| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,939.0 |
5,948.5 |
9.5 |
0.2% |
5,910.0 |
| High |
5,954.0 |
5,992.0 |
38.0 |
0.6% |
5,991.0 |
| Low |
5,898.0 |
5,929.0 |
31.0 |
0.5% |
5,838.5 |
| Close |
5,909.5 |
5,972.0 |
62.5 |
1.1% |
5,946.0 |
| Range |
56.0 |
63.0 |
7.0 |
12.5% |
152.5 |
| ATR |
88.5 |
88.1 |
-0.4 |
-0.5% |
0.0 |
| Volume |
127,949 |
169,887 |
41,938 |
32.8% |
641,761 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,153.3 |
6,125.7 |
6,006.7 |
|
| R3 |
6,090.3 |
6,062.7 |
5,989.3 |
|
| R2 |
6,027.3 |
6,027.3 |
5,983.6 |
|
| R1 |
5,999.7 |
5,999.7 |
5,977.8 |
6,013.5 |
| PP |
5,964.3 |
5,964.3 |
5,964.3 |
5,971.3 |
| S1 |
5,936.7 |
5,936.7 |
5,966.2 |
5,950.5 |
| S2 |
5,901.3 |
5,901.3 |
5,960.5 |
|
| S3 |
5,838.3 |
5,873.7 |
5,954.7 |
|
| S4 |
5,775.3 |
5,810.7 |
5,937.4 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,382.7 |
6,316.8 |
6,029.9 |
|
| R3 |
6,230.2 |
6,164.3 |
5,987.9 |
|
| R2 |
6,077.7 |
6,077.7 |
5,974.0 |
|
| R1 |
6,011.8 |
6,011.8 |
5,960.0 |
6,044.8 |
| PP |
5,925.2 |
5,925.2 |
5,925.2 |
5,941.6 |
| S1 |
5,859.3 |
5,859.3 |
5,932.0 |
5,892.3 |
| S2 |
5,772.7 |
5,772.7 |
5,918.0 |
|
| S3 |
5,620.2 |
5,706.8 |
5,904.1 |
|
| S4 |
5,467.7 |
5,554.3 |
5,862.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,992.0 |
5,874.0 |
118.0 |
2.0% |
61.3 |
1.0% |
83% |
True |
False |
139,401 |
| 10 |
5,992.0 |
5,750.5 |
241.5 |
4.0% |
65.4 |
1.1% |
92% |
True |
False |
132,825 |
| 20 |
5,992.0 |
5,518.5 |
473.5 |
7.9% |
79.7 |
1.3% |
96% |
True |
False |
144,517 |
| 40 |
6,004.5 |
5,383.0 |
621.5 |
10.4% |
105.5 |
1.8% |
95% |
False |
False |
169,924 |
| 60 |
6,100.5 |
5,383.0 |
717.5 |
12.0% |
95.9 |
1.6% |
82% |
False |
False |
144,700 |
| 80 |
6,100.5 |
5,383.0 |
717.5 |
12.0% |
97.6 |
1.6% |
82% |
False |
False |
108,959 |
| 100 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
100.4 |
1.7% |
83% |
False |
False |
87,323 |
| 120 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
99.6 |
1.7% |
83% |
False |
False |
72,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,259.8 |
|
2.618 |
6,156.9 |
|
1.618 |
6,093.9 |
|
1.000 |
6,055.0 |
|
0.618 |
6,030.9 |
|
HIGH |
5,992.0 |
|
0.618 |
5,967.9 |
|
0.500 |
5,960.5 |
|
0.382 |
5,953.1 |
|
LOW |
5,929.0 |
|
0.618 |
5,890.1 |
|
1.000 |
5,866.0 |
|
1.618 |
5,827.1 |
|
2.618 |
5,764.1 |
|
4.250 |
5,661.3 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,968.2 |
5,963.0 |
| PP |
5,964.3 |
5,954.0 |
| S1 |
5,960.5 |
5,945.0 |
|