| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,101.7 |
1,108.3 |
6.6 |
0.6% |
1,136.0 |
| High |
1,108.7 |
1,129.3 |
20.6 |
1.9% |
1,138.0 |
| Low |
1,101.0 |
1,108.1 |
7.1 |
0.6% |
1,097.3 |
| Close |
1,105.4 |
1,122.5 |
17.1 |
1.5% |
1,101.7 |
| Range |
7.7 |
21.2 |
13.5 |
175.3% |
40.7 |
| ATR |
19.2 |
19.6 |
0.3 |
1.7% |
0.0 |
| Volume |
159,858 |
130,831 |
-29,027 |
-18.2% |
782,577 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.6 |
1,174.2 |
1,134.2 |
|
| R3 |
1,162.4 |
1,153.0 |
1,128.3 |
|
| R2 |
1,141.2 |
1,141.2 |
1,126.4 |
|
| R1 |
1,131.8 |
1,131.8 |
1,124.4 |
1,136.5 |
| PP |
1,120.0 |
1,120.0 |
1,120.0 |
1,122.3 |
| S1 |
1,110.6 |
1,110.6 |
1,120.6 |
1,115.3 |
| S2 |
1,098.8 |
1,098.8 |
1,118.6 |
|
| S3 |
1,077.6 |
1,089.4 |
1,116.7 |
|
| S4 |
1,056.4 |
1,068.2 |
1,110.8 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.4 |
1,208.8 |
1,124.1 |
|
| R3 |
1,193.7 |
1,168.1 |
1,112.9 |
|
| R2 |
1,153.0 |
1,153.0 |
1,109.2 |
|
| R1 |
1,127.4 |
1,127.4 |
1,105.4 |
1,119.9 |
| PP |
1,112.3 |
1,112.3 |
1,112.3 |
1,108.6 |
| S1 |
1,086.7 |
1,086.7 |
1,098.0 |
1,079.2 |
| S2 |
1,071.6 |
1,071.6 |
1,094.2 |
|
| S3 |
1,030.9 |
1,046.0 |
1,090.5 |
|
| S4 |
990.2 |
1,005.3 |
1,079.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.3 |
1,097.3 |
32.0 |
2.9% |
17.5 |
1.6% |
79% |
True |
False |
156,538 |
| 10 |
1,145.8 |
1,097.3 |
48.5 |
4.3% |
16.7 |
1.5% |
52% |
False |
False |
157,982 |
| 20 |
1,145.8 |
1,088.5 |
57.3 |
5.1% |
18.9 |
1.7% |
59% |
False |
False |
161,372 |
| 40 |
1,145.8 |
1,044.5 |
101.3 |
9.0% |
21.0 |
1.9% |
77% |
False |
False |
148,138 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
20.9 |
1.9% |
64% |
False |
False |
102,403 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
22.3 |
2.0% |
42% |
False |
False |
77,891 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
21.1 |
1.9% |
47% |
False |
False |
62,685 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.4% |
20.2 |
1.8% |
56% |
False |
False |
52,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.4 |
|
2.618 |
1,184.8 |
|
1.618 |
1,163.6 |
|
1.000 |
1,150.5 |
|
0.618 |
1,142.4 |
|
HIGH |
1,129.3 |
|
0.618 |
1,121.2 |
|
0.500 |
1,118.7 |
|
0.382 |
1,116.2 |
|
LOW |
1,108.1 |
|
0.618 |
1,095.0 |
|
1.000 |
1,086.9 |
|
1.618 |
1,073.8 |
|
2.618 |
1,052.6 |
|
4.250 |
1,018.0 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.2 |
1,119.4 |
| PP |
1,120.0 |
1,116.4 |
| S1 |
1,118.7 |
1,113.3 |
|