| 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 |
2,855 |
2,844 |
-11 |
-0.4% |
2,868 |
| High |
2,855 |
2,910 |
55 |
1.9% |
2,910 |
| Low |
2,844 |
2,820 |
-24 |
-0.8% |
2,761 |
| Close |
2,844 |
2,910 |
66 |
2.3% |
2,910 |
| Range |
11 |
90 |
79 |
718.2% |
149 |
| ATR |
63 |
65 |
2 |
3.1% |
0 |
| Volume |
4 |
5 |
1 |
25.0% |
68 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150 |
3,120 |
2,960 |
|
| R3 |
3,060 |
3,030 |
2,935 |
|
| R2 |
2,970 |
2,970 |
2,927 |
|
| R1 |
2,940 |
2,940 |
2,918 |
2,955 |
| PP |
2,880 |
2,880 |
2,880 |
2,888 |
| S1 |
2,850 |
2,850 |
2,902 |
2,865 |
| S2 |
2,790 |
2,790 |
2,894 |
|
| S3 |
2,700 |
2,760 |
2,885 |
|
| S4 |
2,610 |
2,670 |
2,861 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,307 |
3,258 |
2,992 |
|
| R3 |
3,158 |
3,109 |
2,951 |
|
| R2 |
3,009 |
3,009 |
2,937 |
|
| R1 |
2,960 |
2,960 |
2,924 |
2,985 |
| PP |
2,860 |
2,860 |
2,860 |
2,873 |
| S1 |
2,811 |
2,811 |
2,896 |
2,836 |
| S2 |
2,711 |
2,711 |
2,883 |
|
| S3 |
2,562 |
2,662 |
2,869 |
|
| S4 |
2,413 |
2,513 |
2,828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,910 |
2,761 |
149 |
5.1% |
49 |
1.7% |
100% |
True |
False |
13 |
| 10 |
2,917 |
2,761 |
156 |
5.4% |
49 |
1.7% |
96% |
False |
False |
20 |
| 20 |
3,165 |
2,761 |
404 |
13.9% |
62 |
2.1% |
37% |
False |
False |
316 |
| 40 |
3,485 |
2,761 |
724 |
24.9% |
72 |
2.5% |
21% |
False |
False |
5,084 |
| 60 |
3,510 |
2,761 |
749 |
25.7% |
71 |
2.4% |
20% |
False |
False |
5,626 |
| 80 |
3,510 |
2,761 |
749 |
25.7% |
70 |
2.4% |
20% |
False |
False |
5,925 |
| 100 |
3,510 |
2,761 |
749 |
25.7% |
71 |
2.5% |
20% |
False |
False |
5,791 |
| 120 |
3,510 |
2,761 |
749 |
25.7% |
74 |
2.5% |
20% |
False |
False |
5,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,293 |
|
2.618 |
3,146 |
|
1.618 |
3,056 |
|
1.000 |
3,000 |
|
0.618 |
2,966 |
|
HIGH |
2,910 |
|
0.618 |
2,876 |
|
0.500 |
2,865 |
|
0.382 |
2,854 |
|
LOW |
2,820 |
|
0.618 |
2,764 |
|
1.000 |
2,730 |
|
1.618 |
2,674 |
|
2.618 |
2,584 |
|
4.250 |
2,438 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,895 |
2,890 |
| PP |
2,880 |
2,870 |
| S1 |
2,865 |
2,851 |
|