| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,108.0 |
1,102.5 |
-5.5 |
-0.5% |
1,101.7 |
| High |
1,108.6 |
1,108.0 |
-0.6 |
-0.1% |
1,133.9 |
| Low |
1,092.1 |
1,094.0 |
1.9 |
0.2% |
1,101.0 |
| Close |
1,099.5 |
1,103.7 |
4.2 |
0.4% |
1,107.6 |
| Range |
16.5 |
14.0 |
-2.5 |
-15.2% |
32.9 |
| ATR |
19.1 |
18.7 |
-0.4 |
-1.9% |
0.0 |
| Volume |
176,491 |
159,063 |
-17,428 |
-9.9% |
686,792 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.9 |
1,137.8 |
1,111.4 |
|
| R3 |
1,129.9 |
1,123.8 |
1,107.6 |
|
| R2 |
1,115.9 |
1,115.9 |
1,106.3 |
|
| R1 |
1,109.8 |
1,109.8 |
1,105.0 |
1,112.9 |
| PP |
1,101.9 |
1,101.9 |
1,101.9 |
1,103.4 |
| S1 |
1,095.8 |
1,095.8 |
1,102.4 |
1,098.9 |
| S2 |
1,087.9 |
1,087.9 |
1,101.1 |
|
| S3 |
1,073.9 |
1,081.8 |
1,099.9 |
|
| S4 |
1,059.9 |
1,067.8 |
1,096.0 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.9 |
1,193.1 |
1,125.7 |
|
| R3 |
1,180.0 |
1,160.2 |
1,116.6 |
|
| R2 |
1,147.1 |
1,147.1 |
1,113.6 |
|
| R1 |
1,127.3 |
1,127.3 |
1,110.6 |
1,137.2 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,119.1 |
| S1 |
1,094.4 |
1,094.4 |
1,104.6 |
1,104.3 |
| S2 |
1,081.3 |
1,081.3 |
1,101.6 |
|
| S3 |
1,048.4 |
1,061.5 |
1,098.6 |
|
| S4 |
1,015.5 |
1,028.6 |
1,089.5 |
|
|
| 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 |
1,092.1 |
41.8 |
3.8% |
16.8 |
1.5% |
28% |
False |
False |
146,331 |
| 10 |
1,133.9 |
1,092.1 |
41.8 |
3.8% |
17.2 |
1.6% |
28% |
False |
False |
151,435 |
| 20 |
1,145.8 |
1,088.5 |
57.3 |
5.2% |
17.1 |
1.5% |
27% |
False |
False |
155,497 |
| 40 |
1,145.8 |
1,044.5 |
101.3 |
9.2% |
20.4 |
1.8% |
58% |
False |
False |
161,817 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
20.0 |
1.8% |
48% |
False |
False |
114,183 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
22.4 |
2.0% |
32% |
False |
False |
86,794 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
21.2 |
1.9% |
37% |
False |
False |
69,937 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.7% |
20.3 |
1.8% |
48% |
False |
False |
58,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.5 |
|
2.618 |
1,144.7 |
|
1.618 |
1,130.7 |
|
1.000 |
1,122.0 |
|
0.618 |
1,116.7 |
|
HIGH |
1,108.0 |
|
0.618 |
1,102.7 |
|
0.500 |
1,101.0 |
|
0.382 |
1,099.3 |
|
LOW |
1,094.0 |
|
0.618 |
1,085.3 |
|
1.000 |
1,080.0 |
|
1.618 |
1,071.3 |
|
2.618 |
1,057.3 |
|
4.250 |
1,034.5 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,102.8 |
1,109.8 |
| PP |
1,101.9 |
1,107.8 |
| S1 |
1,101.0 |
1,105.7 |
|