| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
4,775.0 |
4,836.0 |
61.0 |
1.3% |
4,635.0 |
| High |
4,787.0 |
4,839.0 |
52.0 |
1.1% |
4,787.0 |
| Low |
4,755.0 |
4,793.0 |
38.0 |
0.8% |
4,635.0 |
| Close |
4,775.0 |
4,801.0 |
26.0 |
0.5% |
4,775.0 |
| Range |
32.0 |
46.0 |
14.0 |
43.8% |
152.0 |
| ATR |
63.2 |
63.2 |
0.1 |
0.1% |
0.0 |
| Volume |
22,344 |
32,339 |
9,995 |
44.7% |
131,731 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,949.0 |
4,921.0 |
4,826.3 |
|
| R3 |
4,903.0 |
4,875.0 |
4,813.7 |
|
| R2 |
4,857.0 |
4,857.0 |
4,809.4 |
|
| R1 |
4,829.0 |
4,829.0 |
4,805.2 |
4,820.0 |
| PP |
4,811.0 |
4,811.0 |
4,811.0 |
4,806.5 |
| S1 |
4,783.0 |
4,783.0 |
4,796.8 |
4,774.0 |
| S2 |
4,765.0 |
4,765.0 |
4,792.6 |
|
| S3 |
4,719.0 |
4,737.0 |
4,788.4 |
|
| S4 |
4,673.0 |
4,691.0 |
4,775.7 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,188.3 |
5,133.7 |
4,858.6 |
|
| R3 |
5,036.3 |
4,981.7 |
4,816.8 |
|
| R2 |
4,884.3 |
4,884.3 |
4,802.9 |
|
| R1 |
4,829.7 |
4,829.7 |
4,788.9 |
4,857.0 |
| PP |
4,732.3 |
4,732.3 |
4,732.3 |
4,746.0 |
| S1 |
4,677.7 |
4,677.7 |
4,761.1 |
4,705.0 |
| S2 |
4,580.3 |
4,580.3 |
4,747.1 |
|
| S3 |
4,428.3 |
4,525.7 |
4,733.2 |
|
| S4 |
4,276.3 |
4,373.7 |
4,691.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,839.0 |
4,681.0 |
158.0 |
3.3% |
40.2 |
0.8% |
76% |
True |
False |
27,126 |
| 10 |
4,839.0 |
4,573.0 |
266.0 |
5.5% |
48.7 |
1.0% |
86% |
True |
False |
28,735 |
| 20 |
4,839.0 |
4,428.0 |
411.0 |
8.6% |
50.5 |
1.1% |
91% |
True |
False |
27,492 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
50.0 |
1.0% |
72% |
False |
False |
28,711 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
49.7 |
1.0% |
72% |
False |
False |
26,987 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
43.2 |
0.9% |
72% |
False |
False |
20,282 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
10.8% |
37.4 |
0.8% |
72% |
False |
False |
16,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,034.5 |
|
2.618 |
4,959.4 |
|
1.618 |
4,913.4 |
|
1.000 |
4,885.0 |
|
0.618 |
4,867.4 |
|
HIGH |
4,839.0 |
|
0.618 |
4,821.4 |
|
0.500 |
4,816.0 |
|
0.382 |
4,810.6 |
|
LOW |
4,793.0 |
|
0.618 |
4,764.6 |
|
1.000 |
4,747.0 |
|
1.618 |
4,718.6 |
|
2.618 |
4,672.6 |
|
4.250 |
4,597.5 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,816.0 |
4,794.7 |
| PP |
4,811.0 |
4,788.3 |
| S1 |
4,806.0 |
4,782.0 |
|