| 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 |
1,109.75 |
1,111.25 |
1.50 |
0.1% |
1,102.25 |
| High |
1,117.75 |
1,120.00 |
2.25 |
0.2% |
1,108.00 |
| Low |
1,108.00 |
1,110.50 |
2.50 |
0.2% |
1,080.00 |
| Close |
1,112.50 |
1,114.00 |
1.50 |
0.1% |
1,098.50 |
| Range |
9.75 |
9.50 |
-0.25 |
-2.6% |
28.00 |
| ATR |
15.95 |
15.48 |
-0.46 |
-2.9% |
0.00 |
| Volume |
20,237 |
24,086 |
3,849 |
19.0% |
43,743 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.25 |
1,138.25 |
1,119.25 |
|
| R3 |
1,133.75 |
1,128.75 |
1,116.50 |
|
| R2 |
1,124.25 |
1,124.25 |
1,115.75 |
|
| R1 |
1,119.25 |
1,119.25 |
1,114.75 |
1,121.75 |
| PP |
1,114.75 |
1,114.75 |
1,114.75 |
1,116.00 |
| S1 |
1,109.75 |
1,109.75 |
1,113.25 |
1,112.25 |
| S2 |
1,105.25 |
1,105.25 |
1,112.25 |
|
| S3 |
1,095.75 |
1,100.25 |
1,111.50 |
|
| S4 |
1,086.25 |
1,090.75 |
1,108.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,179.50 |
1,167.00 |
1,114.00 |
|
| R3 |
1,151.50 |
1,139.00 |
1,106.25 |
|
| R2 |
1,123.50 |
1,123.50 |
1,103.75 |
|
| R1 |
1,111.00 |
1,111.00 |
1,101.00 |
1,103.25 |
| PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,091.50 |
| S1 |
1,083.00 |
1,083.00 |
1,096.00 |
1,075.25 |
| S2 |
1,067.50 |
1,067.50 |
1,093.25 |
|
| S3 |
1,039.50 |
1,055.00 |
1,090.75 |
|
| S4 |
1,011.50 |
1,027.00 |
1,083.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,120.00 |
1,080.00 |
40.00 |
3.6% |
12.00 |
1.1% |
85% |
True |
False |
14,125 |
| 10 |
1,120.00 |
1,080.00 |
40.00 |
3.6% |
13.50 |
1.2% |
85% |
True |
False |
10,634 |
| 20 |
1,120.00 |
1,036.25 |
83.75 |
7.5% |
16.25 |
1.5% |
93% |
True |
False |
6,972 |
| 40 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
16.75 |
1.5% |
73% |
False |
False |
4,288 |
| 60 |
1,143.00 |
1,036.25 |
106.75 |
9.6% |
15.00 |
1.3% |
73% |
False |
False |
2,942 |
| 80 |
1,143.00 |
1,031.00 |
112.00 |
10.1% |
14.25 |
1.3% |
74% |
False |
False |
2,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.50 |
|
2.618 |
1,144.75 |
|
1.618 |
1,135.25 |
|
1.000 |
1,129.50 |
|
0.618 |
1,125.75 |
|
HIGH |
1,120.00 |
|
0.618 |
1,116.25 |
|
0.500 |
1,115.25 |
|
0.382 |
1,114.25 |
|
LOW |
1,110.50 |
|
0.618 |
1,104.75 |
|
1.000 |
1,101.00 |
|
1.618 |
1,095.25 |
|
2.618 |
1,085.75 |
|
4.250 |
1,070.00 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.25 |
1,112.50 |
| PP |
1,114.75 |
1,111.00 |
| S1 |
1,114.50 |
1,109.50 |
|