| 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 |
10,326.10 |
10,404.16 |
78.06 |
0.8% |
10,402.43 |
| High |
10,413.99 |
10,456.92 |
42.93 |
0.4% |
10,433.64 |
| Low |
10,326.10 |
10,389.43 |
63.33 |
0.6% |
10,185.83 |
| Close |
10,403.79 |
10,405.98 |
2.19 |
0.0% |
10,325.26 |
| Range |
87.89 |
67.49 |
-20.40 |
-23.2% |
247.81 |
| ATR |
130.53 |
126.03 |
-4.50 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,619.91 |
10,580.44 |
10,443.10 |
|
| R3 |
10,552.42 |
10,512.95 |
10,424.54 |
|
| R2 |
10,484.93 |
10,484.93 |
10,418.35 |
|
| R1 |
10,445.46 |
10,445.46 |
10,412.17 |
10,465.20 |
| PP |
10,417.44 |
10,417.44 |
10,417.44 |
10,427.31 |
| S1 |
10,377.97 |
10,377.97 |
10,399.79 |
10,397.71 |
| S2 |
10,349.95 |
10,349.95 |
10,393.61 |
|
| S3 |
10,282.46 |
10,310.48 |
10,387.42 |
|
| S4 |
10,214.97 |
10,242.99 |
10,368.86 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,058.34 |
10,939.61 |
10,461.56 |
|
| R3 |
10,810.53 |
10,691.80 |
10,393.41 |
|
| R2 |
10,562.72 |
10,562.72 |
10,370.69 |
|
| R1 |
10,443.99 |
10,443.99 |
10,347.98 |
10,379.45 |
| PP |
10,314.91 |
10,314.91 |
10,314.91 |
10,282.64 |
| S1 |
10,196.18 |
10,196.18 |
10,302.54 |
10,131.64 |
| S2 |
10,067.10 |
10,067.10 |
10,279.83 |
|
| S3 |
9,819.29 |
9,948.37 |
10,257.11 |
|
| S4 |
9,571.48 |
9,700.56 |
10,188.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,456.92 |
10,185.83 |
271.09 |
2.6% |
105.39 |
1.0% |
81% |
True |
False |
|
| 10 |
10,456.92 |
10,185.83 |
271.09 |
2.6% |
100.51 |
1.0% |
81% |
True |
False |
|
| 20 |
10,456.92 |
9,835.09 |
621.83 |
6.0% |
134.36 |
1.3% |
92% |
True |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
133.07 |
1.3% |
64% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
120.15 |
1.2% |
64% |
False |
False |
|
| 80 |
10,729.89 |
9,767.14 |
962.75 |
9.3% |
122.14 |
1.2% |
66% |
False |
False |
|
| 100 |
10,729.89 |
9,675.62 |
1,054.27 |
10.1% |
125.67 |
1.2% |
69% |
False |
False |
|
| 120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
125.09 |
1.2% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,743.75 |
|
2.618 |
10,633.61 |
|
1.618 |
10,566.12 |
|
1.000 |
10,524.41 |
|
0.618 |
10,498.63 |
|
HIGH |
10,456.92 |
|
0.618 |
10,431.14 |
|
0.500 |
10,423.18 |
|
0.382 |
10,415.21 |
|
LOW |
10,389.43 |
|
0.618 |
10,347.72 |
|
1.000 |
10,321.94 |
|
1.618 |
10,280.23 |
|
2.618 |
10,212.74 |
|
4.250 |
10,102.60 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,423.18 |
10,392.19 |
| PP |
10,417.44 |
10,378.40 |
| S1 |
10,411.71 |
10,364.61 |
|