| 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 |
2,798.0 |
2,822.0 |
24.0 |
0.9% |
2,747.0 |
| High |
2,834.0 |
2,896.0 |
62.0 |
2.2% |
2,896.0 |
| Low |
2,791.0 |
2,821.0 |
30.0 |
1.1% |
2,736.0 |
| Close |
2,817.0 |
2,878.0 |
61.0 |
2.2% |
2,878.0 |
| Range |
43.0 |
75.0 |
32.0 |
74.4% |
160.0 |
| ATR |
59.2 |
60.6 |
1.4 |
2.4% |
0.0 |
| Volume |
1,029,407 |
1,213,417 |
184,010 |
17.9% |
5,491,352 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,059.0 |
2,919.3 |
|
| R3 |
3,015.0 |
2,984.0 |
2,898.6 |
|
| R2 |
2,940.0 |
2,940.0 |
2,891.8 |
|
| R1 |
2,909.0 |
2,909.0 |
2,884.9 |
2,924.5 |
| PP |
2,865.0 |
2,865.0 |
2,865.0 |
2,872.8 |
| S1 |
2,834.0 |
2,834.0 |
2,871.1 |
2,849.5 |
| S2 |
2,790.0 |
2,790.0 |
2,864.3 |
|
| S3 |
2,715.0 |
2,759.0 |
2,857.4 |
|
| S4 |
2,640.0 |
2,684.0 |
2,836.8 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.7 |
3,257.3 |
2,966.0 |
|
| R3 |
3,156.7 |
3,097.3 |
2,922.0 |
|
| R2 |
2,996.7 |
2,996.7 |
2,907.3 |
|
| R1 |
2,937.3 |
2,937.3 |
2,892.7 |
2,967.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,851.5 |
| S1 |
2,777.3 |
2,777.3 |
2,863.3 |
2,807.0 |
| S2 |
2,676.7 |
2,676.7 |
2,848.7 |
|
| S3 |
2,516.7 |
2,617.3 |
2,834.0 |
|
| S4 |
2,356.7 |
2,457.3 |
2,790.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,896.0 |
2,736.0 |
160.0 |
5.6% |
49.6 |
1.7% |
89% |
True |
False |
1,098,270 |
| 10 |
2,896.0 |
2,674.0 |
222.0 |
7.7% |
52.9 |
1.8% |
92% |
True |
False |
1,219,841 |
| 20 |
2,896.0 |
2,597.0 |
299.0 |
10.4% |
58.7 |
2.0% |
94% |
True |
False |
1,511,828 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
63.9 |
2.2% |
63% |
False |
False |
1,492,454 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
57.1 |
2.0% |
63% |
False |
False |
1,173,464 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.8 |
1.9% |
63% |
False |
False |
880,760 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
55.3 |
1.9% |
63% |
False |
False |
705,494 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.5% |
54.2 |
1.9% |
63% |
False |
False |
588,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.8 |
|
2.618 |
3,092.4 |
|
1.618 |
3,017.4 |
|
1.000 |
2,971.0 |
|
0.618 |
2,942.4 |
|
HIGH |
2,896.0 |
|
0.618 |
2,867.4 |
|
0.500 |
2,858.5 |
|
0.382 |
2,849.7 |
|
LOW |
2,821.0 |
|
0.618 |
2,774.7 |
|
1.000 |
2,746.0 |
|
1.618 |
2,699.7 |
|
2.618 |
2,624.7 |
|
4.250 |
2,502.3 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,871.5 |
2,864.0 |
| PP |
2,865.0 |
2,850.0 |
| S1 |
2,858.5 |
2,836.0 |
|