| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,126.3 |
1,124.5 |
-1.8 |
-0.2% |
1,136.0 |
| High |
1,133.9 |
1,129.5 |
-4.4 |
-0.4% |
1,138.0 |
| Low |
1,118.2 |
1,118.2 |
0.0 |
0.0% |
1,097.3 |
| Close |
1,124.2 |
1,127.5 |
3.3 |
0.3% |
1,101.7 |
| Range |
15.7 |
11.3 |
-4.4 |
-28.0% |
40.7 |
| ATR |
19.3 |
18.7 |
-0.6 |
-3.0% |
0.0 |
| Volume |
141,796 |
130,316 |
-11,480 |
-8.1% |
782,577 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,159.0 |
1,154.5 |
1,133.7 |
|
| R3 |
1,147.7 |
1,143.2 |
1,130.6 |
|
| R2 |
1,136.4 |
1,136.4 |
1,129.6 |
|
| R1 |
1,131.9 |
1,131.9 |
1,128.5 |
1,134.2 |
| PP |
1,125.1 |
1,125.1 |
1,125.1 |
1,126.2 |
| S1 |
1,120.6 |
1,120.6 |
1,126.5 |
1,122.9 |
| S2 |
1,113.8 |
1,113.8 |
1,125.4 |
|
| S3 |
1,102.5 |
1,109.3 |
1,124.4 |
|
| S4 |
1,091.2 |
1,098.0 |
1,121.3 |
|
|
| 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 |
3.2% |
15.6 |
1.4% |
83% |
False |
False |
139,889 |
| 10 |
1,141.2 |
1,097.3 |
43.9 |
3.9% |
16.5 |
1.5% |
69% |
False |
False |
149,952 |
| 20 |
1,145.8 |
1,088.5 |
57.3 |
5.1% |
17.8 |
1.6% |
68% |
False |
False |
157,380 |
| 40 |
1,145.8 |
1,044.5 |
101.3 |
9.0% |
20.5 |
1.8% |
82% |
False |
False |
153,356 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
10.8% |
20.2 |
1.8% |
68% |
False |
False |
106,742 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
22.3 |
2.0% |
45% |
False |
False |
81,238 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
21.1 |
1.9% |
49% |
False |
False |
65,378 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.3% |
20.1 |
1.8% |
58% |
False |
False |
54,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.5 |
|
2.618 |
1,159.1 |
|
1.618 |
1,147.8 |
|
1.000 |
1,140.8 |
|
0.618 |
1,136.5 |
|
HIGH |
1,129.5 |
|
0.618 |
1,125.2 |
|
0.500 |
1,123.9 |
|
0.382 |
1,122.5 |
|
LOW |
1,118.2 |
|
0.618 |
1,111.2 |
|
1.000 |
1,106.9 |
|
1.618 |
1,099.9 |
|
2.618 |
1,088.6 |
|
4.250 |
1,070.2 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.3 |
1,125.3 |
| PP |
1,125.1 |
1,123.2 |
| S1 |
1,123.9 |
1,121.0 |
|