| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,108.7 |
1,121.0 |
12.3 |
1.1% |
1,125.0 |
| High |
1,120.7 |
1,125.0 |
4.3 |
0.4% |
1,132.6 |
| Low |
1,106.3 |
1,113.5 |
7.2 |
0.7% |
1,090.0 |
| Close |
1,120.1 |
1,119.5 |
-0.6 |
-0.1% |
1,120.1 |
| Range |
14.4 |
11.5 |
-2.9 |
-20.1% |
42.6 |
| ATR |
22.0 |
21.3 |
-0.8 |
-3.4% |
0.0 |
| Volume |
5,366 |
3,847 |
-1,519 |
-28.3% |
28,036 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.8 |
1,148.2 |
1,125.8 |
|
| R3 |
1,142.3 |
1,136.7 |
1,122.7 |
|
| R2 |
1,130.8 |
1,130.8 |
1,121.6 |
|
| R1 |
1,125.2 |
1,125.2 |
1,120.6 |
1,122.3 |
| PP |
1,119.3 |
1,119.3 |
1,119.3 |
1,117.9 |
| S1 |
1,113.7 |
1,113.7 |
1,118.4 |
1,110.8 |
| S2 |
1,107.8 |
1,107.8 |
1,117.4 |
|
| S3 |
1,096.3 |
1,102.2 |
1,116.3 |
|
| S4 |
1,084.8 |
1,090.7 |
1,113.2 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,223.7 |
1,143.5 |
|
| R3 |
1,199.4 |
1,181.1 |
1,131.8 |
|
| R2 |
1,156.8 |
1,156.8 |
1,127.9 |
|
| R1 |
1,138.5 |
1,138.5 |
1,124.0 |
1,126.4 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,108.2 |
| S1 |
1,095.9 |
1,095.9 |
1,116.2 |
1,083.8 |
| S2 |
1,071.6 |
1,071.6 |
1,112.3 |
|
| S3 |
1,029.0 |
1,053.3 |
1,108.4 |
|
| S4 |
986.4 |
1,010.7 |
1,096.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,125.0 |
1,090.0 |
35.0 |
3.1% |
17.2 |
1.5% |
84% |
True |
False |
5,161 |
| 10 |
1,132.6 |
1,090.0 |
42.6 |
3.8% |
21.2 |
1.9% |
69% |
False |
False |
4,649 |
| 20 |
1,132.6 |
1,045.6 |
87.0 |
7.8% |
22.6 |
2.0% |
85% |
False |
False |
4,456 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.7 |
1.9% |
62% |
False |
False |
4,153 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
21.9 |
2.0% |
40% |
False |
False |
3,644 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
21.1 |
1.9% |
40% |
False |
False |
3,279 |
| 100 |
1,230.0 |
1,022.6 |
207.4 |
18.5% |
19.6 |
1.7% |
47% |
False |
False |
2,790 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.5% |
18.3 |
1.6% |
54% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.9 |
|
2.618 |
1,155.1 |
|
1.618 |
1,143.6 |
|
1.000 |
1,136.5 |
|
0.618 |
1,132.1 |
|
HIGH |
1,125.0 |
|
0.618 |
1,120.6 |
|
0.500 |
1,119.3 |
|
0.382 |
1,117.9 |
|
LOW |
1,113.5 |
|
0.618 |
1,106.4 |
|
1.000 |
1,102.0 |
|
1.618 |
1,094.9 |
|
2.618 |
1,083.4 |
|
4.250 |
1,064.6 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,119.4 |
1,115.5 |
| PP |
1,119.3 |
1,111.5 |
| S1 |
1,119.3 |
1,107.5 |
|