| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,868 |
2,810 |
-58 |
-2.0% |
2,917 |
| High |
2,868 |
2,810 |
-58 |
-2.0% |
2,917 |
| Low |
2,820 |
2,761 |
-59 |
-2.1% |
2,780 |
| Close |
2,827 |
2,787 |
-40 |
-1.4% |
2,855 |
| Range |
48 |
49 |
1 |
2.1% |
137 |
| ATR |
67 |
67 |
0 |
-0.1% |
0 |
| Volume |
6 |
18 |
12 |
200.0% |
138 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933 |
2,909 |
2,814 |
|
| R3 |
2,884 |
2,860 |
2,800 |
|
| R2 |
2,835 |
2,835 |
2,796 |
|
| R1 |
2,811 |
2,811 |
2,791 |
2,799 |
| PP |
2,786 |
2,786 |
2,786 |
2,780 |
| S1 |
2,762 |
2,762 |
2,783 |
2,750 |
| S2 |
2,737 |
2,737 |
2,778 |
|
| S3 |
2,688 |
2,713 |
2,774 |
|
| S4 |
2,639 |
2,664 |
2,760 |
|
|
| 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 |
2,868 |
2,761 |
107 |
3.8% |
36 |
1.3% |
24% |
False |
True |
14 |
| 10 |
2,965 |
2,761 |
204 |
7.3% |
50 |
1.8% |
13% |
False |
True |
38 |
| 20 |
3,165 |
2,761 |
404 |
14.5% |
64 |
2.3% |
6% |
False |
True |
1,731 |
| 40 |
3,485 |
2,761 |
724 |
26.0% |
73 |
2.6% |
4% |
False |
True |
5,572 |
| 60 |
3,510 |
2,761 |
749 |
26.9% |
71 |
2.6% |
3% |
False |
True |
5,908 |
| 80 |
3,510 |
2,761 |
749 |
26.9% |
72 |
2.6% |
3% |
False |
True |
6,335 |
| 100 |
3,510 |
2,761 |
749 |
26.9% |
73 |
2.6% |
3% |
False |
True |
5,870 |
| 120 |
3,510 |
2,761 |
749 |
26.9% |
75 |
2.7% |
3% |
False |
True |
5,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018 |
|
2.618 |
2,938 |
|
1.618 |
2,889 |
|
1.000 |
2,859 |
|
0.618 |
2,840 |
|
HIGH |
2,810 |
|
0.618 |
2,791 |
|
0.500 |
2,786 |
|
0.382 |
2,780 |
|
LOW |
2,761 |
|
0.618 |
2,731 |
|
1.000 |
2,712 |
|
1.618 |
2,682 |
|
2.618 |
2,633 |
|
4.250 |
2,553 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,787 |
2,815 |
| PP |
2,786 |
2,805 |
| S1 |
2,786 |
2,796 |
|