| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
6,012.0 |
6,039.0 |
27.0 |
0.4% |
5,939.0 |
| High |
6,041.0 |
6,042.0 |
1.0 |
0.0% |
6,042.0 |
| Low |
5,996.0 |
6,011.0 |
15.0 |
0.3% |
5,898.0 |
| Close |
6,013.0 |
6,041.5 |
28.5 |
0.5% |
6,041.5 |
| Range |
45.0 |
31.0 |
-14.0 |
-31.1% |
144.0 |
| ATR |
83.5 |
79.7 |
-3.7 |
-4.5% |
0.0 |
| Volume |
142,254 |
27,979 |
-114,275 |
-80.3% |
652,274 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,124.5 |
6,114.0 |
6,058.6 |
|
| R3 |
6,093.5 |
6,083.0 |
6,050.0 |
|
| R2 |
6,062.5 |
6,062.5 |
6,047.2 |
|
| R1 |
6,052.0 |
6,052.0 |
6,044.3 |
6,057.3 |
| PP |
6,031.5 |
6,031.5 |
6,031.5 |
6,034.1 |
| S1 |
6,021.0 |
6,021.0 |
6,038.7 |
6,026.3 |
| S2 |
6,000.5 |
6,000.5 |
6,035.8 |
|
| S3 |
5,969.5 |
5,990.0 |
6,033.0 |
|
| S4 |
5,938.5 |
5,959.0 |
6,024.5 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,425.8 |
6,377.7 |
6,120.7 |
|
| R3 |
6,281.8 |
6,233.7 |
6,081.1 |
|
| R2 |
6,137.8 |
6,137.8 |
6,067.9 |
|
| R1 |
6,089.7 |
6,089.7 |
6,054.7 |
6,113.8 |
| PP |
5,993.8 |
5,993.8 |
5,993.8 |
6,005.9 |
| S1 |
5,945.7 |
5,945.7 |
6,028.3 |
5,969.8 |
| S2 |
5,849.8 |
5,849.8 |
6,015.1 |
|
| S3 |
5,705.8 |
5,801.7 |
6,001.9 |
|
| S4 |
5,561.8 |
5,657.7 |
5,962.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,042.0 |
5,898.0 |
144.0 |
2.4% |
48.3 |
0.8% |
100% |
True |
False |
130,454 |
| 10 |
6,042.0 |
5,838.5 |
203.5 |
3.4% |
54.8 |
0.9% |
100% |
True |
False |
129,403 |
| 20 |
6,042.0 |
5,518.5 |
523.5 |
8.7% |
72.7 |
1.2% |
100% |
True |
False |
139,684 |
| 40 |
6,042.0 |
5,383.0 |
659.0 |
10.9% |
95.5 |
1.6% |
100% |
True |
False |
164,023 |
| 60 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
93.5 |
1.5% |
92% |
False |
False |
148,327 |
| 80 |
6,100.5 |
5,383.0 |
717.5 |
11.9% |
96.7 |
1.6% |
92% |
False |
False |
113,378 |
| 100 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
98.5 |
1.6% |
92% |
False |
False |
90,856 |
| 120 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
98.7 |
1.6% |
92% |
False |
False |
75,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,173.8 |
|
2.618 |
6,123.2 |
|
1.618 |
6,092.2 |
|
1.000 |
6,073.0 |
|
0.618 |
6,061.2 |
|
HIGH |
6,042.0 |
|
0.618 |
6,030.2 |
|
0.500 |
6,026.5 |
|
0.382 |
6,022.8 |
|
LOW |
6,011.0 |
|
0.618 |
5,991.8 |
|
1.000 |
5,980.0 |
|
1.618 |
5,960.8 |
|
2.618 |
5,929.8 |
|
4.250 |
5,879.3 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,036.5 |
6,033.1 |
| PP |
6,031.5 |
6,024.7 |
| S1 |
6,026.5 |
6,016.3 |
|