| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,445.13 |
10,563.78 |
118.65 |
1.1% |
10,326.10 |
| High |
10,571.94 |
10,587.74 |
15.80 |
0.1% |
10,571.94 |
| Low |
10,445.05 |
10,542.39 |
97.34 |
0.9% |
10,326.10 |
| Close |
10,566.20 |
10,552.52 |
-13.68 |
-0.1% |
10,566.20 |
| Range |
126.89 |
45.35 |
-81.54 |
-64.3% |
245.84 |
| ATR |
119.84 |
114.52 |
-5.32 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,696.93 |
10,670.08 |
10,577.46 |
|
| R3 |
10,651.58 |
10,624.73 |
10,564.99 |
|
| R2 |
10,606.23 |
10,606.23 |
10,560.83 |
|
| R1 |
10,579.38 |
10,579.38 |
10,556.68 |
10,570.13 |
| PP |
10,560.88 |
10,560.88 |
10,560.88 |
10,556.26 |
| S1 |
10,534.03 |
10,534.03 |
10,548.36 |
10,524.78 |
| S2 |
10,515.53 |
10,515.53 |
10,544.21 |
|
| S3 |
10,470.18 |
10,488.68 |
10,540.05 |
|
| S4 |
10,424.83 |
10,443.33 |
10,527.58 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,225.60 |
11,141.74 |
10,701.41 |
|
| R3 |
10,979.76 |
10,895.90 |
10,633.81 |
|
| R2 |
10,733.92 |
10,733.92 |
10,611.27 |
|
| R1 |
10,650.06 |
10,650.06 |
10,588.74 |
10,691.99 |
| PP |
10,488.08 |
10,488.08 |
10,488.08 |
10,509.05 |
| S1 |
10,404.22 |
10,404.22 |
10,543.66 |
10,446.15 |
| S2 |
10,242.24 |
10,242.24 |
10,521.13 |
|
| S3 |
9,996.40 |
10,158.38 |
10,498.59 |
|
| S4 |
9,750.56 |
9,912.54 |
10,430.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,587.74 |
10,376.58 |
211.16 |
2.0% |
78.84 |
0.7% |
83% |
True |
False |
|
| 10 |
10,587.74 |
10,185.83 |
401.91 |
3.8% |
99.70 |
0.9% |
91% |
True |
False |
|
| 20 |
10,587.74 |
9,904.09 |
683.65 |
6.5% |
116.27 |
1.1% |
95% |
True |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
131.44 |
1.2% |
80% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
115.91 |
1.1% |
80% |
False |
False |
|
| 80 |
10,729.89 |
9,835.09 |
894.80 |
8.5% |
117.71 |
1.1% |
80% |
False |
False |
|
| 100 |
10,729.89 |
9,678.95 |
1,050.94 |
10.0% |
125.38 |
1.2% |
83% |
False |
False |
|
| 120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.3% |
124.48 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,780.48 |
|
2.618 |
10,706.47 |
|
1.618 |
10,661.12 |
|
1.000 |
10,633.09 |
|
0.618 |
10,615.77 |
|
HIGH |
10,587.74 |
|
0.618 |
10,570.42 |
|
0.500 |
10,565.07 |
|
0.382 |
10,559.71 |
|
LOW |
10,542.39 |
|
0.618 |
10,514.36 |
|
1.000 |
10,497.04 |
|
1.618 |
10,469.01 |
|
2.618 |
10,423.66 |
|
4.250 |
10,349.65 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,565.07 |
10,531.45 |
| PP |
10,560.88 |
10,510.37 |
| S1 |
10,556.70 |
10,489.30 |
|