| 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 |
1,119.0 |
1,118.0 |
-1.0 |
-0.1% |
1,122.1 |
| High |
1,123.9 |
1,138.3 |
14.4 |
1.3% |
1,131.5 |
| Low |
1,112.1 |
1,115.0 |
2.9 |
0.3% |
1,088.5 |
| Close |
1,118.3 |
1,137.4 |
19.1 |
1.7% |
1,118.9 |
| Range |
11.8 |
23.3 |
11.5 |
97.5% |
43.0 |
| ATR |
22.0 |
22.1 |
0.1 |
0.4% |
0.0 |
| Volume |
129,613 |
124,679 |
-4,934 |
-3.8% |
852,682 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.1 |
1,192.1 |
1,150.2 |
|
| R3 |
1,176.8 |
1,168.8 |
1,143.8 |
|
| R2 |
1,153.5 |
1,153.5 |
1,141.7 |
|
| R1 |
1,145.5 |
1,145.5 |
1,139.5 |
1,149.5 |
| PP |
1,130.2 |
1,130.2 |
1,130.2 |
1,132.3 |
| S1 |
1,122.2 |
1,122.2 |
1,135.3 |
1,126.2 |
| S2 |
1,106.9 |
1,106.9 |
1,133.1 |
|
| S3 |
1,083.6 |
1,098.9 |
1,131.0 |
|
| S4 |
1,060.3 |
1,075.6 |
1,124.6 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,223.4 |
1,142.6 |
|
| R3 |
1,199.0 |
1,180.4 |
1,130.7 |
|
| R2 |
1,156.0 |
1,156.0 |
1,126.8 |
|
| R1 |
1,137.4 |
1,137.4 |
1,122.8 |
1,125.2 |
| PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,106.9 |
| S1 |
1,094.4 |
1,094.4 |
1,115.0 |
1,082.2 |
| S2 |
1,070.0 |
1,070.0 |
1,111.0 |
|
| S3 |
1,027.0 |
1,051.4 |
1,107.1 |
|
| S4 |
984.0 |
1,008.4 |
1,095.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,138.3 |
1,088.5 |
49.8 |
4.4% |
18.0 |
1.6% |
98% |
True |
False |
159,694 |
| 10 |
1,138.3 |
1,088.5 |
49.8 |
4.4% |
21.2 |
1.9% |
98% |
True |
False |
164,762 |
| 20 |
1,138.3 |
1,044.5 |
93.8 |
8.2% |
22.9 |
2.0% |
99% |
True |
False |
174,461 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.7% |
22.2 |
2.0% |
76% |
False |
False |
112,960 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.2% |
23.0 |
2.0% |
50% |
False |
False |
76,830 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.2% |
22.1 |
1.9% |
50% |
False |
False |
58,451 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.9 |
1.8% |
54% |
False |
False |
47,044 |
| 120 |
1,229.0 |
985.8 |
243.2 |
21.4% |
20.0 |
1.8% |
62% |
False |
False |
39,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.3 |
|
2.618 |
1,199.3 |
|
1.618 |
1,176.0 |
|
1.000 |
1,161.6 |
|
0.618 |
1,152.7 |
|
HIGH |
1,138.3 |
|
0.618 |
1,129.4 |
|
0.500 |
1,126.7 |
|
0.382 |
1,123.9 |
|
LOW |
1,115.0 |
|
0.618 |
1,100.6 |
|
1.000 |
1,091.7 |
|
1.618 |
1,077.3 |
|
2.618 |
1,054.0 |
|
4.250 |
1,016.0 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,133.8 |
1,132.1 |
| PP |
1,130.2 |
1,126.8 |
| S1 |
1,126.7 |
1,121.5 |
|