| 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 |
1,132.9 |
1,136.0 |
3.1 |
0.3% |
1,119.0 |
| High |
1,141.2 |
1,138.0 |
-3.2 |
-0.3% |
1,145.8 |
| Low |
1,127.5 |
1,118.5 |
-9.0 |
-0.8% |
1,112.1 |
| Close |
1,135.2 |
1,124.0 |
-11.2 |
-1.0% |
1,135.2 |
| Range |
13.7 |
19.5 |
5.8 |
42.3% |
33.7 |
| ATR |
20.6 |
20.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
154,142 |
150,034 |
-4,108 |
-2.7% |
760,849 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.3 |
1,174.2 |
1,134.7 |
|
| R3 |
1,165.8 |
1,154.7 |
1,129.4 |
|
| R2 |
1,146.3 |
1,146.3 |
1,127.6 |
|
| R1 |
1,135.2 |
1,135.2 |
1,125.8 |
1,131.0 |
| PP |
1,126.8 |
1,126.8 |
1,126.8 |
1,124.8 |
| S1 |
1,115.7 |
1,115.7 |
1,122.2 |
1,111.5 |
| S2 |
1,107.3 |
1,107.3 |
1,120.4 |
|
| S3 |
1,087.8 |
1,096.2 |
1,118.6 |
|
| S4 |
1,068.3 |
1,076.7 |
1,113.3 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.1 |
1,217.4 |
1,153.7 |
|
| R3 |
1,198.4 |
1,183.7 |
1,144.5 |
|
| R2 |
1,164.7 |
1,164.7 |
1,141.4 |
|
| R1 |
1,150.0 |
1,150.0 |
1,138.3 |
1,157.4 |
| PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,134.7 |
| S1 |
1,116.3 |
1,116.3 |
1,132.1 |
1,123.7 |
| S2 |
1,097.3 |
1,097.3 |
1,129.0 |
|
| S3 |
1,063.6 |
1,082.6 |
1,125.9 |
|
| S4 |
1,029.9 |
1,048.9 |
1,116.7 |
|
|
| 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 |
1,115.0 |
30.8 |
2.7% |
17.2 |
1.5% |
29% |
False |
False |
156,254 |
| 10 |
1,145.8 |
1,088.5 |
57.3 |
5.1% |
17.5 |
1.6% |
62% |
False |
False |
159,261 |
| 20 |
1,145.8 |
1,061.8 |
84.0 |
7.5% |
20.2 |
1.8% |
74% |
False |
False |
169,481 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.8 |
1.9% |
65% |
False |
False |
128,250 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.4 |
1.9% |
65% |
False |
False |
87,386 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
22.2 |
2.0% |
43% |
False |
False |
66,554 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
21.0 |
1.9% |
48% |
False |
False |
53,537 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.3% |
20.0 |
1.8% |
56% |
False |
False |
44,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.9 |
|
2.618 |
1,189.1 |
|
1.618 |
1,169.6 |
|
1.000 |
1,157.5 |
|
0.618 |
1,150.1 |
|
HIGH |
1,138.0 |
|
0.618 |
1,130.6 |
|
0.500 |
1,128.3 |
|
0.382 |
1,125.9 |
|
LOW |
1,118.5 |
|
0.618 |
1,106.4 |
|
1.000 |
1,099.0 |
|
1.618 |
1,086.9 |
|
2.618 |
1,067.4 |
|
4.250 |
1,035.6 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,128.3 |
1,130.4 |
| PP |
1,126.8 |
1,128.3 |
| S1 |
1,125.4 |
1,126.1 |
|