| 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 |
2,716.0 |
2,719.0 |
3.0 |
0.1% |
2,725.0 |
| High |
2,754.0 |
2,761.0 |
7.0 |
0.3% |
2,735.0 |
| Low |
2,707.0 |
2,718.0 |
11.0 |
0.4% |
2,604.0 |
| Close |
2,748.0 |
2,745.0 |
-3.0 |
-0.1% |
2,651.0 |
| Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
131.0 |
| ATR |
54.4 |
53.6 |
-0.8 |
-1.5% |
0.0 |
| Volume |
4,580 |
3,384 |
-1,196 |
-26.1% |
18,945 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.3 |
2,850.7 |
2,768.7 |
|
| R3 |
2,827.3 |
2,807.7 |
2,756.8 |
|
| R2 |
2,784.3 |
2,784.3 |
2,752.9 |
|
| R1 |
2,764.7 |
2,764.7 |
2,748.9 |
2,774.5 |
| PP |
2,741.3 |
2,741.3 |
2,741.3 |
2,746.3 |
| S1 |
2,721.7 |
2,721.7 |
2,741.1 |
2,731.5 |
| S2 |
2,698.3 |
2,698.3 |
2,737.1 |
|
| S3 |
2,655.3 |
2,678.7 |
2,733.2 |
|
| S4 |
2,612.3 |
2,635.7 |
2,721.4 |
|
|
| 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 |
2,761.0 |
2,621.0 |
140.0 |
5.1% |
39.4 |
1.4% |
89% |
True |
False |
2,342 |
| 10 |
2,761.0 |
2,604.0 |
157.0 |
5.7% |
45.1 |
1.6% |
90% |
True |
False |
3,131 |
| 20 |
2,761.0 |
2,528.0 |
233.0 |
8.5% |
51.2 |
1.9% |
93% |
True |
False |
4,714 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
56.9 |
2.1% |
49% |
False |
False |
3,410 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
50.0 |
1.8% |
49% |
False |
False |
4,339 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
46.8 |
1.7% |
49% |
False |
False |
3,437 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.3% |
48.9 |
1.8% |
49% |
False |
False |
2,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,943.8 |
|
2.618 |
2,873.6 |
|
1.618 |
2,830.6 |
|
1.000 |
2,804.0 |
|
0.618 |
2,787.6 |
|
HIGH |
2,761.0 |
|
0.618 |
2,744.6 |
|
0.500 |
2,739.5 |
|
0.382 |
2,734.4 |
|
LOW |
2,718.0 |
|
0.618 |
2,691.4 |
|
1.000 |
2,675.0 |
|
1.618 |
2,648.4 |
|
2.618 |
2,605.4 |
|
4.250 |
2,535.3 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.2 |
2,738.8 |
| PP |
2,741.3 |
2,732.7 |
| S1 |
2,739.5 |
2,726.5 |
|