| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,114.25 |
1,117.50 |
3.25 |
0.3% |
1,106.00 |
| High |
1,122.75 |
1,125.00 |
2.25 |
0.2% |
1,112.75 |
| Low |
1,112.75 |
1,115.00 |
2.25 |
0.2% |
1,084.50 |
| Close |
1,117.50 |
1,118.50 |
1.00 |
0.1% |
1,103.50 |
| Range |
10.00 |
10.00 |
0.00 |
0.0% |
28.25 |
| ATR |
16.37 |
15.92 |
-0.46 |
-2.8% |
0.00 |
| Volume |
1,615,001 |
1,502,795 |
-112,206 |
-6.9% |
10,219,454 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.50 |
1,144.00 |
1,124.00 |
|
| R3 |
1,139.50 |
1,134.00 |
1,121.25 |
|
| R2 |
1,129.50 |
1,129.50 |
1,120.25 |
|
| R1 |
1,124.00 |
1,124.00 |
1,119.50 |
1,126.75 |
| PP |
1,119.50 |
1,119.50 |
1,119.50 |
1,121.00 |
| S1 |
1,114.00 |
1,114.00 |
1,117.50 |
1,116.75 |
| S2 |
1,109.50 |
1,109.50 |
1,116.75 |
|
| S3 |
1,099.50 |
1,104.00 |
1,115.75 |
|
| S4 |
1,089.50 |
1,094.00 |
1,113.00 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.00 |
1,172.50 |
1,119.00 |
|
| R3 |
1,156.75 |
1,144.25 |
1,111.25 |
|
| R2 |
1,128.50 |
1,128.50 |
1,108.75 |
|
| R1 |
1,116.00 |
1,116.00 |
1,106.00 |
1,108.00 |
| PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,096.25 |
| S1 |
1,087.75 |
1,087.75 |
1,101.00 |
1,080.00 |
| S2 |
1,072.00 |
1,072.00 |
1,098.25 |
|
| S3 |
1,043.75 |
1,059.50 |
1,095.75 |
|
| S4 |
1,015.50 |
1,031.25 |
1,088.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,125.00 |
1,084.50 |
40.50 |
3.6% |
12.25 |
1.1% |
84% |
True |
False |
1,928,462 |
| 10 |
1,125.00 |
1,084.50 |
40.50 |
3.6% |
14.00 |
1.2% |
84% |
True |
False |
1,878,396 |
| 20 |
1,125.00 |
1,040.75 |
84.25 |
7.5% |
16.75 |
1.5% |
92% |
True |
False |
2,205,540 |
| 40 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
17.25 |
1.5% |
72% |
False |
False |
2,168,479 |
| 60 |
1,148.00 |
1,040.75 |
107.25 |
9.6% |
15.75 |
1.4% |
72% |
False |
False |
1,741,612 |
| 80 |
1,148.00 |
1,034.50 |
113.50 |
10.1% |
16.00 |
1.4% |
74% |
False |
False |
1,307,649 |
| 100 |
1,148.00 |
1,021.00 |
127.00 |
11.4% |
16.50 |
1.5% |
77% |
False |
False |
1,046,862 |
| 120 |
1,148.00 |
1,007.25 |
140.75 |
12.6% |
16.50 |
1.5% |
79% |
False |
False |
872,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.50 |
|
2.618 |
1,151.25 |
|
1.618 |
1,141.25 |
|
1.000 |
1,135.00 |
|
0.618 |
1,131.25 |
|
HIGH |
1,125.00 |
|
0.618 |
1,121.25 |
|
0.500 |
1,120.00 |
|
0.382 |
1,118.75 |
|
LOW |
1,115.00 |
|
0.618 |
1,108.75 |
|
1.000 |
1,105.00 |
|
1.618 |
1,098.75 |
|
2.618 |
1,088.75 |
|
4.250 |
1,072.50 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.00 |
1,117.25 |
| PP |
1,119.50 |
1,116.00 |
| S1 |
1,119.00 |
1,114.50 |
|