| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,858.0 |
2,862.0 |
4.0 |
0.1% |
2,824.0 |
| High |
2,860.0 |
2,862.0 |
2.0 |
0.1% |
2,870.0 |
| Low |
2,831.0 |
2,811.0 |
-20.0 |
-0.7% |
2,795.0 |
| Close |
2,843.0 |
2,824.0 |
-19.0 |
-0.7% |
2,824.0 |
| Range |
29.0 |
51.0 |
22.0 |
75.9% |
75.0 |
| ATR |
44.6 |
45.0 |
0.5 |
1.0% |
0.0 |
| Volume |
894,690 |
1,324,272 |
429,582 |
48.0% |
4,948,488 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.3 |
2,955.7 |
2,852.1 |
|
| R3 |
2,934.3 |
2,904.7 |
2,838.0 |
|
| R2 |
2,883.3 |
2,883.3 |
2,833.4 |
|
| R1 |
2,853.7 |
2,853.7 |
2,828.7 |
2,843.0 |
| PP |
2,832.3 |
2,832.3 |
2,832.3 |
2,827.0 |
| S1 |
2,802.7 |
2,802.7 |
2,819.3 |
2,792.0 |
| S2 |
2,781.3 |
2,781.3 |
2,814.7 |
|
| S3 |
2,730.3 |
2,751.7 |
2,810.0 |
|
| S4 |
2,679.3 |
2,700.7 |
2,796.0 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.7 |
3,014.3 |
2,865.3 |
|
| R3 |
2,979.7 |
2,939.3 |
2,844.6 |
|
| R2 |
2,904.7 |
2,904.7 |
2,837.8 |
|
| R1 |
2,864.3 |
2,864.3 |
2,830.9 |
2,861.5 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,828.3 |
| S1 |
2,789.3 |
2,789.3 |
2,817.1 |
2,786.5 |
| S2 |
2,754.7 |
2,754.7 |
2,810.3 |
|
| S3 |
2,679.7 |
2,714.3 |
2,803.4 |
|
| S4 |
2,604.7 |
2,639.3 |
2,782.8 |
|
|
| 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 |
2.7% |
33.6 |
1.2% |
39% |
False |
False |
989,697 |
| 10 |
2,870.0 |
2,786.0 |
84.0 |
3.0% |
32.3 |
1.1% |
45% |
False |
False |
562,009 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.4% |
40.4 |
1.4% |
83% |
False |
False |
284,149 |
| 40 |
2,870.0 |
2,528.0 |
342.0 |
12.1% |
51.1 |
1.8% |
87% |
False |
False |
144,042 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.3 |
1.7% |
66% |
False |
False |
96,562 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.4 |
1.7% |
66% |
False |
False |
74,033 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.3 |
1.7% |
66% |
False |
False |
59,317 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.1 |
1.7% |
66% |
False |
False |
49,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.8 |
|
2.618 |
2,995.5 |
|
1.618 |
2,944.5 |
|
1.000 |
2,913.0 |
|
0.618 |
2,893.5 |
|
HIGH |
2,862.0 |
|
0.618 |
2,842.5 |
|
0.500 |
2,836.5 |
|
0.382 |
2,830.5 |
|
LOW |
2,811.0 |
|
0.618 |
2,779.5 |
|
1.000 |
2,760.0 |
|
1.618 |
2,728.5 |
|
2.618 |
2,677.5 |
|
4.250 |
2,594.3 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.5 |
2,840.5 |
| PP |
2,832.3 |
2,835.0 |
| S1 |
2,828.2 |
2,829.5 |
|