| 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 |
2,671.0 |
2,705.0 |
34.0 |
1.3% |
2,725.0 |
| High |
2,702.0 |
2,726.0 |
24.0 |
0.9% |
2,735.0 |
| Low |
2,668.0 |
2,692.0 |
24.0 |
0.9% |
2,604.0 |
| Close |
2,699.0 |
2,721.0 |
22.0 |
0.8% |
2,651.0 |
| Range |
34.0 |
34.0 |
0.0 |
0.0% |
131.0 |
| ATR |
56.6 |
55.0 |
-1.6 |
-2.9% |
0.0 |
| Volume |
1,673 |
1,781 |
108 |
6.5% |
18,945 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.0 |
2,802.0 |
2,739.7 |
|
| R3 |
2,781.0 |
2,768.0 |
2,730.4 |
|
| R2 |
2,747.0 |
2,747.0 |
2,727.2 |
|
| R1 |
2,734.0 |
2,734.0 |
2,724.1 |
2,740.5 |
| PP |
2,713.0 |
2,713.0 |
2,713.0 |
2,716.3 |
| S1 |
2,700.0 |
2,700.0 |
2,717.9 |
2,706.5 |
| S2 |
2,679.0 |
2,679.0 |
2,714.8 |
|
| S3 |
2,645.0 |
2,666.0 |
2,711.7 |
|
| S4 |
2,611.0 |
2,632.0 |
2,702.3 |
|
|
| 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 |
2,726.0 |
2,604.0 |
122.0 |
4.5% |
41.8 |
1.5% |
96% |
True |
False |
2,979 |
| 10 |
2,735.0 |
2,604.0 |
131.0 |
4.8% |
44.6 |
1.6% |
89% |
False |
False |
6,040 |
| 20 |
2,772.0 |
2,528.0 |
244.0 |
9.0% |
55.0 |
2.0% |
79% |
False |
False |
4,500 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
55.9 |
2.1% |
43% |
False |
False |
3,242 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
50.2 |
1.8% |
43% |
False |
False |
4,261 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
47.4 |
1.7% |
43% |
False |
False |
3,353 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
48.5 |
1.8% |
43% |
False |
False |
2,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.5 |
|
2.618 |
2,815.0 |
|
1.618 |
2,781.0 |
|
1.000 |
2,760.0 |
|
0.618 |
2,747.0 |
|
HIGH |
2,726.0 |
|
0.618 |
2,713.0 |
|
0.500 |
2,709.0 |
|
0.382 |
2,705.0 |
|
LOW |
2,692.0 |
|
0.618 |
2,671.0 |
|
1.000 |
2,658.0 |
|
1.618 |
2,637.0 |
|
2.618 |
2,603.0 |
|
4.250 |
2,547.5 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.0 |
2,705.2 |
| PP |
2,713.0 |
2,689.3 |
| S1 |
2,709.0 |
2,673.5 |
|