| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,844 |
2,832 |
-12 |
-0.4% |
2,868 |
| High |
2,910 |
2,871 |
-39 |
-1.3% |
2,910 |
| Low |
2,820 |
2,832 |
12 |
0.4% |
2,761 |
| Close |
2,910 |
2,853 |
-57 |
-2.0% |
2,910 |
| Range |
90 |
39 |
-51 |
-56.7% |
149 |
| ATR |
65 |
66 |
1 |
1.5% |
0 |
| Volume |
5 |
5 |
0 |
0.0% |
68 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969 |
2,950 |
2,874 |
|
| R3 |
2,930 |
2,911 |
2,864 |
|
| R2 |
2,891 |
2,891 |
2,860 |
|
| R1 |
2,872 |
2,872 |
2,857 |
2,882 |
| PP |
2,852 |
2,852 |
2,852 |
2,857 |
| S1 |
2,833 |
2,833 |
2,849 |
2,843 |
| S2 |
2,813 |
2,813 |
2,846 |
|
| S3 |
2,774 |
2,794 |
2,842 |
|
| S4 |
2,735 |
2,755 |
2,832 |
|
|
| 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 |
5.2% |
48 |
1.7% |
62% |
False |
False |
13 |
| 10 |
2,910 |
2,761 |
149 |
5.2% |
43 |
1.5% |
62% |
False |
False |
16 |
| 20 |
3,165 |
2,761 |
404 |
14.2% |
58 |
2.0% |
23% |
False |
False |
91 |
| 40 |
3,485 |
2,761 |
724 |
25.4% |
72 |
2.5% |
13% |
False |
False |
4,900 |
| 60 |
3,510 |
2,761 |
749 |
26.3% |
71 |
2.5% |
12% |
False |
False |
5,526 |
| 80 |
3,510 |
2,761 |
749 |
26.3% |
70 |
2.4% |
12% |
False |
False |
5,771 |
| 100 |
3,510 |
2,761 |
749 |
26.3% |
71 |
2.5% |
12% |
False |
False |
5,774 |
| 120 |
3,510 |
2,761 |
749 |
26.3% |
74 |
2.6% |
12% |
False |
False |
5,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,037 |
|
2.618 |
2,973 |
|
1.618 |
2,934 |
|
1.000 |
2,910 |
|
0.618 |
2,895 |
|
HIGH |
2,871 |
|
0.618 |
2,856 |
|
0.500 |
2,852 |
|
0.382 |
2,847 |
|
LOW |
2,832 |
|
0.618 |
2,808 |
|
1.000 |
2,793 |
|
1.618 |
2,769 |
|
2.618 |
2,730 |
|
4.250 |
2,666 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,853 |
2,865 |
| PP |
2,852 |
2,861 |
| S1 |
2,852 |
2,857 |
|