| 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 |
2,752.0 |
2,823.0 |
71.0 |
2.6% |
2,671.0 |
| High |
2,828.0 |
2,824.0 |
-4.0 |
-0.1% |
2,828.0 |
| Low |
2,750.0 |
2,804.0 |
54.0 |
2.0% |
2,668.0 |
| Close |
2,805.0 |
2,805.0 |
0.0 |
0.0% |
2,805.0 |
| Range |
78.0 |
20.0 |
-58.0 |
-74.4% |
160.0 |
| ATR |
55.7 |
53.2 |
-2.6 |
-4.6% |
0.0 |
| Volume |
32,544 |
24,920 |
-7,624 |
-23.4% |
43,962 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,871.0 |
2,858.0 |
2,816.0 |
|
| R3 |
2,851.0 |
2,838.0 |
2,810.5 |
|
| R2 |
2,831.0 |
2,831.0 |
2,808.7 |
|
| R1 |
2,818.0 |
2,818.0 |
2,806.8 |
2,814.5 |
| PP |
2,811.0 |
2,811.0 |
2,811.0 |
2,809.3 |
| S1 |
2,798.0 |
2,798.0 |
2,803.2 |
2,794.5 |
| S2 |
2,791.0 |
2,791.0 |
2,801.3 |
|
| S3 |
2,771.0 |
2,778.0 |
2,799.5 |
|
| S4 |
2,751.0 |
2,758.0 |
2,794.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,247.0 |
3,186.0 |
2,893.0 |
|
| R3 |
3,087.0 |
3,026.0 |
2,849.0 |
|
| R2 |
2,927.0 |
2,927.0 |
2,834.3 |
|
| R1 |
2,866.0 |
2,866.0 |
2,819.7 |
2,896.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,782.3 |
| S1 |
2,706.0 |
2,706.0 |
2,790.3 |
2,736.5 |
| S2 |
2,607.0 |
2,607.0 |
2,775.7 |
|
| S3 |
2,447.0 |
2,546.0 |
2,761.0 |
|
| S4 |
2,287.0 |
2,386.0 |
2,717.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,828.0 |
2,692.0 |
136.0 |
4.8% |
44.4 |
1.6% |
83% |
False |
False |
13,441 |
| 10 |
2,828.0 |
2,604.0 |
224.0 |
8.0% |
47.4 |
1.7% |
90% |
False |
False |
8,439 |
| 20 |
2,828.0 |
2,574.0 |
254.0 |
9.1% |
48.0 |
1.7% |
91% |
False |
False |
6,799 |
| 40 |
2,947.0 |
2,528.0 |
419.0 |
14.9% |
57.8 |
2.1% |
66% |
False |
False |
4,585 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
50.0 |
1.8% |
62% |
False |
False |
5,136 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
47.2 |
1.7% |
62% |
False |
False |
4,146 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
49.2 |
1.8% |
62% |
False |
False |
3,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.0 |
|
2.618 |
2,876.4 |
|
1.618 |
2,856.4 |
|
1.000 |
2,844.0 |
|
0.618 |
2,836.4 |
|
HIGH |
2,824.0 |
|
0.618 |
2,816.4 |
|
0.500 |
2,814.0 |
|
0.382 |
2,811.6 |
|
LOW |
2,804.0 |
|
0.618 |
2,791.6 |
|
1.000 |
2,784.0 |
|
1.618 |
2,771.6 |
|
2.618 |
2,751.6 |
|
4.250 |
2,719.0 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.0 |
2,794.3 |
| PP |
2,811.0 |
2,783.7 |
| S1 |
2,808.0 |
2,773.0 |
|