| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,705.0 |
2,716.0 |
11.0 |
0.4% |
2,725.0 |
| High |
2,726.0 |
2,754.0 |
28.0 |
1.0% |
2,735.0 |
| Low |
2,692.0 |
2,707.0 |
15.0 |
0.6% |
2,604.0 |
| Close |
2,721.0 |
2,748.0 |
27.0 |
1.0% |
2,651.0 |
| Range |
34.0 |
47.0 |
13.0 |
38.2% |
131.0 |
| ATR |
55.0 |
54.4 |
-0.6 |
-1.0% |
0.0 |
| Volume |
1,781 |
4,580 |
2,799 |
157.2% |
18,945 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.3 |
2,859.7 |
2,773.9 |
|
| R3 |
2,830.3 |
2,812.7 |
2,760.9 |
|
| R2 |
2,783.3 |
2,783.3 |
2,756.6 |
|
| R1 |
2,765.7 |
2,765.7 |
2,752.3 |
2,774.5 |
| PP |
2,736.3 |
2,736.3 |
2,736.3 |
2,740.8 |
| S1 |
2,718.7 |
2,718.7 |
2,743.7 |
2,727.5 |
| S2 |
2,689.3 |
2,689.3 |
2,739.4 |
|
| S3 |
2,642.3 |
2,671.7 |
2,735.1 |
|
| S4 |
2,595.3 |
2,624.7 |
2,722.2 |
|
|
| 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 |
2,754.0 |
2,604.0 |
150.0 |
5.5% |
44.2 |
1.6% |
96% |
True |
False |
3,482 |
| 10 |
2,754.0 |
2,604.0 |
150.0 |
5.5% |
45.1 |
1.6% |
96% |
True |
False |
5,267 |
| 20 |
2,754.0 |
2,528.0 |
226.0 |
8.2% |
55.0 |
2.0% |
97% |
True |
False |
4,611 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
56.7 |
2.1% |
49% |
False |
False |
3,329 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
50.4 |
1.8% |
49% |
False |
False |
4,323 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
46.9 |
1.7% |
49% |
False |
False |
3,400 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
48.7 |
1.8% |
49% |
False |
False |
2,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.8 |
|
2.618 |
2,877.0 |
|
1.618 |
2,830.0 |
|
1.000 |
2,801.0 |
|
0.618 |
2,783.0 |
|
HIGH |
2,754.0 |
|
0.618 |
2,736.0 |
|
0.500 |
2,730.5 |
|
0.382 |
2,725.0 |
|
LOW |
2,707.0 |
|
0.618 |
2,678.0 |
|
1.000 |
2,660.0 |
|
1.618 |
2,631.0 |
|
2.618 |
2,584.0 |
|
4.250 |
2,507.3 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.2 |
2,735.7 |
| PP |
2,736.3 |
2,723.3 |
| S1 |
2,730.5 |
2,711.0 |
|