| 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 |
1,139.6 |
1,145.7 |
6.1 |
0.5% |
1,131.8 |
| High |
1,139.9 |
1,147.3 |
7.4 |
0.6% |
1,132.5 |
| Low |
1,117.8 |
1,135.5 |
17.7 |
1.6% |
1,090.9 |
| Close |
1,139.6 |
1,145.7 |
6.1 |
0.5% |
1,121.1 |
| Range |
22.1 |
11.8 |
-10.3 |
-46.6% |
41.6 |
| ATR |
19.2 |
18.7 |
-0.5 |
-2.8% |
0.0 |
| Volume |
1,850 |
1,883 |
33 |
1.8% |
4,889 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.2 |
1,173.8 |
1,152.2 |
|
| R3 |
1,166.4 |
1,162.0 |
1,148.9 |
|
| R2 |
1,154.6 |
1,154.6 |
1,147.9 |
|
| R1 |
1,150.2 |
1,150.2 |
1,146.8 |
1,151.6 |
| PP |
1,142.8 |
1,142.8 |
1,142.8 |
1,143.6 |
| S1 |
1,138.4 |
1,138.4 |
1,144.6 |
1,139.8 |
| S2 |
1,131.0 |
1,131.0 |
1,143.5 |
|
| S3 |
1,119.2 |
1,126.6 |
1,142.5 |
|
| S4 |
1,107.4 |
1,114.8 |
1,139.2 |
|
|
| 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 |
1,147.3 |
1,090.9 |
56.4 |
4.9% |
15.5 |
1.4% |
97% |
True |
False |
1,415 |
| 10 |
1,147.3 |
1,090.9 |
56.4 |
4.9% |
18.6 |
1.6% |
97% |
True |
False |
1,279 |
| 20 |
1,147.3 |
1,050.0 |
97.3 |
8.5% |
19.5 |
1.7% |
98% |
True |
False |
1,497 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
9.8% |
17.4 |
1.5% |
85% |
False |
False |
1,173 |
| 60 |
1,211.3 |
1,050.0 |
161.3 |
14.1% |
17.4 |
1.5% |
59% |
False |
False |
1,001 |
| 80 |
1,230.7 |
1,050.0 |
180.7 |
15.8% |
16.0 |
1.4% |
53% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.5 |
|
2.618 |
1,178.2 |
|
1.618 |
1,166.4 |
|
1.000 |
1,159.1 |
|
0.618 |
1,154.6 |
|
HIGH |
1,147.3 |
|
0.618 |
1,142.8 |
|
0.500 |
1,141.4 |
|
0.382 |
1,140.0 |
|
LOW |
1,135.5 |
|
0.618 |
1,128.2 |
|
1.000 |
1,123.7 |
|
1.618 |
1,116.4 |
|
2.618 |
1,104.6 |
|
4.250 |
1,085.4 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.3 |
1,140.9 |
| PP |
1,142.8 |
1,136.2 |
| S1 |
1,141.4 |
1,131.4 |
|