| 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 |
5,915.5 |
5,881.5 |
-34.0 |
-0.6% |
5,648.5 |
| High |
5,922.0 |
5,916.0 |
-6.0 |
-0.1% |
5,902.0 |
| Low |
5,880.0 |
5,846.5 |
-33.5 |
-0.6% |
5,646.0 |
| Close |
5,880.5 |
5,898.0 |
17.5 |
0.3% |
5,886.0 |
| Range |
42.0 |
69.5 |
27.5 |
65.5% |
256.0 |
| ATR |
91.7 |
90.1 |
-1.6 |
-1.7% |
0.0 |
| Volume |
885 |
11,729 |
10,844 |
1,225.3% |
4,291 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,095.3 |
6,066.2 |
5,936.2 |
|
| R3 |
6,025.8 |
5,996.7 |
5,917.1 |
|
| R2 |
5,956.3 |
5,956.3 |
5,910.7 |
|
| R1 |
5,927.2 |
5,927.2 |
5,904.4 |
5,941.8 |
| PP |
5,886.8 |
5,886.8 |
5,886.8 |
5,894.1 |
| S1 |
5,857.7 |
5,857.7 |
5,891.6 |
5,872.3 |
| S2 |
5,817.3 |
5,817.3 |
5,885.3 |
|
| S3 |
5,747.8 |
5,788.2 |
5,878.9 |
|
| S4 |
5,678.3 |
5,718.7 |
5,859.8 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,579.3 |
6,488.7 |
6,026.8 |
|
| R3 |
6,323.3 |
6,232.7 |
5,956.4 |
|
| R2 |
6,067.3 |
6,067.3 |
5,932.9 |
|
| R1 |
5,976.7 |
5,976.7 |
5,909.5 |
6,022.0 |
| PP |
5,811.3 |
5,811.3 |
5,811.3 |
5,834.0 |
| S1 |
5,720.7 |
5,720.7 |
5,862.5 |
5,766.0 |
| S2 |
5,555.3 |
5,555.3 |
5,839.1 |
|
| S3 |
5,299.3 |
5,464.7 |
5,815.6 |
|
| S4 |
5,043.3 |
5,208.7 |
5,745.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,922.0 |
5,761.5 |
160.5 |
2.7% |
65.0 |
1.1% |
85% |
False |
False |
3,199 |
| 10 |
5,922.0 |
5,527.0 |
395.0 |
6.7% |
75.4 |
1.3% |
94% |
False |
False |
1,946 |
| 20 |
5,922.0 |
5,469.0 |
453.0 |
7.7% |
83.1 |
1.4% |
95% |
False |
False |
1,154 |
| 40 |
6,041.5 |
5,400.0 |
641.5 |
10.9% |
100.3 |
1.7% |
78% |
False |
False |
830 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
12.0% |
88.1 |
1.5% |
70% |
False |
False |
957 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
12.0% |
85.7 |
1.5% |
70% |
False |
False |
784 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.2% |
86.4 |
1.5% |
73% |
False |
False |
655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,211.4 |
|
2.618 |
6,098.0 |
|
1.618 |
6,028.5 |
|
1.000 |
5,985.5 |
|
0.618 |
5,959.0 |
|
HIGH |
5,916.0 |
|
0.618 |
5,889.5 |
|
0.500 |
5,881.3 |
|
0.382 |
5,873.0 |
|
LOW |
5,846.5 |
|
0.618 |
5,803.5 |
|
1.000 |
5,777.0 |
|
1.618 |
5,734.0 |
|
2.618 |
5,664.5 |
|
4.250 |
5,551.1 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,892.4 |
5,888.5 |
| PP |
5,886.8 |
5,879.0 |
| S1 |
5,881.3 |
5,869.5 |
|