| 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 |
1,118.25 |
1,122.00 |
3.75 |
0.3% |
1,105.50 |
| High |
1,123.50 |
1,138.75 |
15.25 |
1.4% |
1,138.75 |
| Low |
1,114.00 |
1,121.50 |
7.50 |
0.7% |
1,104.25 |
| Close |
1,122.25 |
1,136.50 |
14.25 |
1.3% |
1,136.50 |
| Range |
9.50 |
17.25 |
7.75 |
81.6% |
34.50 |
| ATR |
15.46 |
15.59 |
0.13 |
0.8% |
0.00 |
| Volume |
1,583,814 |
1,490,362 |
-93,452 |
-5.9% |
8,135,991 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.00 |
1,177.50 |
1,146.00 |
|
| R3 |
1,166.75 |
1,160.25 |
1,141.25 |
|
| R2 |
1,149.50 |
1,149.50 |
1,139.75 |
|
| R1 |
1,143.00 |
1,143.00 |
1,138.00 |
1,146.25 |
| PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,134.00 |
| S1 |
1,125.75 |
1,125.75 |
1,135.00 |
1,129.00 |
| S2 |
1,115.00 |
1,115.00 |
1,133.25 |
|
| S3 |
1,097.75 |
1,108.50 |
1,131.75 |
|
| S4 |
1,080.50 |
1,091.25 |
1,127.00 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.00 |
1,217.75 |
1,155.50 |
|
| R3 |
1,195.50 |
1,183.25 |
1,146.00 |
|
| R2 |
1,161.00 |
1,161.00 |
1,142.75 |
|
| R1 |
1,148.75 |
1,148.75 |
1,139.75 |
1,155.00 |
| PP |
1,126.50 |
1,126.50 |
1,126.50 |
1,129.50 |
| S1 |
1,114.25 |
1,114.25 |
1,133.25 |
1,120.50 |
| S2 |
1,092.00 |
1,092.00 |
1,130.25 |
|
| S3 |
1,057.50 |
1,079.75 |
1,127.00 |
|
| S4 |
1,023.00 |
1,045.25 |
1,117.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,138.75 |
1,104.25 |
34.50 |
3.0% |
11.50 |
1.0% |
93% |
True |
False |
1,627,198 |
| 10 |
1,138.75 |
1,084.50 |
54.25 |
4.8% |
13.25 |
1.2% |
96% |
True |
False |
1,835,544 |
| 20 |
1,138.75 |
1,040.75 |
98.00 |
8.6% |
15.75 |
1.4% |
98% |
True |
False |
2,159,839 |
| 40 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
17.50 |
1.5% |
89% |
False |
False |
2,178,588 |
| 60 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.50 |
1.4% |
89% |
False |
False |
1,791,639 |
| 80 |
1,148.00 |
1,040.75 |
107.25 |
9.4% |
15.75 |
1.4% |
89% |
False |
False |
1,345,943 |
| 100 |
1,148.00 |
1,021.00 |
127.00 |
11.2% |
16.50 |
1.5% |
91% |
False |
False |
1,077,584 |
| 120 |
1,148.00 |
1,007.25 |
140.75 |
12.4% |
16.50 |
1.4% |
92% |
False |
False |
898,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.00 |
|
2.618 |
1,184.00 |
|
1.618 |
1,166.75 |
|
1.000 |
1,156.00 |
|
0.618 |
1,149.50 |
|
HIGH |
1,138.75 |
|
0.618 |
1,132.25 |
|
0.500 |
1,130.00 |
|
0.382 |
1,128.00 |
|
LOW |
1,121.50 |
|
0.618 |
1,110.75 |
|
1.000 |
1,104.25 |
|
1.618 |
1,093.50 |
|
2.618 |
1,076.25 |
|
4.250 |
1,048.25 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.50 |
1,133.00 |
| PP |
1,132.25 |
1,129.75 |
| S1 |
1,130.00 |
1,126.50 |
|