| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,406.28 |
10,396.53 |
-9.75 |
-0.1% |
10,402.43 |
| High |
10,469.54 |
10,452.38 |
-17.16 |
-0.2% |
10,433.64 |
| Low |
10,376.58 |
10,390.86 |
14.28 |
0.1% |
10,185.83 |
| Close |
10,396.76 |
10,444.14 |
47.38 |
0.5% |
10,325.26 |
| Range |
92.96 |
61.52 |
-31.44 |
-33.8% |
247.81 |
| ATR |
123.66 |
119.23 |
-4.44 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,613.69 |
10,590.43 |
10,477.98 |
|
| R3 |
10,552.17 |
10,528.91 |
10,461.06 |
|
| R2 |
10,490.65 |
10,490.65 |
10,455.42 |
|
| R1 |
10,467.39 |
10,467.39 |
10,449.78 |
10,479.02 |
| PP |
10,429.13 |
10,429.13 |
10,429.13 |
10,434.94 |
| S1 |
10,405.87 |
10,405.87 |
10,438.50 |
10,417.50 |
| S2 |
10,367.61 |
10,367.61 |
10,432.86 |
|
| S3 |
10,306.09 |
10,344.35 |
10,427.22 |
|
| S4 |
10,244.57 |
10,282.83 |
10,410.30 |
|
|
| 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 |
10,469.54 |
10,272.29 |
197.25 |
1.9% |
78.20 |
0.7% |
87% |
False |
False |
|
| 10 |
10,469.54 |
10,185.83 |
283.71 |
2.7% |
98.88 |
0.9% |
91% |
False |
False |
|
| 20 |
10,469.54 |
9,835.09 |
634.45 |
6.1% |
131.25 |
1.3% |
96% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
131.03 |
1.3% |
68% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
116.68 |
1.1% |
68% |
False |
False |
|
| 80 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
119.50 |
1.1% |
68% |
False |
False |
|
| 100 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
125.48 |
1.2% |
73% |
False |
False |
|
| 120 |
10,729.89 |
9,430.08 |
1,299.81 |
12.4% |
124.49 |
1.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,713.84 |
|
2.618 |
10,613.44 |
|
1.618 |
10,551.92 |
|
1.000 |
10,513.90 |
|
0.618 |
10,490.40 |
|
HIGH |
10,452.38 |
|
0.618 |
10,428.88 |
|
0.500 |
10,421.62 |
|
0.382 |
10,414.36 |
|
LOW |
10,390.86 |
|
0.618 |
10,352.84 |
|
1.000 |
10,329.34 |
|
1.618 |
10,291.32 |
|
2.618 |
10,229.80 |
|
4.250 |
10,129.40 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,436.63 |
10,437.11 |
| PP |
10,429.13 |
10,430.09 |
| S1 |
10,421.62 |
10,423.06 |
|