| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,862.0 |
2,814.0 |
-48.0 |
-1.7% |
2,824.0 |
| High |
2,862.0 |
2,829.0 |
-33.0 |
-1.2% |
2,870.0 |
| Low |
2,811.0 |
2,776.0 |
-35.0 |
-1.2% |
2,795.0 |
| Close |
2,824.0 |
2,815.0 |
-9.0 |
-0.3% |
2,824.0 |
| Range |
51.0 |
53.0 |
2.0 |
3.9% |
75.0 |
| ATR |
45.0 |
45.6 |
0.6 |
1.3% |
0.0 |
| Volume |
1,324,272 |
1,176,671 |
-147,601 |
-11.1% |
4,948,488 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.7 |
2,943.3 |
2,844.2 |
|
| R3 |
2,912.7 |
2,890.3 |
2,829.6 |
|
| R2 |
2,859.7 |
2,859.7 |
2,824.7 |
|
| R1 |
2,837.3 |
2,837.3 |
2,819.9 |
2,848.5 |
| PP |
2,806.7 |
2,806.7 |
2,806.7 |
2,812.3 |
| S1 |
2,784.3 |
2,784.3 |
2,810.1 |
2,795.5 |
| S2 |
2,753.7 |
2,753.7 |
2,805.3 |
|
| S3 |
2,700.7 |
2,731.3 |
2,800.4 |
|
| S4 |
2,647.7 |
2,678.3 |
2,785.9 |
|
|
| 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 |
2,776.0 |
94.0 |
3.3% |
38.4 |
1.4% |
41% |
False |
True |
1,103,038 |
| 10 |
2,870.0 |
2,776.0 |
94.0 |
3.3% |
35.6 |
1.3% |
41% |
False |
True |
677,184 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.4% |
41.5 |
1.5% |
79% |
False |
False |
342,811 |
| 40 |
2,870.0 |
2,528.0 |
342.0 |
12.1% |
51.1 |
1.8% |
84% |
False |
False |
173,456 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
48.8 |
1.7% |
64% |
False |
False |
116,167 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
48.7 |
1.7% |
64% |
False |
False |
88,730 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
47.5 |
1.7% |
64% |
False |
False |
71,081 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
47.3 |
1.7% |
64% |
False |
False |
59,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.3 |
|
2.618 |
2,967.8 |
|
1.618 |
2,914.8 |
|
1.000 |
2,882.0 |
|
0.618 |
2,861.8 |
|
HIGH |
2,829.0 |
|
0.618 |
2,808.8 |
|
0.500 |
2,802.5 |
|
0.382 |
2,796.2 |
|
LOW |
2,776.0 |
|
0.618 |
2,743.2 |
|
1.000 |
2,723.0 |
|
1.618 |
2,690.2 |
|
2.618 |
2,637.2 |
|
4.250 |
2,550.8 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.8 |
2,819.0 |
| PP |
2,806.7 |
2,817.7 |
| S1 |
2,802.5 |
2,816.3 |
|