| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,822.0 |
2,849.0 |
27.0 |
1.0% |
2,823.0 |
| High |
2,844.0 |
2,870.0 |
26.0 |
0.9% |
2,850.0 |
| Low |
2,812.0 |
2,843.0 |
31.0 |
1.1% |
2,786.0 |
| Close |
2,835.0 |
2,859.0 |
24.0 |
0.8% |
2,826.0 |
| Range |
32.0 |
27.0 |
-5.0 |
-15.6% |
64.0 |
| ATR |
46.6 |
45.8 |
-0.8 |
-1.8% |
0.0 |
| Volume |
1,004,321 |
1,115,239 |
110,918 |
11.0% |
671,604 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.3 |
2,925.7 |
2,873.9 |
|
| R3 |
2,911.3 |
2,898.7 |
2,866.4 |
|
| R2 |
2,884.3 |
2,884.3 |
2,864.0 |
|
| R1 |
2,871.7 |
2,871.7 |
2,861.5 |
2,878.0 |
| PP |
2,857.3 |
2,857.3 |
2,857.3 |
2,860.5 |
| S1 |
2,844.7 |
2,844.7 |
2,856.5 |
2,851.0 |
| S2 |
2,830.3 |
2,830.3 |
2,854.1 |
|
| S3 |
2,803.3 |
2,817.7 |
2,851.6 |
|
| S4 |
2,776.3 |
2,790.7 |
2,844.2 |
|
|
| 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 |
2,870.0 |
2,795.0 |
75.0 |
2.6% |
29.8 |
1.0% |
85% |
True |
False |
597,869 |
| 10 |
2,870.0 |
2,718.0 |
152.0 |
5.3% |
36.4 |
1.3% |
93% |
True |
False |
343,705 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.3% |
40.8 |
1.4% |
96% |
True |
False |
174,486 |
| 40 |
2,875.0 |
2,528.0 |
347.0 |
12.1% |
54.1 |
1.9% |
95% |
False |
False |
88,795 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
48.9 |
1.7% |
74% |
False |
False |
59,827 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.7 |
1.7% |
74% |
False |
False |
46,297 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
48.0 |
1.7% |
74% |
False |
False |
37,133 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.4 |
1.7% |
74% |
False |
False |
30,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.8 |
|
2.618 |
2,940.7 |
|
1.618 |
2,913.7 |
|
1.000 |
2,897.0 |
|
0.618 |
2,886.7 |
|
HIGH |
2,870.0 |
|
0.618 |
2,859.7 |
|
0.500 |
2,856.5 |
|
0.382 |
2,853.3 |
|
LOW |
2,843.0 |
|
0.618 |
2,826.3 |
|
1.000 |
2,816.0 |
|
1.618 |
2,799.3 |
|
2.618 |
2,772.3 |
|
4.250 |
2,728.3 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,858.2 |
2,850.2 |
| PP |
2,857.3 |
2,841.3 |
| S1 |
2,856.5 |
2,832.5 |
|