| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,810.0 |
2,816.0 |
6.0 |
0.2% |
2,671.0 |
| High |
2,823.0 |
2,842.0 |
19.0 |
0.7% |
2,828.0 |
| Low |
2,786.0 |
2,805.0 |
19.0 |
0.7% |
2,668.0 |
| Close |
2,809.0 |
2,836.0 |
27.0 |
1.0% |
2,805.0 |
| Range |
37.0 |
37.0 |
0.0 |
0.0% |
160.0 |
| ATR |
52.0 |
50.9 |
-1.1 |
-2.1% |
0.0 |
| Volume |
78,995 |
307,870 |
228,875 |
289.7% |
43,962 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.7 |
2,924.3 |
2,856.4 |
|
| R3 |
2,901.7 |
2,887.3 |
2,846.2 |
|
| R2 |
2,864.7 |
2,864.7 |
2,842.8 |
|
| R1 |
2,850.3 |
2,850.3 |
2,839.4 |
2,857.5 |
| PP |
2,827.7 |
2,827.7 |
2,827.7 |
2,831.3 |
| S1 |
2,813.3 |
2,813.3 |
2,832.6 |
2,820.5 |
| S2 |
2,790.7 |
2,790.7 |
2,829.2 |
|
| S3 |
2,753.7 |
2,776.3 |
2,825.8 |
|
| S4 |
2,716.7 |
2,739.3 |
2,815.7 |
|
|
| 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 |
2,842.0 |
2,718.0 |
124.0 |
4.4% |
43.0 |
1.5% |
95% |
True |
False |
89,542 |
| 10 |
2,842.0 |
2,604.0 |
238.0 |
8.4% |
43.6 |
1.5% |
97% |
True |
False |
46,512 |
| 20 |
2,842.0 |
2,584.0 |
258.0 |
9.1% |
45.8 |
1.6% |
98% |
True |
False |
26,000 |
| 40 |
2,938.0 |
2,528.0 |
410.0 |
14.5% |
57.3 |
2.0% |
75% |
False |
False |
14,217 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.9 |
1.8% |
69% |
False |
False |
11,478 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.3 |
1.7% |
69% |
False |
False |
8,948 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.3 |
1.7% |
69% |
False |
False |
7,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.3 |
|
2.618 |
2,938.9 |
|
1.618 |
2,901.9 |
|
1.000 |
2,879.0 |
|
0.618 |
2,864.9 |
|
HIGH |
2,842.0 |
|
0.618 |
2,827.9 |
|
0.500 |
2,823.5 |
|
0.382 |
2,819.1 |
|
LOW |
2,805.0 |
|
0.618 |
2,782.1 |
|
1.000 |
2,768.0 |
|
1.618 |
2,745.1 |
|
2.618 |
2,708.1 |
|
4.250 |
2,647.8 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.8 |
2,828.7 |
| PP |
2,827.7 |
2,821.3 |
| S1 |
2,823.5 |
2,814.0 |
|