| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,134.5 |
1,139.8 |
5.3 |
0.5% |
1,122.1 |
| High |
1,145.8 |
1,142.3 |
-3.5 |
-0.3% |
1,131.5 |
| Low |
1,132.8 |
1,125.9 |
-6.9 |
-0.6% |
1,088.5 |
| Close |
1,143.3 |
1,133.1 |
-10.2 |
-0.9% |
1,118.9 |
| Range |
13.0 |
16.4 |
3.4 |
26.2% |
43.0 |
| ATR |
21.4 |
21.2 |
-0.3 |
-1.3% |
0.0 |
| Volume |
193,281 |
159,134 |
-34,147 |
-17.7% |
852,682 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.0 |
1,174.4 |
1,142.1 |
|
| R3 |
1,166.6 |
1,158.0 |
1,137.6 |
|
| R2 |
1,150.2 |
1,150.2 |
1,136.1 |
|
| R1 |
1,141.6 |
1,141.6 |
1,134.6 |
1,137.7 |
| PP |
1,133.8 |
1,133.8 |
1,133.8 |
1,131.8 |
| S1 |
1,125.2 |
1,125.2 |
1,131.6 |
1,121.3 |
| S2 |
1,117.4 |
1,117.4 |
1,130.1 |
|
| S3 |
1,101.0 |
1,108.8 |
1,128.6 |
|
| S4 |
1,084.6 |
1,092.4 |
1,124.1 |
|
|
| 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 |
1,145.8 |
1,104.6 |
41.2 |
3.6% |
15.9 |
1.4% |
69% |
False |
False |
162,693 |
| 10 |
1,145.8 |
1,088.5 |
57.3 |
5.1% |
19.1 |
1.7% |
78% |
False |
False |
164,809 |
| 20 |
1,145.8 |
1,044.5 |
101.3 |
8.9% |
22.4 |
2.0% |
87% |
False |
False |
176,240 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
21.8 |
1.9% |
73% |
False |
False |
121,256 |
| 60 |
1,171.3 |
1,044.5 |
126.8 |
11.2% |
22.0 |
1.9% |
70% |
False |
False |
82,518 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.3% |
22.2 |
2.0% |
48% |
False |
False |
62,802 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
20.9 |
1.8% |
52% |
False |
False |
50,525 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.2% |
19.9 |
1.8% |
60% |
False |
False |
42,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.0 |
|
2.618 |
1,185.2 |
|
1.618 |
1,168.8 |
|
1.000 |
1,158.7 |
|
0.618 |
1,152.4 |
|
HIGH |
1,142.3 |
|
0.618 |
1,136.0 |
|
0.500 |
1,134.1 |
|
0.382 |
1,132.2 |
|
LOW |
1,125.9 |
|
0.618 |
1,115.8 |
|
1.000 |
1,109.5 |
|
1.618 |
1,099.4 |
|
2.618 |
1,083.0 |
|
4.250 |
1,056.2 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.1 |
1,132.2 |
| PP |
1,133.8 |
1,131.3 |
| S1 |
1,133.4 |
1,130.4 |
|