| 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 |
2,839 |
2,868 |
29 |
1.0% |
2,917 |
| High |
2,855 |
2,868 |
13 |
0.5% |
2,917 |
| Low |
2,818 |
2,820 |
2 |
0.1% |
2,780 |
| Close |
2,855 |
2,827 |
-28 |
-1.0% |
2,855 |
| Range |
37 |
48 |
11 |
29.7% |
137 |
| ATR |
69 |
67 |
-1 |
-2.2% |
0 |
| Volume |
10 |
6 |
-4 |
-40.0% |
138 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982 |
2,953 |
2,853 |
|
| R3 |
2,934 |
2,905 |
2,840 |
|
| R2 |
2,886 |
2,886 |
2,836 |
|
| R1 |
2,857 |
2,857 |
2,831 |
2,848 |
| PP |
2,838 |
2,838 |
2,838 |
2,834 |
| S1 |
2,809 |
2,809 |
2,823 |
2,800 |
| S2 |
2,790 |
2,790 |
2,818 |
|
| S3 |
2,742 |
2,761 |
2,814 |
|
| S4 |
2,694 |
2,713 |
2,801 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262 |
3,195 |
2,930 |
|
| R3 |
3,125 |
3,058 |
2,893 |
|
| R2 |
2,988 |
2,988 |
2,880 |
|
| R1 |
2,921 |
2,921 |
2,868 |
2,886 |
| PP |
2,851 |
2,851 |
2,851 |
2,833 |
| S1 |
2,784 |
2,784 |
2,842 |
2,749 |
| S2 |
2,714 |
2,714 |
2,830 |
|
| S3 |
2,577 |
2,647 |
2,817 |
|
| S4 |
2,440 |
2,510 |
2,780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,875 |
2,780 |
95 |
3.4% |
38 |
1.4% |
49% |
False |
False |
19 |
| 10 |
3,068 |
2,780 |
288 |
10.2% |
61 |
2.2% |
16% |
False |
False |
40 |
| 20 |
3,165 |
2,780 |
385 |
13.6% |
65 |
2.3% |
12% |
False |
False |
2,405 |
| 40 |
3,485 |
2,780 |
705 |
24.9% |
73 |
2.6% |
7% |
False |
False |
5,728 |
| 60 |
3,510 |
2,780 |
730 |
25.8% |
71 |
2.5% |
6% |
False |
False |
5,976 |
| 80 |
3,510 |
2,780 |
730 |
25.8% |
72 |
2.5% |
6% |
False |
False |
6,441 |
| 100 |
3,510 |
2,780 |
730 |
25.8% |
74 |
2.6% |
6% |
False |
False |
5,885 |
| 120 |
3,510 |
2,780 |
730 |
25.8% |
75 |
2.7% |
6% |
False |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072 |
|
2.618 |
2,994 |
|
1.618 |
2,946 |
|
1.000 |
2,916 |
|
0.618 |
2,898 |
|
HIGH |
2,868 |
|
0.618 |
2,850 |
|
0.500 |
2,844 |
|
0.382 |
2,838 |
|
LOW |
2,820 |
|
0.618 |
2,790 |
|
1.000 |
2,772 |
|
1.618 |
2,742 |
|
2.618 |
2,694 |
|
4.250 |
2,616 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,844 |
2,834 |
| PP |
2,838 |
2,832 |
| S1 |
2,833 |
2,829 |
|