| 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 |
1,140.9 |
1,134.2 |
-6.7 |
-0.6% |
1,121.0 |
| High |
1,143.2 |
1,142.3 |
-0.9 |
-0.1% |
1,146.6 |
| Low |
1,127.7 |
1,129.0 |
1.3 |
0.1% |
1,113.5 |
| Close |
1,134.4 |
1,136.5 |
2.1 |
0.2% |
1,136.5 |
| Range |
15.5 |
13.3 |
-2.2 |
-14.2% |
33.1 |
| ATR |
20.5 |
20.0 |
-0.5 |
-2.5% |
0.0 |
| Volume |
11,412 |
6,842 |
-4,570 |
-40.0% |
46,207 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.8 |
1,169.5 |
1,143.8 |
|
| R3 |
1,162.5 |
1,156.2 |
1,140.2 |
|
| R2 |
1,149.2 |
1,149.2 |
1,138.9 |
|
| R1 |
1,142.9 |
1,142.9 |
1,137.7 |
1,146.1 |
| PP |
1,135.9 |
1,135.9 |
1,135.9 |
1,137.5 |
| S1 |
1,129.6 |
1,129.6 |
1,135.3 |
1,132.8 |
| S2 |
1,122.6 |
1,122.6 |
1,134.1 |
|
| S3 |
1,109.3 |
1,116.3 |
1,132.8 |
|
| S4 |
1,096.0 |
1,103.0 |
1,129.2 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.5 |
1,217.1 |
1,154.7 |
|
| R3 |
1,198.4 |
1,184.0 |
1,145.6 |
|
| R2 |
1,165.3 |
1,165.3 |
1,142.6 |
|
| R1 |
1,150.9 |
1,150.9 |
1,139.5 |
1,158.1 |
| PP |
1,132.2 |
1,132.2 |
1,132.2 |
1,135.8 |
| S1 |
1,117.8 |
1,117.8 |
1,133.5 |
1,125.0 |
| S2 |
1,099.1 |
1,099.1 |
1,130.4 |
|
| S3 |
1,066.0 |
1,084.7 |
1,127.4 |
|
| S4 |
1,032.9 |
1,051.6 |
1,118.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,146.6 |
1,113.5 |
33.1 |
2.9% |
15.1 |
1.3% |
69% |
False |
False |
9,241 |
| 10 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
17.1 |
1.5% |
82% |
False |
False |
7,424 |
| 20 |
1,146.6 |
1,045.6 |
101.0 |
8.9% |
19.7 |
1.7% |
90% |
False |
False |
5,915 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.4% |
20.5 |
1.8% |
77% |
False |
False |
4,897 |
| 60 |
1,171.8 |
1,045.6 |
126.2 |
11.1% |
20.7 |
1.8% |
72% |
False |
False |
4,158 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.2% |
21.0 |
1.9% |
49% |
False |
False |
3,750 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.7 |
1.7% |
53% |
False |
False |
3,182 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.2% |
18.5 |
1.6% |
61% |
False |
False |
2,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.8 |
|
2.618 |
1,177.1 |
|
1.618 |
1,163.8 |
|
1.000 |
1,155.6 |
|
0.618 |
1,150.5 |
|
HIGH |
1,142.3 |
|
0.618 |
1,137.2 |
|
0.500 |
1,135.7 |
|
0.382 |
1,134.1 |
|
LOW |
1,129.0 |
|
0.618 |
1,120.8 |
|
1.000 |
1,115.7 |
|
1.618 |
1,107.5 |
|
2.618 |
1,094.2 |
|
4.250 |
1,072.5 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.2 |
1,137.2 |
| PP |
1,135.9 |
1,136.9 |
| S1 |
1,135.7 |
1,136.7 |
|