| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,645.0 |
2,671.0 |
26.0 |
1.0% |
2,725.0 |
| High |
2,660.0 |
2,702.0 |
42.0 |
1.6% |
2,735.0 |
| Low |
2,621.0 |
2,668.0 |
47.0 |
1.8% |
2,604.0 |
| Close |
2,651.0 |
2,699.0 |
48.0 |
1.8% |
2,651.0 |
| Range |
39.0 |
34.0 |
-5.0 |
-12.8% |
131.0 |
| ATR |
57.0 |
56.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
295 |
1,673 |
1,378 |
467.1% |
18,945 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.7 |
2,779.3 |
2,717.7 |
|
| R3 |
2,757.7 |
2,745.3 |
2,708.4 |
|
| R2 |
2,723.7 |
2,723.7 |
2,705.2 |
|
| R1 |
2,711.3 |
2,711.3 |
2,702.1 |
2,717.5 |
| PP |
2,689.7 |
2,689.7 |
2,689.7 |
2,692.8 |
| S1 |
2,677.3 |
2,677.3 |
2,695.9 |
2,683.5 |
| S2 |
2,655.7 |
2,655.7 |
2,692.8 |
|
| S3 |
2,621.7 |
2,643.3 |
2,689.7 |
|
| S4 |
2,587.7 |
2,609.3 |
2,680.3 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.3 |
2,984.7 |
2,723.1 |
|
| R3 |
2,925.3 |
2,853.7 |
2,687.0 |
|
| R2 |
2,794.3 |
2,794.3 |
2,675.0 |
|
| R1 |
2,722.7 |
2,722.7 |
2,663.0 |
2,693.0 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,648.5 |
| S1 |
2,591.7 |
2,591.7 |
2,639.0 |
2,562.0 |
| S2 |
2,532.3 |
2,532.3 |
2,627.0 |
|
| S3 |
2,401.3 |
2,460.7 |
2,615.0 |
|
| S4 |
2,270.3 |
2,329.7 |
2,579.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
50.4 |
1.9% |
76% |
False |
False |
3,437 |
| 10 |
2,735.0 |
2,604.0 |
131.0 |
4.9% |
46.9 |
1.7% |
73% |
False |
False |
5,886 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.2% |
56.7 |
2.1% |
69% |
False |
False |
4,421 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
55.5 |
2.1% |
38% |
False |
False |
3,209 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
50.1 |
1.9% |
38% |
False |
False |
4,233 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
47.4 |
1.8% |
38% |
False |
False |
3,343 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
48.4 |
1.8% |
38% |
False |
False |
2,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.5 |
|
2.618 |
2,791.0 |
|
1.618 |
2,757.0 |
|
1.000 |
2,736.0 |
|
0.618 |
2,723.0 |
|
HIGH |
2,702.0 |
|
0.618 |
2,689.0 |
|
0.500 |
2,685.0 |
|
0.382 |
2,681.0 |
|
LOW |
2,668.0 |
|
0.618 |
2,647.0 |
|
1.000 |
2,634.0 |
|
1.618 |
2,613.0 |
|
2.618 |
2,579.0 |
|
4.250 |
2,523.5 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.3 |
2,683.7 |
| PP |
2,689.7 |
2,668.3 |
| S1 |
2,685.0 |
2,653.0 |
|