| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,136.7 |
1,125.3 |
-11.4 |
-1.0% |
1,121.0 |
| High |
1,139.3 |
1,126.3 |
-13.0 |
-1.1% |
1,146.6 |
| Low |
1,119.7 |
1,109.4 |
-10.3 |
-0.9% |
1,113.5 |
| Close |
1,125.3 |
1,123.6 |
-1.7 |
-0.2% |
1,136.5 |
| Range |
19.6 |
16.9 |
-2.7 |
-13.8% |
33.1 |
| ATR |
19.9 |
19.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
15,564 |
11,827 |
-3,737 |
-24.0% |
46,207 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.5 |
1,163.9 |
1,132.9 |
|
| R3 |
1,153.6 |
1,147.0 |
1,128.2 |
|
| R2 |
1,136.7 |
1,136.7 |
1,126.7 |
|
| R1 |
1,130.1 |
1,130.1 |
1,125.1 |
1,125.0 |
| PP |
1,119.8 |
1,119.8 |
1,119.8 |
1,117.2 |
| S1 |
1,113.2 |
1,113.2 |
1,122.1 |
1,108.1 |
| S2 |
1,102.9 |
1,102.9 |
1,120.5 |
|
| S3 |
1,086.0 |
1,096.3 |
1,119.0 |
|
| S4 |
1,069.1 |
1,079.4 |
1,114.3 |
|
|
| 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 |
1,109.4 |
37.2 |
3.3% |
15.5 |
1.4% |
38% |
False |
True |
12,592 |
| 10 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
16.5 |
1.5% |
59% |
False |
False |
8,824 |
| 20 |
1,146.6 |
1,064.3 |
82.3 |
7.3% |
19.7 |
1.8% |
72% |
False |
False |
6,620 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
20.7 |
1.8% |
66% |
False |
False |
5,381 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
20.1 |
1.8% |
66% |
False |
False |
4,505 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
21.2 |
1.9% |
42% |
False |
False |
4,046 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.8 |
1.8% |
47% |
False |
False |
3,447 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.4% |
18.6 |
1.7% |
56% |
False |
False |
2,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.1 |
|
2.618 |
1,170.5 |
|
1.618 |
1,153.6 |
|
1.000 |
1,143.2 |
|
0.618 |
1,136.7 |
|
HIGH |
1,126.3 |
|
0.618 |
1,119.8 |
|
0.500 |
1,117.9 |
|
0.382 |
1,115.9 |
|
LOW |
1,109.4 |
|
0.618 |
1,099.0 |
|
1.000 |
1,092.5 |
|
1.618 |
1,082.1 |
|
2.618 |
1,065.2 |
|
4.250 |
1,037.6 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.7 |
1,125.9 |
| PP |
1,119.8 |
1,125.1 |
| S1 |
1,117.9 |
1,124.4 |
|