| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,824.0 |
2,822.0 |
-2.0 |
-0.1% |
2,823.0 |
| High |
2,824.0 |
2,844.0 |
20.0 |
0.7% |
2,850.0 |
| Low |
2,795.0 |
2,812.0 |
17.0 |
0.6% |
2,786.0 |
| Close |
2,801.0 |
2,835.0 |
34.0 |
1.2% |
2,826.0 |
| Range |
29.0 |
32.0 |
3.0 |
10.3% |
64.0 |
| ATR |
46.9 |
46.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
609,966 |
1,004,321 |
394,355 |
64.7% |
671,604 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.3 |
2,912.7 |
2,852.6 |
|
| R3 |
2,894.3 |
2,880.7 |
2,843.8 |
|
| R2 |
2,862.3 |
2,862.3 |
2,840.9 |
|
| R1 |
2,848.7 |
2,848.7 |
2,837.9 |
2,855.5 |
| PP |
2,830.3 |
2,830.3 |
2,830.3 |
2,833.8 |
| S1 |
2,816.7 |
2,816.7 |
2,832.1 |
2,823.5 |
| S2 |
2,798.3 |
2,798.3 |
2,829.1 |
|
| S3 |
2,766.3 |
2,784.7 |
2,826.2 |
|
| S4 |
2,734.3 |
2,752.7 |
2,817.4 |
|
|
| 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 |
2,795.0 |
55.0 |
1.9% |
31.8 |
1.1% |
73% |
False |
False |
436,395 |
| 10 |
2,850.0 |
2,707.0 |
143.0 |
5.0% |
38.4 |
1.4% |
90% |
False |
False |
232,639 |
| 20 |
2,850.0 |
2,604.0 |
246.0 |
8.7% |
41.5 |
1.5% |
94% |
False |
False |
119,340 |
| 40 |
2,915.0 |
2,528.0 |
387.0 |
13.7% |
55.3 |
2.0% |
79% |
False |
False |
60,920 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.1 |
1.7% |
69% |
False |
False |
41,852 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.8 |
1.7% |
69% |
False |
False |
32,358 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.2 |
1.7% |
69% |
False |
False |
26,002 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.6 |
1.7% |
69% |
False |
False |
21,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.0 |
|
2.618 |
2,927.8 |
|
1.618 |
2,895.8 |
|
1.000 |
2,876.0 |
|
0.618 |
2,863.8 |
|
HIGH |
2,844.0 |
|
0.618 |
2,831.8 |
|
0.500 |
2,828.0 |
|
0.382 |
2,824.2 |
|
LOW |
2,812.0 |
|
0.618 |
2,792.2 |
|
1.000 |
2,780.0 |
|
1.618 |
2,760.2 |
|
2.618 |
2,728.2 |
|
4.250 |
2,676.0 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.7 |
2,830.8 |
| PP |
2,830.3 |
2,826.7 |
| S1 |
2,828.0 |
2,822.5 |
|