| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,892.0 |
2,920.0 |
28.0 |
1.0% |
2,898.0 |
| High |
2,915.0 |
2,942.0 |
27.0 |
0.9% |
2,923.0 |
| Low |
2,882.0 |
2,914.0 |
32.0 |
1.1% |
2,857.0 |
| Close |
2,907.0 |
2,930.0 |
23.0 |
0.8% |
2,898.0 |
| Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
66.0 |
| ATR |
49.9 |
48.8 |
-1.1 |
-2.1% |
0.0 |
| Volume |
1,776,530 |
1,905,940 |
129,410 |
7.3% |
5,394,803 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,999.3 |
2,945.4 |
|
| R3 |
2,984.7 |
2,971.3 |
2,937.7 |
|
| R2 |
2,956.7 |
2,956.7 |
2,935.1 |
|
| R1 |
2,943.3 |
2,943.3 |
2,932.6 |
2,950.0 |
| PP |
2,928.7 |
2,928.7 |
2,928.7 |
2,932.0 |
| S1 |
2,915.3 |
2,915.3 |
2,927.4 |
2,922.0 |
| S2 |
2,900.7 |
2,900.7 |
2,924.9 |
|
| S3 |
2,872.7 |
2,887.3 |
2,922.3 |
|
| S4 |
2,844.7 |
2,859.3 |
2,914.6 |
|
|
| 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 |
2,942.0 |
2,867.0 |
75.0 |
2.6% |
30.8 |
1.1% |
84% |
True |
False |
1,466,534 |
| 10 |
2,942.0 |
2,791.0 |
151.0 |
5.2% |
37.3 |
1.3% |
92% |
True |
False |
1,280,310 |
| 20 |
2,942.0 |
2,674.0 |
268.0 |
9.1% |
44.1 |
1.5% |
96% |
True |
False |
1,277,596 |
| 40 |
2,984.0 |
2,597.0 |
387.0 |
13.2% |
59.8 |
2.0% |
86% |
False |
False |
1,535,100 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
54.8 |
1.9% |
74% |
False |
False |
1,313,632 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
54.3 |
1.9% |
74% |
False |
False |
1,012,542 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
54.3 |
1.9% |
74% |
False |
False |
811,071 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
53.8 |
1.8% |
74% |
False |
False |
675,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.0 |
|
2.618 |
3,015.3 |
|
1.618 |
2,987.3 |
|
1.000 |
2,970.0 |
|
0.618 |
2,959.3 |
|
HIGH |
2,942.0 |
|
0.618 |
2,931.3 |
|
0.500 |
2,928.0 |
|
0.382 |
2,924.7 |
|
LOW |
2,914.0 |
|
0.618 |
2,896.7 |
|
1.000 |
2,886.0 |
|
1.618 |
2,868.7 |
|
2.618 |
2,840.7 |
|
4.250 |
2,795.0 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.3 |
2,921.5 |
| PP |
2,928.7 |
2,913.0 |
| S1 |
2,928.0 |
2,904.5 |
|