| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,120.5 |
1,139.6 |
19.1 |
1.7% |
1,131.8 |
| High |
1,126.1 |
1,139.9 |
13.8 |
1.2% |
1,132.5 |
| Low |
1,115.5 |
1,117.8 |
2.3 |
0.2% |
1,090.9 |
| Close |
1,120.5 |
1,139.6 |
19.1 |
1.7% |
1,121.1 |
| Range |
10.6 |
22.1 |
11.5 |
108.5% |
41.6 |
| ATR |
19.0 |
19.2 |
0.2 |
1.2% |
0.0 |
| Volume |
1,523 |
1,850 |
327 |
21.5% |
4,889 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.7 |
1,191.3 |
1,151.8 |
|
| R3 |
1,176.6 |
1,169.2 |
1,145.7 |
|
| R2 |
1,154.5 |
1,154.5 |
1,143.7 |
|
| R1 |
1,147.1 |
1,147.1 |
1,141.6 |
1,150.7 |
| PP |
1,132.4 |
1,132.4 |
1,132.4 |
1,134.2 |
| S1 |
1,125.0 |
1,125.0 |
1,137.6 |
1,128.6 |
| S2 |
1,110.3 |
1,110.3 |
1,135.5 |
|
| S3 |
1,088.2 |
1,102.9 |
1,133.5 |
|
| S4 |
1,066.1 |
1,080.8 |
1,127.4 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.6 |
1,222.0 |
1,144.0 |
|
| R3 |
1,198.0 |
1,180.4 |
1,132.5 |
|
| R2 |
1,156.4 |
1,156.4 |
1,128.7 |
|
| R1 |
1,138.8 |
1,138.8 |
1,124.9 |
1,126.8 |
| PP |
1,114.8 |
1,114.8 |
1,114.8 |
1,108.9 |
| S1 |
1,097.2 |
1,097.2 |
1,117.3 |
1,085.2 |
| S2 |
1,073.2 |
1,073.2 |
1,113.5 |
|
| S3 |
1,031.6 |
1,055.6 |
1,109.7 |
|
| S4 |
990.0 |
1,014.0 |
1,098.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,139.9 |
1,090.9 |
49.0 |
4.3% |
16.7 |
1.5% |
99% |
True |
False |
1,223 |
| 10 |
1,139.9 |
1,090.9 |
49.0 |
4.3% |
19.2 |
1.7% |
99% |
True |
False |
1,274 |
| 20 |
1,139.9 |
1,050.0 |
89.9 |
7.9% |
18.9 |
1.7% |
100% |
True |
False |
1,421 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
17.5 |
1.5% |
80% |
False |
False |
1,141 |
| 60 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
17.6 |
1.5% |
50% |
False |
False |
978 |
| 80 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
15.9 |
1.4% |
50% |
False |
False |
956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.8 |
|
2.618 |
1,197.8 |
|
1.618 |
1,175.7 |
|
1.000 |
1,162.0 |
|
0.618 |
1,153.6 |
|
HIGH |
1,139.9 |
|
0.618 |
1,131.5 |
|
0.500 |
1,128.9 |
|
0.382 |
1,126.2 |
|
LOW |
1,117.8 |
|
0.618 |
1,104.1 |
|
1.000 |
1,095.7 |
|
1.618 |
1,082.0 |
|
2.618 |
1,059.9 |
|
4.250 |
1,023.9 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.0 |
1,134.4 |
| PP |
1,132.4 |
1,129.3 |
| S1 |
1,128.9 |
1,124.1 |
|