| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,810.0 |
-13.0 |
-0.5% |
2,671.0 |
| High |
2,824.0 |
2,823.0 |
-1.0 |
0.0% |
2,828.0 |
| Low |
2,804.0 |
2,786.0 |
-18.0 |
-0.6% |
2,668.0 |
| Close |
2,805.0 |
2,809.0 |
4.0 |
0.1% |
2,805.0 |
| Range |
20.0 |
37.0 |
17.0 |
85.0% |
160.0 |
| ATR |
53.2 |
52.0 |
-1.2 |
-2.2% |
0.0 |
| Volume |
24,920 |
78,995 |
54,075 |
217.0% |
43,962 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.0 |
2,900.0 |
2,829.4 |
|
| R3 |
2,880.0 |
2,863.0 |
2,819.2 |
|
| R2 |
2,843.0 |
2,843.0 |
2,815.8 |
|
| R1 |
2,826.0 |
2,826.0 |
2,812.4 |
2,816.0 |
| PP |
2,806.0 |
2,806.0 |
2,806.0 |
2,801.0 |
| S1 |
2,789.0 |
2,789.0 |
2,805.6 |
2,779.0 |
| S2 |
2,769.0 |
2,769.0 |
2,802.2 |
|
| S3 |
2,732.0 |
2,752.0 |
2,798.8 |
|
| S4 |
2,695.0 |
2,715.0 |
2,788.7 |
|
|
| 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 |
2,707.0 |
121.0 |
4.3% |
45.0 |
1.6% |
84% |
False |
False |
28,884 |
| 10 |
2,828.0 |
2,604.0 |
224.0 |
8.0% |
43.4 |
1.5% |
92% |
False |
False |
15,932 |
| 20 |
2,828.0 |
2,584.0 |
244.0 |
8.7% |
45.9 |
1.6% |
92% |
False |
False |
10,661 |
| 40 |
2,938.0 |
2,528.0 |
410.0 |
14.6% |
57.3 |
2.0% |
69% |
False |
False |
6,535 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
49.6 |
1.8% |
63% |
False |
False |
6,360 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
47.4 |
1.7% |
63% |
False |
False |
5,104 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
49.1 |
1.7% |
63% |
False |
False |
4,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.3 |
|
2.618 |
2,919.9 |
|
1.618 |
2,882.9 |
|
1.000 |
2,860.0 |
|
0.618 |
2,845.9 |
|
HIGH |
2,823.0 |
|
0.618 |
2,808.9 |
|
0.500 |
2,804.5 |
|
0.382 |
2,800.1 |
|
LOW |
2,786.0 |
|
0.618 |
2,763.1 |
|
1.000 |
2,749.0 |
|
1.618 |
2,726.1 |
|
2.618 |
2,689.1 |
|
4.250 |
2,628.8 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,807.5 |
2,802.3 |
| PP |
2,806.0 |
2,795.7 |
| S1 |
2,804.5 |
2,789.0 |
|