| 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 |
10,321.41 |
10,326.10 |
4.69 |
0.0% |
10,402.43 |
| High |
10,353.45 |
10,413.99 |
60.54 |
0.6% |
10,433.64 |
| Low |
10,272.29 |
10,326.10 |
53.81 |
0.5% |
10,185.83 |
| Close |
10,325.26 |
10,403.79 |
78.53 |
0.8% |
10,325.26 |
| Range |
81.16 |
87.89 |
6.73 |
8.3% |
247.81 |
| ATR |
133.75 |
130.53 |
-3.22 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,644.96 |
10,612.27 |
10,452.13 |
|
| R3 |
10,557.07 |
10,524.38 |
10,427.96 |
|
| R2 |
10,469.18 |
10,469.18 |
10,419.90 |
|
| R1 |
10,436.49 |
10,436.49 |
10,411.85 |
10,452.84 |
| PP |
10,381.29 |
10,381.29 |
10,381.29 |
10,389.47 |
| S1 |
10,348.60 |
10,348.60 |
10,395.73 |
10,364.95 |
| S2 |
10,293.40 |
10,293.40 |
10,387.68 |
|
| S3 |
10,205.51 |
10,260.71 |
10,379.62 |
|
| S4 |
10,117.62 |
10,172.82 |
10,355.45 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,058.34 |
10,939.61 |
10,461.56 |
|
| R3 |
10,810.53 |
10,691.80 |
10,393.41 |
|
| R2 |
10,562.72 |
10,562.72 |
10,370.69 |
|
| R1 |
10,443.99 |
10,443.99 |
10,347.98 |
10,379.45 |
| PP |
10,314.91 |
10,314.91 |
10,314.91 |
10,282.64 |
| S1 |
10,196.18 |
10,196.18 |
10,302.54 |
10,131.64 |
| S2 |
10,067.10 |
10,067.10 |
10,279.83 |
|
| S3 |
9,819.29 |
9,948.37 |
10,257.11 |
|
| S4 |
9,571.48 |
9,700.56 |
10,188.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,413.99 |
10,185.83 |
228.16 |
2.2% |
120.55 |
1.2% |
96% |
True |
False |
|
| 10 |
10,438.55 |
10,100.81 |
337.74 |
3.2% |
111.63 |
1.1% |
90% |
False |
False |
|
| 20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
137.08 |
1.3% |
94% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
134.68 |
1.3% |
64% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
120.56 |
1.2% |
64% |
False |
False |
|
| 80 |
10,729.89 |
9,703.89 |
1,026.00 |
9.9% |
122.35 |
1.2% |
68% |
False |
False |
|
| 100 |
10,729.89 |
9,601.26 |
1,128.63 |
10.8% |
126.72 |
1.2% |
71% |
False |
False |
|
| 120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
125.12 |
1.2% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,787.52 |
|
2.618 |
10,644.09 |
|
1.618 |
10,556.20 |
|
1.000 |
10,501.88 |
|
0.618 |
10,468.31 |
|
HIGH |
10,413.99 |
|
0.618 |
10,380.42 |
|
0.500 |
10,370.05 |
|
0.382 |
10,359.67 |
|
LOW |
10,326.10 |
|
0.618 |
10,271.78 |
|
1.000 |
10,238.21 |
|
1.618 |
10,183.89 |
|
2.618 |
10,096.00 |
|
4.250 |
9,952.57 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,392.54 |
10,369.16 |
| PP |
10,381.29 |
10,334.54 |
| S1 |
10,370.05 |
10,299.91 |
|