| 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 |
2,816.0 |
2,823.0 |
7.0 |
0.2% |
2,671.0 |
| High |
2,842.0 |
2,840.0 |
-2.0 |
-0.1% |
2,828.0 |
| Low |
2,805.0 |
2,810.0 |
5.0 |
0.2% |
2,668.0 |
| Close |
2,836.0 |
2,821.0 |
-15.0 |
-0.5% |
2,805.0 |
| Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
160.0 |
| ATR |
50.9 |
49.4 |
-1.5 |
-2.9% |
0.0 |
| Volume |
307,870 |
119,827 |
-188,043 |
-61.1% |
43,962 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.7 |
2,897.3 |
2,837.5 |
|
| R3 |
2,883.7 |
2,867.3 |
2,829.3 |
|
| R2 |
2,853.7 |
2,853.7 |
2,826.5 |
|
| R1 |
2,837.3 |
2,837.3 |
2,823.8 |
2,830.5 |
| PP |
2,823.7 |
2,823.7 |
2,823.7 |
2,820.3 |
| S1 |
2,807.3 |
2,807.3 |
2,818.3 |
2,800.5 |
| S2 |
2,793.7 |
2,793.7 |
2,815.5 |
|
| S3 |
2,763.7 |
2,777.3 |
2,812.8 |
|
| S4 |
2,733.7 |
2,747.3 |
2,804.5 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,247.0 |
3,186.0 |
2,893.0 |
|
| R3 |
3,087.0 |
3,026.0 |
2,849.0 |
|
| R2 |
2,927.0 |
2,927.0 |
2,834.3 |
|
| R1 |
2,866.0 |
2,866.0 |
2,819.7 |
2,896.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,782.3 |
| S1 |
2,706.0 |
2,706.0 |
2,790.3 |
2,736.5 |
| S2 |
2,607.0 |
2,607.0 |
2,775.7 |
|
| S3 |
2,447.0 |
2,546.0 |
2,761.0 |
|
| S4 |
2,287.0 |
2,386.0 |
2,717.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,842.0 |
2,750.0 |
92.0 |
3.3% |
40.4 |
1.4% |
77% |
False |
False |
112,831 |
| 10 |
2,842.0 |
2,621.0 |
221.0 |
7.8% |
39.9 |
1.4% |
90% |
False |
False |
57,586 |
| 20 |
2,842.0 |
2,585.0 |
257.0 |
9.1% |
43.9 |
1.6% |
92% |
False |
False |
31,879 |
| 40 |
2,938.0 |
2,528.0 |
410.0 |
14.5% |
57.4 |
2.0% |
71% |
False |
False |
17,205 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.8 |
1.8% |
66% |
False |
False |
13,271 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.2 |
1.7% |
66% |
False |
False |
10,444 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.8 |
1.7% |
66% |
False |
False |
8,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.5 |
|
2.618 |
2,918.5 |
|
1.618 |
2,888.5 |
|
1.000 |
2,870.0 |
|
0.618 |
2,858.5 |
|
HIGH |
2,840.0 |
|
0.618 |
2,828.5 |
|
0.500 |
2,825.0 |
|
0.382 |
2,821.5 |
|
LOW |
2,810.0 |
|
0.618 |
2,791.5 |
|
1.000 |
2,780.0 |
|
1.618 |
2,761.5 |
|
2.618 |
2,731.5 |
|
4.250 |
2,682.5 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.0 |
2,818.7 |
| PP |
2,823.7 |
2,816.3 |
| S1 |
2,822.3 |
2,814.0 |
|