| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,897.0 |
2,905.0 |
8.0 |
0.3% |
2,898.0 |
| High |
2,913.0 |
2,923.0 |
10.0 |
0.3% |
2,923.0 |
| Low |
2,882.0 |
2,891.0 |
9.0 |
0.3% |
2,857.0 |
| Close |
2,894.0 |
2,898.0 |
4.0 |
0.1% |
2,898.0 |
| Range |
31.0 |
32.0 |
1.0 |
3.2% |
66.0 |
| ATR |
53.6 |
52.0 |
-1.5 |
-2.9% |
0.0 |
| Volume |
1,046,374 |
1,120,818 |
74,444 |
7.1% |
5,394,803 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,981.0 |
2,915.6 |
|
| R3 |
2,968.0 |
2,949.0 |
2,906.8 |
|
| R2 |
2,936.0 |
2,936.0 |
2,903.9 |
|
| R1 |
2,917.0 |
2,917.0 |
2,900.9 |
2,910.5 |
| PP |
2,904.0 |
2,904.0 |
2,904.0 |
2,900.8 |
| S1 |
2,885.0 |
2,885.0 |
2,895.1 |
2,878.5 |
| S2 |
2,872.0 |
2,872.0 |
2,892.1 |
|
| S3 |
2,840.0 |
2,853.0 |
2,889.2 |
|
| S4 |
2,808.0 |
2,821.0 |
2,880.4 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,060.3 |
2,934.3 |
|
| R3 |
3,024.7 |
2,994.3 |
2,916.2 |
|
| R2 |
2,958.7 |
2,958.7 |
2,910.1 |
|
| R1 |
2,928.3 |
2,928.3 |
2,904.1 |
2,931.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,894.0 |
| S1 |
2,862.3 |
2,862.3 |
2,892.0 |
2,865.0 |
| S2 |
2,826.7 |
2,826.7 |
2,885.9 |
|
| S3 |
2,760.7 |
2,796.3 |
2,879.9 |
|
| S4 |
2,694.7 |
2,730.3 |
2,861.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.0 |
2,857.0 |
66.0 |
2.3% |
32.8 |
1.1% |
62% |
True |
False |
1,078,960 |
| 10 |
2,923.0 |
2,736.0 |
187.0 |
6.5% |
41.2 |
1.4% |
87% |
True |
False |
1,088,615 |
| 20 |
2,923.0 |
2,655.0 |
268.0 |
9.2% |
48.1 |
1.7% |
91% |
True |
False |
1,246,254 |
| 40 |
3,008.0 |
2,597.0 |
411.0 |
14.2% |
62.5 |
2.2% |
73% |
False |
False |
1,500,483 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.1 |
1.9% |
67% |
False |
False |
1,256,871 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.3 |
1.9% |
67% |
False |
False |
948,138 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.1 |
1.9% |
67% |
False |
False |
759,421 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
53.9 |
1.9% |
67% |
False |
False |
633,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.0 |
|
2.618 |
3,006.8 |
|
1.618 |
2,974.8 |
|
1.000 |
2,955.0 |
|
0.618 |
2,942.8 |
|
HIGH |
2,923.0 |
|
0.618 |
2,910.8 |
|
0.500 |
2,907.0 |
|
0.382 |
2,903.2 |
|
LOW |
2,891.0 |
|
0.618 |
2,871.2 |
|
1.000 |
2,859.0 |
|
1.618 |
2,839.2 |
|
2.618 |
2,807.2 |
|
4.250 |
2,755.0 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.0 |
2,899.0 |
| PP |
2,904.0 |
2,898.7 |
| S1 |
2,901.0 |
2,898.3 |
|