| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,917 |
2,875 |
-42 |
-1.4% |
3,099 |
| High |
2,917 |
2,875 |
-42 |
-1.4% |
3,141 |
| Low |
2,817 |
2,816 |
-1 |
0.0% |
2,896 |
| Close |
2,855 |
2,819 |
-36 |
-1.3% |
2,917 |
| Range |
100 |
59 |
-41 |
-41.0% |
245 |
| ATR |
80 |
78 |
-1 |
-1.8% |
0 |
| Volume |
46 |
42 |
-4 |
-8.7% |
300 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014 |
2,975 |
2,851 |
|
| R3 |
2,955 |
2,916 |
2,835 |
|
| R2 |
2,896 |
2,896 |
2,830 |
|
| R1 |
2,857 |
2,857 |
2,824 |
2,847 |
| PP |
2,837 |
2,837 |
2,837 |
2,832 |
| S1 |
2,798 |
2,798 |
2,814 |
2,788 |
| S2 |
2,778 |
2,778 |
2,808 |
|
| S3 |
2,719 |
2,739 |
2,803 |
|
| S4 |
2,660 |
2,680 |
2,787 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,720 |
3,563 |
3,052 |
|
| R3 |
3,475 |
3,318 |
2,984 |
|
| R2 |
3,230 |
3,230 |
2,962 |
|
| R1 |
3,073 |
3,073 |
2,939 |
3,029 |
| PP |
2,985 |
2,985 |
2,985 |
2,963 |
| S1 |
2,828 |
2,828 |
2,895 |
2,784 |
| S2 |
2,740 |
2,740 |
2,872 |
|
| S3 |
2,495 |
2,583 |
2,850 |
|
| S4 |
2,250 |
2,338 |
2,782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,965 |
2,816 |
149 |
5.3% |
63 |
2.2% |
2% |
False |
True |
62 |
| 10 |
3,150 |
2,816 |
334 |
11.8% |
75 |
2.6% |
1% |
False |
True |
78 |
| 20 |
3,165 |
2,816 |
349 |
12.4% |
79 |
2.8% |
1% |
False |
True |
4,832 |
| 40 |
3,485 |
2,816 |
669 |
23.7% |
76 |
2.7% |
0% |
False |
True |
6,308 |
| 60 |
3,510 |
2,816 |
694 |
24.6% |
73 |
2.6% |
0% |
False |
True |
6,406 |
| 80 |
3,510 |
2,816 |
694 |
24.6% |
74 |
2.6% |
0% |
False |
True |
6,826 |
| 100 |
3,510 |
2,816 |
694 |
24.6% |
77 |
2.7% |
0% |
False |
True |
6,006 |
| 120 |
3,510 |
2,816 |
694 |
24.6% |
76 |
2.7% |
0% |
False |
True |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126 |
|
2.618 |
3,029 |
|
1.618 |
2,970 |
|
1.000 |
2,934 |
|
0.618 |
2,911 |
|
HIGH |
2,875 |
|
0.618 |
2,852 |
|
0.500 |
2,846 |
|
0.382 |
2,839 |
|
LOW |
2,816 |
|
0.618 |
2,780 |
|
1.000 |
2,757 |
|
1.618 |
2,721 |
|
2.618 |
2,662 |
|
4.250 |
2,565 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,846 |
2,879 |
| PP |
2,837 |
2,859 |
| S1 |
2,828 |
2,839 |
|