| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,849.0 |
2,858.0 |
9.0 |
0.3% |
2,823.0 |
| High |
2,870.0 |
2,860.0 |
-10.0 |
-0.3% |
2,850.0 |
| Low |
2,843.0 |
2,831.0 |
-12.0 |
-0.4% |
2,786.0 |
| Close |
2,859.0 |
2,843.0 |
-16.0 |
-0.6% |
2,826.0 |
| Range |
27.0 |
29.0 |
2.0 |
7.4% |
64.0 |
| ATR |
45.8 |
44.6 |
-1.2 |
-2.6% |
0.0 |
| Volume |
1,115,239 |
894,690 |
-220,549 |
-19.8% |
671,604 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.7 |
2,916.3 |
2,859.0 |
|
| R3 |
2,902.7 |
2,887.3 |
2,851.0 |
|
| R2 |
2,873.7 |
2,873.7 |
2,848.3 |
|
| R1 |
2,858.3 |
2,858.3 |
2,845.7 |
2,851.5 |
| PP |
2,844.7 |
2,844.7 |
2,844.7 |
2,841.3 |
| S1 |
2,829.3 |
2,829.3 |
2,840.3 |
2,822.5 |
| S2 |
2,815.7 |
2,815.7 |
2,837.7 |
|
| S3 |
2,786.7 |
2,800.3 |
2,835.0 |
|
| S4 |
2,757.7 |
2,771.3 |
2,827.1 |
|
|
| 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% |
29.6 |
1.0% |
64% |
False |
False |
752,841 |
| 10 |
2,870.0 |
2,750.0 |
120.0 |
4.2% |
35.0 |
1.2% |
78% |
False |
False |
432,836 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.4% |
40.1 |
1.4% |
90% |
False |
False |
217,984 |
| 40 |
2,870.0 |
2,528.0 |
342.0 |
12.0% |
52.0 |
1.8% |
92% |
False |
False |
111,098 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
48.5 |
1.7% |
70% |
False |
False |
74,492 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
48.1 |
1.7% |
70% |
False |
False |
57,480 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.6 |
1.7% |
70% |
False |
False |
46,077 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.5 |
1.7% |
70% |
False |
False |
38,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.3 |
|
2.618 |
2,935.9 |
|
1.618 |
2,906.9 |
|
1.000 |
2,889.0 |
|
0.618 |
2,877.9 |
|
HIGH |
2,860.0 |
|
0.618 |
2,848.9 |
|
0.500 |
2,845.5 |
|
0.382 |
2,842.1 |
|
LOW |
2,831.0 |
|
0.618 |
2,813.1 |
|
1.000 |
2,802.0 |
|
1.618 |
2,784.1 |
|
2.618 |
2,755.1 |
|
4.250 |
2,707.8 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.5 |
2,842.3 |
| PP |
2,844.7 |
2,841.7 |
| S1 |
2,843.8 |
2,841.0 |
|