| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,121.5 |
1,108.9 |
-12.6 |
-1.1% |
1,119.0 |
| High |
1,128.3 |
1,111.7 |
-16.6 |
-1.5% |
1,145.8 |
| Low |
1,103.1 |
1,100.5 |
-2.6 |
-0.2% |
1,112.1 |
| Close |
1,108.1 |
1,108.2 |
0.1 |
0.0% |
1,135.2 |
| Range |
25.2 |
11.2 |
-14.0 |
-55.6% |
33.7 |
| ATR |
20.6 |
20.0 |
-0.7 |
-3.3% |
0.0 |
| Volume |
153,991 |
201,367 |
47,376 |
30.8% |
760,849 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.4 |
1,135.5 |
1,114.4 |
|
| R3 |
1,129.2 |
1,124.3 |
1,111.3 |
|
| R2 |
1,118.0 |
1,118.0 |
1,110.3 |
|
| R1 |
1,113.1 |
1,113.1 |
1,109.2 |
1,110.0 |
| PP |
1,106.8 |
1,106.8 |
1,106.8 |
1,105.2 |
| S1 |
1,101.9 |
1,101.9 |
1,107.2 |
1,098.8 |
| S2 |
1,095.6 |
1,095.6 |
1,106.1 |
|
| S3 |
1,084.4 |
1,090.7 |
1,105.1 |
|
| S4 |
1,073.2 |
1,079.5 |
1,102.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.1 |
1,217.4 |
1,153.7 |
|
| R3 |
1,198.4 |
1,183.7 |
1,144.5 |
|
| R2 |
1,164.7 |
1,164.7 |
1,141.4 |
|
| R1 |
1,150.0 |
1,150.0 |
1,138.3 |
1,157.4 |
| PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,134.7 |
| S1 |
1,116.3 |
1,116.3 |
1,132.1 |
1,123.7 |
| S2 |
1,097.3 |
1,097.3 |
1,129.0 |
|
| S3 |
1,063.6 |
1,082.6 |
1,125.9 |
|
| S4 |
1,029.9 |
1,048.9 |
1,116.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,141.2 |
1,100.5 |
40.7 |
3.7% |
17.3 |
1.6% |
19% |
False |
True |
160,014 |
| 10 |
1,145.8 |
1,100.5 |
45.3 |
4.1% |
16.6 |
1.5% |
17% |
False |
True |
161,353 |
| 20 |
1,145.8 |
1,072.9 |
72.9 |
6.6% |
20.1 |
1.8% |
48% |
False |
False |
165,269 |
| 40 |
1,148.0 |
1,044.5 |
103.5 |
9.3% |
21.1 |
1.9% |
62% |
False |
False |
139,384 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
20.9 |
1.9% |
52% |
False |
False |
95,501 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
22.4 |
2.0% |
35% |
False |
False |
72,667 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
21.1 |
1.9% |
40% |
False |
False |
58,467 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.6% |
20.0 |
1.8% |
50% |
False |
False |
48,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,159.3 |
|
2.618 |
1,141.0 |
|
1.618 |
1,129.8 |
|
1.000 |
1,122.9 |
|
0.618 |
1,118.6 |
|
HIGH |
1,111.7 |
|
0.618 |
1,107.4 |
|
0.500 |
1,106.1 |
|
0.382 |
1,104.8 |
|
LOW |
1,100.5 |
|
0.618 |
1,093.6 |
|
1.000 |
1,089.3 |
|
1.618 |
1,082.4 |
|
2.618 |
1,071.2 |
|
4.250 |
1,052.9 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.5 |
1,114.4 |
| PP |
1,106.8 |
1,112.3 |
| S1 |
1,106.1 |
1,110.3 |
|