| 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 |
2,875 |
2,801 |
-74 |
-2.6% |
3,099 |
| High |
2,875 |
2,813 |
-62 |
-2.2% |
3,141 |
| Low |
2,816 |
2,780 |
-36 |
-1.3% |
2,896 |
| Close |
2,819 |
2,813 |
-6 |
-0.2% |
2,917 |
| Range |
59 |
33 |
-26 |
-44.1% |
245 |
| ATR |
78 |
75 |
-3 |
-3.6% |
0 |
| Volume |
42 |
11 |
-31 |
-73.8% |
300 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901 |
2,890 |
2,831 |
|
| R3 |
2,868 |
2,857 |
2,822 |
|
| R2 |
2,835 |
2,835 |
2,819 |
|
| R1 |
2,824 |
2,824 |
2,816 |
2,830 |
| PP |
2,802 |
2,802 |
2,802 |
2,805 |
| S1 |
2,791 |
2,791 |
2,810 |
2,797 |
| S2 |
2,769 |
2,769 |
2,807 |
|
| S3 |
2,736 |
2,758 |
2,804 |
|
| S4 |
2,703 |
2,725 |
2,795 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,720 |
3,563 |
3,052 |
|
| R3 |
3,475 |
3,318 |
2,984 |
|
| R2 |
3,230 |
3,230 |
2,962 |
|
| R1 |
3,073 |
3,073 |
2,939 |
3,029 |
| PP |
2,985 |
2,985 |
2,985 |
2,963 |
| S1 |
2,828 |
2,828 |
2,895 |
2,784 |
| S2 |
2,740 |
2,740 |
2,872 |
|
| S3 |
2,495 |
2,583 |
2,850 |
|
| S4 |
2,250 |
2,338 |
2,782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,963 |
2,780 |
183 |
6.5% |
57 |
2.0% |
18% |
False |
True |
55 |
| 10 |
3,141 |
2,780 |
361 |
12.8% |
69 |
2.4% |
9% |
False |
True |
62 |
| 20 |
3,165 |
2,780 |
385 |
13.7% |
75 |
2.7% |
9% |
False |
True |
4,323 |
| 40 |
3,485 |
2,780 |
705 |
25.1% |
75 |
2.7% |
5% |
False |
True |
6,167 |
| 60 |
3,510 |
2,780 |
730 |
26.0% |
72 |
2.6% |
5% |
False |
True |
6,265 |
| 80 |
3,510 |
2,780 |
730 |
26.0% |
73 |
2.6% |
5% |
False |
True |
6,744 |
| 100 |
3,510 |
2,780 |
730 |
26.0% |
74 |
2.6% |
5% |
False |
True |
5,967 |
| 120 |
3,510 |
2,780 |
730 |
26.0% |
76 |
2.7% |
5% |
False |
True |
5,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953 |
|
2.618 |
2,899 |
|
1.618 |
2,866 |
|
1.000 |
2,846 |
|
0.618 |
2,833 |
|
HIGH |
2,813 |
|
0.618 |
2,800 |
|
0.500 |
2,797 |
|
0.382 |
2,793 |
|
LOW |
2,780 |
|
0.618 |
2,760 |
|
1.000 |
2,747 |
|
1.618 |
2,727 |
|
2.618 |
2,694 |
|
4.250 |
2,640 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,808 |
2,849 |
| PP |
2,802 |
2,837 |
| S1 |
2,797 |
2,825 |
|