1,115.0 |
1,082.2 |
| S2 |
1,070.0 |
1,070.0 |
1,111.0 |
|
| S3 |
1,027.0 |
1,051.4 |
1,107.1 |
|
| S4 |
984.0 |
1,008.4 |
1,095.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,123.9 |
1,088.5 |
35.4 |
3.2% |
17.8 |
1.6% |
84% |
True |
False |
162,268 |
| 10 |
1,131.5 |
1,088.5 |
43.0 |
3.8% |
21.8 |
2.0% |
69% |
False |
False |
167,625 |
| 20 |
1,131.5 |
1,044.5 |
87.0 |
7.8% |
23.3 |
2.1% |
85% |
False |
False |
177,357 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
22.0 |
2.0% |
60% |
False |
False |
110,065 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
22.9 |
2.1% |
40% |
False |
False |
74,797 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
22.2 |
2.0% |
40% |
False |
False |
56,920 |
| 100 |
1,229.0 |
1,018.8 |
210.2 |
18.8% |
20.9 |
1.9% |
47% |
False |
False |
45,819 |
| 120 |
1,229.0 |
985.8 |
243.2 |
21.7% |
19.9 |
1.8% |
54% |
False |
False |
38,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.1 |
|
2.618 |
1,154.8 |
|
1.618 |
1,143.0 |
|
1.000 |
1,135.7 |
|
0.618 |
1,131.2 |
|
HIGH |
1,123.9 |
|
0.618 |
1,119.4 |
|
0.500 |
1,118.0 |
|
0.382 |
1,116.6 |
|
LOW |
1,112.1 |
|
0.618 |
1,104.8 |
|
1.000 |
1,100.3 |
|
1.618 |
1,093.0 |
|
2.618 |
1,081.2 |
|
4.250 |
1,062.0 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.2 |
1,114.3 |
| PP |
1,118.1 |
1,110.2 |
| S1 |
1,118.0 |
1,106.2 |
|