| 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 |
1,108.3 |
1,126.3 |
18.0 |
1.6% |
1,136.0 |
| High |
1,129.3 |
1,133.9 |
4.6 |
0.4% |
1,138.0 |
| Low |
1,108.1 |
1,118.2 |
10.1 |
0.9% |
1,097.3 |
| Close |
1,122.5 |
1,124.2 |
1.7 |
0.2% |
1,101.7 |
| Range |
21.2 |
15.7 |
-5.5 |
-25.9% |
40.7 |
| ATR |
19.6 |
19.3 |
-0.3 |
-1.4% |
0.0 |
| Volume |
130,831 |
141,796 |
10,965 |
8.4% |
782,577 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.5 |
1,164.1 |
1,132.8 |
|
| R3 |
1,156.8 |
1,148.4 |
1,128.5 |
|
| R2 |
1,141.1 |
1,141.1 |
1,127.1 |
|
| R1 |
1,132.7 |
1,132.7 |
1,125.6 |
1,129.1 |
| PP |
1,125.4 |
1,125.4 |
1,125.4 |
1,123.6 |
| S1 |
1,117.0 |
1,117.0 |
1,122.8 |
1,113.4 |
| S2 |
1,109.7 |
1,109.7 |
1,121.3 |
|
| S3 |
1,094.0 |
1,101.3 |
1,119.9 |
|
| S4 |
1,078.3 |
1,085.6 |
1,115.6 |
|
|
| 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 |
1,133.9 |
1,097.3 |
36.6 |
3.3% |
15.6 |
1.4% |
73% |
True |
False |
154,099 |
| 10 |
1,142.3 |
1,097.3 |
45.0 |
4.0% |
17.0 |
1.5% |
60% |
False |
False |
152,833 |
| 20 |
1,145.8 |
1,088.5 |
57.3 |
5.1% |
18.6 |
1.7% |
62% |
False |
False |
159,509 |
| 40 |
1,145.8 |
1,044.5 |
101.3 |
9.0% |
21.1 |
1.9% |
79% |
False |
False |
151,174 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
20.4 |
1.8% |
65% |
False |
False |
104,720 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
22.3 |
2.0% |
43% |
False |
False |
79,634 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
21.1 |
1.9% |
48% |
False |
False |
64,088 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.3% |
20.2 |
1.8% |
56% |
False |
False |
53,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.6 |
|
2.618 |
1,175.0 |
|
1.618 |
1,159.3 |
|
1.000 |
1,149.6 |
|
0.618 |
1,143.6 |
|
HIGH |
1,133.9 |
|
0.618 |
1,127.9 |
|
0.500 |
1,126.1 |
|
0.382 |
1,124.2 |
|
LOW |
1,118.2 |
|
0.618 |
1,108.5 |
|
1.000 |
1,102.5 |
|
1.618 |
1,092.8 |
|
2.618 |
1,077.1 |
|
4.250 |
1,051.5 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.1 |
1,122.0 |
| PP |
1,125.4 |
1,119.7 |
| S1 |
1,124.8 |
1,117.5 |
|