| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,835.0 |
12.0 |
0.4% |
2,823.0 |
| High |
2,840.0 |
2,850.0 |
10.0 |
0.4% |
2,850.0 |
| Low |
2,810.0 |
2,819.0 |
9.0 |
0.3% |
2,786.0 |
| Close |
2,821.0 |
2,826.0 |
5.0 |
0.2% |
2,826.0 |
| Range |
30.0 |
31.0 |
1.0 |
3.3% |
64.0 |
| ATR |
49.4 |
48.1 |
-1.3 |
-2.7% |
0.0 |
| Volume |
119,827 |
139,992 |
20,165 |
16.8% |
671,604 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.7 |
2,906.3 |
2,843.1 |
|
| R3 |
2,893.7 |
2,875.3 |
2,834.5 |
|
| R2 |
2,862.7 |
2,862.7 |
2,831.7 |
|
| R1 |
2,844.3 |
2,844.3 |
2,828.8 |
2,838.0 |
| PP |
2,831.7 |
2,831.7 |
2,831.7 |
2,828.5 |
| S1 |
2,813.3 |
2,813.3 |
2,823.2 |
2,807.0 |
| S2 |
2,800.7 |
2,800.7 |
2,820.3 |
|
| S3 |
2,769.7 |
2,782.3 |
2,817.5 |
|
| S4 |
2,738.7 |
2,751.3 |
2,809.0 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,983.3 |
2,861.2 |
|
| R3 |
2,948.7 |
2,919.3 |
2,843.6 |
|
| R2 |
2,884.7 |
2,884.7 |
2,837.7 |
|
| R1 |
2,855.3 |
2,855.3 |
2,831.9 |
2,870.0 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,828.0 |
| S1 |
2,791.3 |
2,791.3 |
2,820.1 |
2,806.0 |
| S2 |
2,756.7 |
2,756.7 |
2,814.3 |
|
| S3 |
2,692.7 |
2,727.3 |
2,808.4 |
|
| S4 |
2,628.7 |
2,663.3 |
2,790.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,850.0 |
2,786.0 |
64.0 |
2.3% |
31.0 |
1.1% |
63% |
True |
False |
134,320 |
| 10 |
2,850.0 |
2,668.0 |
182.0 |
6.4% |
39.1 |
1.4% |
87% |
True |
False |
71,556 |
| 20 |
2,850.0 |
2,604.0 |
246.0 |
8.7% |
42.7 |
1.5% |
90% |
True |
False |
38,868 |
| 40 |
2,934.0 |
2,528.0 |
406.0 |
14.4% |
56.3 |
2.0% |
73% |
False |
False |
20,701 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.9 |
1.8% |
67% |
False |
False |
15,529 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.3 |
1.7% |
67% |
False |
False |
12,188 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.8 |
1.7% |
67% |
False |
False |
9,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.8 |
|
2.618 |
2,931.2 |
|
1.618 |
2,900.2 |
|
1.000 |
2,881.0 |
|
0.618 |
2,869.2 |
|
HIGH |
2,850.0 |
|
0.618 |
2,838.2 |
|
0.500 |
2,834.5 |
|
0.382 |
2,830.8 |
|
LOW |
2,819.0 |
|
0.618 |
2,799.8 |
|
1.000 |
2,788.0 |
|
1.618 |
2,768.8 |
|
2.618 |
2,737.8 |
|
4.250 |
2,687.3 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,834.5 |
2,827.5 |
| PP |
2,831.7 |
2,827.0 |
| S1 |
2,828.8 |
2,826.5 |
|